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~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Time series analysis"
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Bayesian inference
Time series analysis
Theorie
1,608
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1,608
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371
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371
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326
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168
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Phillips, Peter C. B.
15
Yu, Jun
10
Koop, Gary
9
Swanson, Norman R.
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
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5
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5
Teräsvirta, Timo
5
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4
Casarin, Roberto
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Maheu, John M.
4
McAleer, Michael
4
Schorfheide, Frank
4
Taylor, Robert
4
Velasco, Carlos
4
Zhang, Xinyu
4
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3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Billio, Monica
3
Breitung, Jörg
3
Chan, Joshua
3
Chen, Rong
3
Chib, Siddhartha
3
Corradi, Valentina
3
Diebold, Francis X.
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Gouriéroux, Christian
3
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Journal of econometrics
International journal of forecasting
353
Economics letters
300
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286
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243
Discussion paper / Tinbergen Institute
224
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194
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172
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Journal of applied econometrics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
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112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Working paper
104
Journal of economic dynamics & control
99
Working paper / Department of Econometrics and Business Statistics, Monash University
97
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
European journal of operational research : EJOR
95
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64
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63
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62
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62
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62
The econometrics journal
59
Oxford bulletin of economics and statistics
57
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56
Finance research letters
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ECONIS (ZBW)
390
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1
Inference in Bayesian Proxy-SVARs
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
; …
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
Saved in:
2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
Saved in:
5
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
6
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
7
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
8
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
9
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
Saved in:
10
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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