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Estimation theory
450
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450
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198
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198
Estimation
148
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148
Time series analysis
110
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110
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95
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95
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79
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74
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Baltagi, Badi H.
10
Maasoumi, Esfandiar
9
Ullah, Aman
9
McAleer, Michael
8
Gao, Jiti
6
Kumbhakar, Subal
6
Hsiao, Cheng
5
Li, Qi
5
Linton, Oliver
5
Racine, Jeffrey
5
Sun, Yiguo
5
Teräsvirta, Timo
5
Tu, Yundong
5
Dufour, Jean-Marie
4
Hall, Alastair R.
4
Hendry, David F.
4
Jin, Fei
4
Kao, Chihwa
4
Koopman, Siem Jan
4
Lee, Lung-fei
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Perron, Pierre
4
Su, Liangjun
4
Taylor, Robert
4
Wan, Alan T. K.
4
Wooldridge, Jeffrey M.
4
Zhang, Xinyu
4
Ai, Chunrong
3
Ando, Tomohiro
3
Asai, Manabu
3
Bao, Yong
3
Bera, Anil K.
3
Blasques, Francisco
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Chan, Joshua
3
Fan, Yanqin
3
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3,161
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2,959
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2,831
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2,598
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1,941
Journal of econometrics
1,925
Economics letters
1,640
IZA Discussion Papers
1,609
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1,576
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1,573
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1,375
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1,356
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1,169
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970
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959
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
893
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
886
CESifo Working Paper
778
Econometric theory
747
Discussion paper / Tinbergen Institute
744
Journal of banking & finance
663
ZEW discussion papers
580
Finance research letters
579
Journal of international money and finance
571
CESifo Working Paper Series
569
International review of economics & finance : IREF
565
Energy economics
558
Journal of applied econometrics
557
Discussion papers / CEPR
528
Working Paper
526
Applied financial economics
505
Discussion papers / Deutsches Institut für Wirtschaftsforschung
471
ZEW Discussion Papers
471
The review of economics and statistics
442
CEMMAP working papers / Centre for Microdata Methods and Practice
434
Working paper series
425
Finance and economics discussion series
422
ECB Working Paper
414
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ECONIS (ZBW)
542
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1
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
2
Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong
;
Barassi, Marco R.
;
Tan, Jijun
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
Saved in:
3
Estimating interest rate curves by support vector regression
Monteiro, André d'Almeida
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 717-753
Persistent link: https://www.econbiz.de/10008668099
Saved in:
4
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
5
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
6
Parsimonious
estimation
of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
7
Bayesian approaches to nonparametric
estimation
of densities on the unit interval
Li, Song
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
; …
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
Saved in:
8
Marginal likelihood
estimation
with the cross-entropy method
Chan, Joshua
;
Eisenstat, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
Saved in:
9
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
10
What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru
;
Li, Han
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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