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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Zustandsraummodell"
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Börsenkurs
Schätztheorie
Zustandsraummodell
Zeitreihenanalyse
800
Time series analysis
799
Theorie
441
Theory
441
Estimation theory
424
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198
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198
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155
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154
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Phillips, Peter C. B.
11
Taylor, Robert
11
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9
Leybourne, Stephen James
8
Chen, Xiaohong
7
Davis, Richard A.
7
Todorov, Viktor
7
Xiao, Zhijie
7
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6
Li, Jia
6
Li, Qi
6
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5
Fan, Jianqing
5
Harvey, David I.
5
Inoue, Atsushi
5
Kim, Donggyu
5
Koop, Gary
5
Koopman, Siem Jan
5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Zhu, Ke
5
Chen, Rong
4
Francq, Christian
4
Georgiev, Iliyan
4
Hounyo, Ulrich
4
Kilian, Lutz
4
Ng, Serena
4
Nielsen, Morten Ørregaard
4
Perron, Pierre
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Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Andrews, Donald W. K.
3
Baillie, Richard
3
Baltagi, Badi H.
3
Blasques, Francisco
3
Bollerslev, Tim
3
Demetrescu, Matei
3
Dong, Chaohua
3
Elliott, Graham
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Journal of the American Statistical Association : JASA
Discussion paper / Tinbergen Institute
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
182
Econometric theory
172
Econometric reviews
121
International journal of forecasting
115
Economic modelling
92
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Journal of forecasting
87
Econometrics : open access journal
85
CEMMAP working papers / Centre for Microdata Methods and Practice
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
CREATES research paper
77
Applied economics letters
72
Computational economics
71
Cowles Foundation Discussion Paper
69
Applied economics
63
Journal of empirical finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
The econometrics journal
57
Cowles Foundation discussion paper
54
NBER Working Paper
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
SFB 649 discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
CESifo working papers
44
Finance research letters
44
Journal of economic dynamics & control
43
Journal of time series econometrics
42
NBER working paper series
42
Energy economics
41
Journal of applied econometrics
41
Journal of risk and financial management : JRFM
40
Quantitative economics : QE ; journal of the Econometric Society
39
Working paper
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Queen's Economics Department working paper
32
Discussion paper
31
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ECONIS (ZBW)
471
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1
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
2
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
3
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
4
Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
Saved in:
5
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Saved in:
6
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
7
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
8
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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9
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
10
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
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