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Applied econometric time serie...
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Zeitreihenanalyse
716
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713
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411
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411
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356
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356
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144
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821
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Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
13
Hong, Yongmiao
11
Koop, Gary
11
Xiao, Zhijie
11
Chen, Xiaohong
10
Ghysels, Eric
10
Hallin, Marc
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Swanson, Norman R.
10
Gao, Jiti
9
Park, Joon Y.
9
Todorov, Viktor
9
Dijk, Herman K. van
8
Hsiao, Cheng
8
Koopman, Siem Jan
8
McAleer, Michael
8
Perron, Pierre
8
Teräsvirta, Timo
8
Yu, Jun
8
Andersen, Torben
7
Bauwens, Luc
7
Elliott, Graham
7
Francq, Christian
7
Harvey, David I.
7
Li, Jia
7
Li, Qi
7
Tauchen, George Eugene
7
Velasco, Carlos
7
Barigozzi, Matteo
6
Boswijk, Herman Peter
6
Cai, Zongwu
6
Cavaliere, Giuseppe
6
Chen, Rong
6
Fan, Jianqing
6
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6
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Econometrisch Instituut <Rotterdam>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
International journal of forecasting
572
Economics letters
469
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
425
Econometric theory
364
Discussion paper / Tinbergen Institute
343
Applied economics
336
Journal of forecasting
333
Economic modelling
277
Econometric reviews
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
IMF Working Papers
239
UTB
230
Applied economics letters
228
NBER working paper series
222
Energy economics
215
Working paper
215
NBER Working Paper
212
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
210
Working paper / Department of Econometrics and Business Statistics, Monash University
200
Working paper / National Bureau of Economic Research, Inc.
191
Journal of applied econometrics
169
CREATES research paper
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
158
Computational economics
149
CESifo working papers
143
SpringerLink / Bücher
138
Journal of economic dynamics & control
130
Cowles Foundation discussion paper
127
Discussion paper / Centre for Economic Policy Research
126
Econometrics : open access journal
123
The econometrics journal
114
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
111
Journal of empirical finance
111
Oxford bulletin of economics and statistics
109
Journal of macroeconomics
104
Finance research letters
103
Discussion paper
99
Cahiers de recherche
93
International review of economics & finance : IREF
86
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ECONIS (ZBW)
838
USB Cologne (EcoSocSci)
7
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1
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
2
Understanding spurious regressions in
econometrics
Phillips, P. C. B.
- In:
Journal of econometrics
33
(
1986
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
Saved in:
3
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 116-133
Persistent link: https://www.econbiz.de/10008839936
Saved in:
4
Econometrics
of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
5
Annals issue of Journal of
Econometrics
“Recent Advances in Time Series
Econometrics
” Guest Editors’ introduction : editorial
Elliott, Graham
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 207-209
Persistent link: https://www.econbiz.de/10010256175
Saved in:
6
Model selection when there are multiple breaks
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 239-246
Persistent link: https://www.econbiz.de/10009671313
Saved in:
7
Annals of
econometrics
: Contributions to
econometrics
, time-series analysis, and systems identification ; a Festschrift in honor of Manfred Deistler
Pötscher, Benedikt M.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001822938
Saved in:
8
Nonparametric cointegration analysis
Bierens, Herman J.
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 379-404
Persistent link: https://www.econbiz.de/10001212837
Saved in:
9
Information criteria for selecting possibly misspecified parametric models
Sin, Chor-yiu
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001194736
Saved in:
10
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
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