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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Stochastic process"
~subject:"Zustandsraummodell"
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Börsenkurs
Schätztheorie
Stochastic process
Zustandsraummodell
Zeitreihenanalyse
733
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732
Theorie
408
Theory
408
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381
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186
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Phillips, Peter C. B.
16
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9
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8
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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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5
Georgiev, Iliyan
5
Harvey, David I.
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Kilian, Lutz
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
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5
Zhu, Ke
5
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4
Francq, Christian
4
Horváth, Lajos
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La Vecchia, Davide
4
Lieberman, Offer
4
Müller, Ulrich K.
4
Ng, Serena
4
Nielsen, Morten Ørregaard
4
Perron, Pierre
4
Sun, Yixiao
4
Swanson, Norman R.
4
Yu, Jun
4
Andrews, Donald W. K.
3
Baillie, Richard
3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Discussion paper / Tinbergen Institute
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Economics letters
194
Econometric theory
191
Econometric reviews
140
International journal of forecasting
121
Working paper / Department of Econometrics and Business Statistics, Monash University
108
Economic modelling
99
Journal of forecasting
92
CEMMAP working papers / Centre for Microdata Methods and Practice
91
Econometrics : open access journal
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
CREATES research paper
82
Applied economics letters
81
Computational economics
79
Cowles Foundation Discussion Paper
76
Applied economics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
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64
Journal of empirical finance
64
The econometrics journal
64
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55
SFB 649 discussion paper
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
NBER Working Paper
51
CESifo working papers
49
Journal of economic dynamics & control
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Energy economics
48
Journal of applied econometrics
48
Finance research letters
47
Journal of the American Statistical Association : JASA
47
Journal of time series econometrics
44
NBER working paper series
44
Journal of risk and financial management : JRFM
43
Quantitative economics : QE ; journal of the Econometric Society
42
Discussion papers of interdisciplinary research project 373
37
CAMA working paper series
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
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1
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
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2
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:
3
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
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4
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:
5
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
6
Monitoring memory parameter change-points in long-memory time series
Chen, Zhanshou
;
Xiao, Yanting
;
Li, Fuxiao
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
Saved in:
7
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:
8
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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9
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:
10
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
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