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~isPartOf:"Econometric theory"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
Zeitreihenanalyse
Theorie
3,143
Theory
3,143
Estimation theory
322
Schätztheorie
322
Monetary policy
302
Geldpolitik
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Phillips, Peter C. B.
12
Lütkepohl, Helmut
7
Chambers, Marcus J.
6
Hong, Yongmiao
6
Saikkonen, Pentti
6
Taylor, Robert
5
Vogelsang, Timothy J.
5
Harris, David
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Park, Joon Y.
4
Robinson, Peter M.
4
Wang, Qiying
4
Aguiar-Conraria, Luís
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Martins, Manuel Mota Freitas
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Soares, Maria Joana
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Berger, Tino
2
Breitung, Jörg
2
Cai, Zongwu
2
Canova, Fabio
2
Chong, Terence Tai-Leung
2
Cogley, Timothy
2
Diebold, Francis X.
2
Diks, Cees G. H.
2
Everaert, Gerdie
2
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Econometric theory
Journal of economic dynamics & control
Journal of econometrics
355
International journal of forecasting
351
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
234
Discussion paper / Tinbergen Institute
186
Econometric reviews
153
Applied economics
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Economic modelling
124
Journal of applied econometrics
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Working paper
100
Working paper / National Bureau of Economic Research, Inc.
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
82
CREATES research paper
81
Computational economics
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NBER Working Paper
70
NBER working paper series
68
Energy economics
67
The review of economics and statistics
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Journal of macroeconomics
66
Oxford bulletin of economics and statistics
66
CESifo working papers
64
Journal of empirical finance
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
63
Cowles Foundation discussion paper
60
Tinbergen Institute Discussion Paper
60
Discussion paper / Centre for Economic Policy Research
58
The econometrics journal
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
European journal of operational research : EJOR
51
Discussion papers of interdisciplinary research project 373
48
Technical Report
48
EUI working paper / ECO
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ECONIS (ZBW)
284
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1
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
2
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:
3
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:
4
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
Saved in:
5
Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio
- In:
Journal of economic dynamics & control
20
(
1996
)
4
,
pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
Saved in:
6
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:
7
Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
Tripier, Fabien
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2749-2774
Persistent link: https://www.econbiz.de/10003395626
Saved in:
8
Autoregression-based estimation of the new Keynesian Philips curve
Lanne, Markku
;
Luoto, Jani
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 561-570
Persistent link: https://www.econbiz.de/10009710493
Saved in:
9
A floor and ceiling model of US output
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
21
(
1997
)
4
,
pp. 661-695
Persistent link: https://www.econbiz.de/10001221220
Saved in:
10
Multivariate detrending under common trend restrictions : implications bur business cycle research
Kozicki, Sharon
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 997-1028
Persistent link: https://www.econbiz.de/10001379552
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