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~language:"eng"
~person:"Frey, Bruno S."
~person:"Koop, Gary"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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508
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508
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187
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174
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130
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129
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Frey, Bruno S.
Koop, Gary
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Swanson, Norman R.
Gil-Alaña, Luis A.
178
Gupta, Rangan
80
Franses, Philip Hans
75
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
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43
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42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Lütkepohl, Helmut
35
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33
Mills, Terence C.
31
Hendry, David F.
30
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30
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Hong, Yongmiao
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Ghysels, Eric
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Granger, C. W. J.
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Hecq, Alain W. J.
26
Bahmani-Oskooee, Mohsen
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Hyndman, Rob J.
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Kapetanios, George
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Linton, Oliver
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Robinson, Peter M.
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Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Gao, Jiti
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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European economic review : EER
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1
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ECONIS (ZBW)
187
Showing
1
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10
of
187
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date (oldest first)
1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
7
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
8
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
9
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
10
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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