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Theorie
1,645
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338
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338
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179
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Phillips, Peter C. B.
37
Yu, Jun
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Ghysels, Eric
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Koop, Gary
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Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Renault, Eric
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
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Chib, Siddhartha
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Taylor, Robert
10
Whang, Yoon-jae
10
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9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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National Science Foundation
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
NBER working paper series
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5,016
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4,748
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3,740
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2,941
Journal of economic theory
2,931
Journal of economic dynamics & control
2,497
Discussion paper / Tinbergen Institute
2,434
The American economic review
2,428
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,288
Discussion paper series / IZA
2,258
Europäische Hochschulschriften / 5
2,242
European economic review : EER
2,026
SpringerLink / Bücher
1,969
International journal of production research
1,961
CESifo Working Paper
1,909
Discussion paper
1,895
Games and economic behavior
1,867
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,838
The economic journal : the journal of the Royal Economic Society
1,831
Economic modelling
1,810
Journal of public economics
1,789
Applied economics
1,728
IMF working papers
1,697
Discussion paper / Center for Economic Research, Tilburg University
1,692
Journal of banking & finance
1,667
CESifo Working Paper Series
1,630
Management science : journal of the Institute for Operations Research and the Management Sciences
1,550
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
IZA Discussion Paper
1,523
Journal of monetary economics
1,493
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1,429
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1,403
International economic review
1,384
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ECONIS (ZBW)
1,667
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1
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1
Firm behavior under input rationing
Squires, Dale
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001155772
Saved in:
2
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
4
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
5
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
6
On
theory
testing in econometrics : modeling with nonexperimental data
Spanos, Aris
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 189-226
Persistent link: https://www.econbiz.de/10001333011
Saved in:
7
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Saved in:
8
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
9
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
10
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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