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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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Phillips, Peter C. B.
36
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16
Lee, Lung-fei
16
Yu, Jun
16
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15
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15
Linton, Oliver
14
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14
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13
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12
Aït-Sahalia, Yacine
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Chib, Siddhartha
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11
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Renault, Eric
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
Taylor, Robert
9
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9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
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8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
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Journal of econometrics
Review of quantitative finance and accounting
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International economic review
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1,194
International journal of industrial organization
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American journal of agricultural economics
1,147
Journal of mathematical economics
1,121
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Applied economics letters
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1,062
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1,019
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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992
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1,887
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1
Empirical model particularities and belief in the natural rate hypothesis
Kim, Jin-bang
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10001333016
Saved in:
2
Testing for monotonicity under endogeneity : an application to the reservation wage function
Gutknecht, Daniel
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10011591623
Saved in:
3
Discrete time duration models with group-level heterogeneity
Frederiksen, Anders
;
Honoré, Bo E.
;
Hu, Luojia
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1014-1043
Persistent link: https://www.econbiz.de/10003571387
Saved in:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
6
Two-part multiple spell models for health care demand
Silva, João Santos
;
Windmeijer, Frank
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 67-89
Persistent link: https://www.econbiz.de/10001589523
Saved in:
7
Mobility measurement, transition matrices and statistical inference
Formby, John P.
;
Smith, W. James
;
Zheng, Buhong
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10001998954
Saved in:
8
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
9
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
10
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
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