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~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Statistische Verteilung"
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Schätztheorie
Statistische Verteilung
Theorie
1,610
Theory
1,610
Estimation theory
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
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462
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Phillips, Peter C. B.
19
Linton, Oliver
16
Todorov, Viktor
11
Li, Qi
10
Park, Joon Y.
10
Lee, Lung-fei
9
Taylor, Robert
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
8
Schmidt, Peter
8
Tauchen, George Eugene
8
Andersen, Torben
7
Cai, Zongwu
7
Francq, Christian
7
Leybourne, Stephen James
7
Chen, Xiaohong
6
Chib, Siddhartha
6
Ghysels, Eric
6
Hsiao, Cheng
6
Li, Jia
6
Magnus, Jan R.
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Bollerslev, Tim
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Perron, Pierre
5
Robinson, Peter M.
5
Swanson, Norman R.
5
Tu, Yundong
5
Varneskov, Rasmus Tangsgaard
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
Economics letters
605
Econometric theory
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
423
Econometric reviews
273
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
270
Discussion paper / Tinbergen Institute
264
Journal of applied econometrics
190
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
Insurance / Mathematics & economics
164
International journal of forecasting
147
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Applied economics
143
Working paper / National Bureau of Economic Research, Inc.
139
The review of economics and statistics
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Applied economics letters
133
Discussion paper / Center for Economic Research, Tilburg University
122
Oxford bulletin of economics and statistics
121
NBER Working Paper
117
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116
Journal of forecasting
114
Discussion paper series / IZA
110
The econometrics journal
108
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107
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103
CEMMAP working papers / Centre for Microdata Methods and Practice
102
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100
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96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
92
SFB 649 discussion paper
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
87
CORE discussion paper : DP
85
CREATES research paper
85
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84
Working paper series
83
Journal of banking & finance
80
Econometrics : open access journal
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ECONIS (ZBW)
891
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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
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
10
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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