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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätztheorie"
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Schätztheorie
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12
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10
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10
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10
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9
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8
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6
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6
Yan, Yayi
6
Zakoïan, Jean-Michel
6
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5
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5
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Economics letters
559
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
187
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
109
Applied economics
106
Discussion paper / Center for Economic Research, Tilburg University
101
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The econometrics journal
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Cowles Foundation discussion paper
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NBER Working Paper
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International journal of forecasting
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83
NBER working paper series
79
Statistical papers
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76
Working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Econometrics : open access journal
68
Technical working paper / National Bureau of Economic Research
68
SFB 649 discussion paper
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ECONIS (ZBW)
945
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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
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
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:
6
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:
7
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
8
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:
9
Hermite series
estimation
in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
10
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
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