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~isPartOf:"Technical working paper / National Bureau of Economic Research"
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Schätztheorie
Theorie
1,806
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1,806
Estimation theory
870
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712
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709
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492
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488
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278
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Phillips, Peter C. B.
19
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12
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10
Lee, Lung-fei
9
Taylor, Robert
9
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9
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8
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8
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8
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8
Schmidt, Peter
8
Stock, James H.
8
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8
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Park, Joon Y.
7
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6
Aït-Sahalia, Yacine
6
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6
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6
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6
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6
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6
West, Kenneth D.
6
Zakoïan, Jean-Michel
6
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5
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5
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5
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5
Hong, Han
5
Inoue, Atsushi
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Nelson, Daniel B.
5
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2
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
Economics letters
555
Econometric theory
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
240
Discussion paper / Tinbergen Institute
186
Journal of applied econometrics
165
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
127
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics letters
108
Applied economics
107
Discussion paper / Center for Economic Research, Tilburg University
101
Discussion paper series / IZA
100
The econometrics journal
99
NBER Working Paper
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
International journal of forecasting
92
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90
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90
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86
Economic modelling
85
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84
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83
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83
NBER working paper series
80
Statistical papers
79
CREATES research paper
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
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75
Working paper series
75
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73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Econometrics : open access journal
67
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ECONIS (ZBW)
870
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
3
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
4
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
5
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
6
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
7
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
8
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
9
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
10
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 459-492
Persistent link: https://www.econbiz.de/10012304576
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