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Estimation theory
1,639
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1,639
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827
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827
Zeitreihenanalyse
676
Time series analysis
673
Nichtparametrisches Verfahren
374
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374
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Phillips, Peter C. B.
54
Linton, Oliver
29
Lee, Lung-fei
28
Robinson, Peter M.
24
Su, Liangjun
22
Taylor, Robert
22
Chen, Songnian
20
Park, Joon Y.
20
Chen, Xiaohong
19
Gao, Jiti
18
Li, Qi
18
Gouriéroux, Christian
17
Todorov, Viktor
17
Yu, Jun
17
Fan, Yanqin
16
McAleer, Michael
15
White, Halbert
15
Aït-Sahalia, Yacine
14
Bollerslev, Tim
14
Hsiao, Cheng
14
Koop, Gary
14
Pesaran, M. Hashem
14
Swanson, Norman R.
14
Cai, Zongwu
13
Chib, Siddhartha
13
Sun, Yixiao
13
Tauchen, George Eugene
13
Bai, Jushan
12
Francq, Christian
12
Hallin, Marc
12
Slottje, Daniel Jonathan
12
Xiao, Zhijie
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Florens, Jean-Pierre
11
Ghysels, Eric
11
Hong, Han
11
Koopman, Siem Jan
11
Leybourne, Stephen James
11
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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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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
11,839
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4,256
The American economic review
2,430
Economics letters
2,280
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2,165
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2,093
NBER Working Paper
2,052
Applied economics
1,911
American journal of agricultural economics
1,644
Working paper
1,585
The review of economics and statistics
1,581
The journal of finance : the journal of the American Finance Association
1,544
The review of financial studies
1,425
European journal of operational research : EJOR
1,400
Journal of banking & finance
1,251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,176
Applied economics letters
1,103
CESifo working papers
1,046
Journal of financial economics
994
IZA Discussion Papers
954
Econometric theory
952
Finance and economics discussion series
935
Economic review
930
Southern economic journal
908
Energy economics
905
The journal of futures markets
904
Economic modelling
884
Economic inquiry : journal of the Western Economic Association International
883
Journal of financial and quantitative analysis : JFQA
883
Monthly labor review : MLR
861
National tax journal
854
Discussion paper / Tinbergen Institute
850
International journal of forecasting
845
Discussion paper
832
Finance research letters
825
SpringerLink / Bücher
814
Journal of money, credit and banking : JMCB
799
Journal of human resources : JHR
776
Applied financial economics
712
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ECONIS (ZBW)
2,378
USB Cologne (EcoSocSci)
2
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1
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
4
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
5
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:
6
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
7
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
8
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10008826876
Saved in:
9
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
10
A spatial autoregressive model with a nonlinear transformation of the dependent variable
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011348914
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