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~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~subject:"Heteroscedasticity"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
Statistische Verteilung
Zeitreihenanalyse
Theorie
1,717
Theory
1,717
USA
515
United States
476
Estimation theory
288
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Phillips, Peter C. B.
12
Hong, Yongmiao
7
Saikkonen, Pentti
6
Taylor, Robert
6
Lütkepohl, Helmut
5
Vogelsang, Timothy J.
5
Weron, Rafał
5
Abadir, Karim Maher
4
Chambers, Marcus J.
4
Gupta, Rangan
4
Harris, David
4
He, Changli
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Park, Joon Y.
4
Robinson, Peter M.
4
Teräsvirta, Timo
4
Wang, Qiying
4
Benth, Fred Espen
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Florens, Jean-Pierre
3
Gao, Jiti
3
Grégoir, Stéphane
3
Larsson, Rolf
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Rodrigues, Paulo M. M.
3
Wang, Yudong
3
Balcilar, Mehmet
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Chong, Terence Tai-Leung
2
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Econometric theory
Energy economics
Journal of econometrics
432
International journal of forecasting
391
Economics letters
353
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
325
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257
Discussion paper / Tinbergen Institute
249
Econometric reviews
186
Applied economics
164
Insurance / Mathematics & economics
155
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146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
139
Journal of applied econometrics
132
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130
Working paper
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
113
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
108
Applied economics letters
107
Computational economics
103
European journal of operational research : EJOR
94
Journal of economic dynamics & control
94
Tinbergen Institute Discussion Paper
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NBER Working Paper
91
CREATES research paper
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NBER working paper series
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Risks : open access journal
88
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Journal of empirical finance
85
The review of economics and statistics
80
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
77
Finance research letters
77
CESifo working papers
76
Discussion paper / Centre for Economic Policy Research
74
Journal of macroeconomics
70
Cowles Foundation discussion paper
68
Oxford bulletin of economics and statistics
68
Discussion paper / Center for Economic Research, Tilburg University
66
The econometrics journal
65
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1
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
2
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
3
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
4
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
5
Asymmetries, outliers and structural stability in the US gasoline market
Bagnai, Alberto
;
Mongeau Ospina, Christian Alexander
- In:
Energy economics
69
(
2018
),
pp. 250-260
Persistent link: https://www.econbiz.de/10011941284
Saved in:
6
Time series analysis applied to construct US natural gas price functions for groups of states
Kalashnikov, V. V.
;
Matis, T. I.
;
Pérez-Valdés, G. A.
- In:
Energy economics
32
(
2010
)
4
,
pp. 887-900
Persistent link: https://www.econbiz.de/10008779909
Saved in:
7
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
8
Oil and stock market volatility : a multivariate stochastic volatility perspective
Vo, Minh T.
- In:
Energy economics
33
(
2011
)
5
,
pp. 956-965
Persistent link: https://www.econbiz.de/10009382971
Saved in:
9
US oil and natural gas reserve prices, 1982 - 2003
Adelman, Morris Albert
;
Watkins, Gordon Campbell
- In:
Energy economics
27
(
2005
)
4
,
pp. 553-571
Persistent link: https://www.econbiz.de/10003007053
Saved in:
10
Volatility transmission in the oil and natural gas markets
Ewing, Bradley T.
;
Malik, Farooq
;
Ozfidan, Ozkan
- In:
Energy economics
24
(
2002
)
6
,
pp. 525-538
Persistent link: https://www.econbiz.de/10001713344
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