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~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
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Schätztheorie
Stochastischer Prozess
Theorie
1,610
Theory
1,610
Estimation theory
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
Schätzung
462
Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
193
Prognoseverfahren
193
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Statistischer Test
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United States
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100
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Capital income
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Kapitaleinkommen
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919
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913
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913
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923
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Phillips, Peter C. B.
26
Linton, Oliver
16
Todorov, Viktor
12
Taylor, Robert
11
Li, Qi
10
Tauchen, George Eugene
10
Gao, Jiti
9
Gouriéroux, Christian
9
Lee, Lung-fei
9
Park, Joon Y.
9
Schmidt, Peter
9
Baltagi, Badi H.
8
Andersen, Torben
7
Cai, Zongwu
7
Chib, Siddhartha
7
Francq, Christian
7
Leybourne, Stephen James
7
Bollerslev, Tim
6
Chen, Xiaohong
6
Ghysels, Eric
6
Hsiao, Cheng
6
Kohn, Robert
6
Koop, Gary
6
Li, Jia
6
Robinson, Peter M.
6
Shephard, Neil G.
6
Xiao, Zhijie
6
Yu, Jun
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hong, Han
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Marcellino, Massimiliano
5
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Journal of econometrics
Economics letters
614
European journal of operational research : EJOR
491
Econometric theory
464
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
429
Econometric reviews
301
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
280
Discussion paper / Tinbergen Institute
267
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
Journal of applied econometrics
182
Insurance / Mathematics & economics
181
Working paper / National Bureau of Economic Research, Inc.
149
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Finance and stochastics
139
Applied economics
137
Applied economics letters
135
Economic modelling
135
International journal of production research
134
The review of economics and statistics
134
Journal of economic dynamics & control
133
Operations research
133
International journal of theoretical and applied finance
132
NBER Working Paper
130
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
128
Working paper
127
Discussion paper / Center for Economic Research, Tilburg University
126
Working paper / Department of Econometrics and Business Statistics, Monash University
126
Oxford bulletin of economics and statistics
124
The econometrics journal
121
Cowles Foundation discussion paper
118
Discussion paper series / IZA
117
NBER working paper series
116
International journal of forecasting
115
CREATES research paper
112
Operations research letters
109
SFB 649 discussion paper
102
CEMMAP working papers / Centre for Microdata Methods and Practice
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
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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
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
3
Estimation
in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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
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