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A comparison of aggregate and...
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Estimation theory
1,639
Schätztheorie
1,639
Theorie
1,608
Theory
1,608
Zeitreihenanalyse
676
Time series analysis
673
Nichtparametrisches Verfahren
450
Nonparametric statistics
450
Regression analysis
378
Regressionsanalyse
378
Estimation
372
Schätzung
368
Statistical test
281
Statistischer Test
281
Panel
245
Panel study
245
Volatility
240
Volatilität
240
Forecasting model
212
Prognoseverfahren
212
Method of moments
175
Momentenmethode
174
Stochastic process
168
Stochastischer Prozess
168
Bootstrap approach
146
Bootstrap-Verfahren
146
Bayes-Statistik
143
Bayesian inference
143
Statistical distribution
143
Statistische Verteilung
143
Cointegration
137
Kointegration
136
Autocorrelation
123
Autokorrelation
123
Induktive Statistik
121
Statistical inference
121
Maximum likelihood estimation
115
Maximum-Likelihood-Schätzung
114
USA
113
United States
113
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Online availability
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Undetermined
1,066
Type of publication
All
Article
2,919
Book / Working Paper
49
Type of publication (narrower categories)
All
Article in journal
2,910
Aufsatz in Zeitschrift
2,910
Collection of articles of several authors
67
Sammelwerk
67
Conference paper
29
Konferenzbeitrag
29
Konferenzschrift
18
Festschrift
15
Conference proceedings
14
Aufsatzsammlung
7
Systematic review
4
Übersichtsarbeit
4
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
2,967
Undetermined
1
Author
All
Phillips, Peter C. B.
63
Linton, Oliver
35
Lee, Lung-fei
31
Robinson, Peter M.
28
Taylor, Robert
26
Chen, Songnian
23
Su, Liangjun
23
Gao, Jiti
22
Park, Joon Y.
22
Yu, Jun
22
Gouriéroux, Christian
21
Pesaran, M. Hashem
21
Swanson, Norman R.
21
Aït-Sahalia, Yacine
20
Chen, Xiaohong
20
Li, Qi
20
Ghysels, Eric
19
Koop, Gary
19
Renault, Eric
19
White, Halbert
19
Hsiao, Cheng
18
Schmidt, Peter
17
Xiao, Zhijie
17
Cai, Zongwu
16
Fan, Yanqin
16
Bai, Jushan
15
Chib, Siddhartha
15
Corradi, Valentina
15
Dufour, Jean-Marie
15
Lewbel, Arthur
15
McAleer, Michael
15
Sun, Yixiao
15
Todorov, Viktor
15
Andrews, Donald W. K.
14
Baltagi, Badi H.
14
Bollerslev, Tim
14
Hong, Yongmiao
14
Leybourne, Stephen James
14
Ng, Serena
14
Tauchen, George Eugene
14
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Published in...
All
Journal of econometrics
NBER working paper series
7,204
Working paper / National Bureau of Economic Research, Inc.
6,690
NBER Working Paper
6,650
Economics letters
5,921
European journal of operational research : EJOR
5,141
Discussion paper / Centre for Economic Policy Research
4,585
CESifo working papers
3,728
Working paper
2,965
Journal of economic theory
2,896
Discussion paper / Tinbergen Institute
2,647
Journal of economic dynamics & control
2,495
The American economic review
2,387
Computers & operations research : and their applications to problems of world concern ; an international journal
2,357
Discussion paper series / IZA
2,352
Journal of economic behavior & organization : JEBO
2,223
Europäische Hochschulschriften / 5
2,175
International journal of production research
1,973
European economic review : EER
1,946
Discussion paper
1,930
Economic modelling
1,915
CESifo Working Paper
1,910
Games and economic behavior
1,866
Applied economics
1,830
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,813
The economic journal : the journal of the Royal Economic Society
1,813
Discussion paper / Center for Economic Research, Tilburg University
1,766
SpringerLink / Bücher
1,752
Journal of public economics
1,749
CESifo Working Paper Series
1,646
IZA Discussion Paper
1,617
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,594
Management science : journal of the Institute for Operations Research and the Management Sciences
1,517
Journal of banking & finance
1,478
Journal of monetary economics
1,438
Public choice
1,404
International economic review
1,389
Applied economics letters
1,368
Discussion papers / CEPR
1,348
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,332
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Source
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ECONIS (ZBW)
2,967
USB Cologne (EcoSocSci)
1
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1
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:
2
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
3
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
Saved in:
4
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
5
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
Saved in:
6
Deterministic seasonal models and spurious regressions
Abeysinghe, Tilak
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 259-272
Persistent link: https://www.econbiz.de/10001155770
Saved in:
7
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 153-173
Persistent link: https://www.econbiz.de/10001174120
Saved in:
8
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
Saved in:
9
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
10
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
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