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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
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~subject:"Schätztheorie"
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Schätztheorie
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878
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875
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608
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Phillips, Peter C. B.
72
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19
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17
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13
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12
Li, Qi
11
Baltagi, Badi H.
10
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10
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9
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9
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9
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9
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9
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8
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8
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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5
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5
Ghysels, Eric
5
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5
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5
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5
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5
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5
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Cowles Foundation discussion paper
Journal of econometrics
The econometrics journal
Economics letters
555
Econometric theory
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
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240
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186
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165
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164
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143
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127
Oxford bulletin of economics and statistics
120
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117
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112
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101
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94
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83
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
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68
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67
SFB 649 discussion paper
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ECONIS (ZBW)
991
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
3
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
4
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
5
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
8
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
9
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
10
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
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