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Zeitreihenanalyse
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673
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401
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327
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327
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139
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Phillips, Peter C. B.
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Xiao, Zhijie
11
Chen, Xiaohong
10
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10
Hong, Yongmiao
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Swanson, Norman R.
10
Hallin, Marc
9
Park, Joon Y.
9
Todorov, Viktor
9
Dijk, Herman K. van
8
Gao, Jiti
8
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8
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8
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7
Bauwens, Luc
7
Elliott, Graham
7
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7
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7
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7
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7
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7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
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6
Cai, Zongwu
6
Chen, Rong
6
Fan, Jianqing
6
Francq, Christian
6
Franses, Philip Hans
6
Gonzalo, Jesús
6
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6
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6
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6
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1
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1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
MPRA Paper
1,462
International journal of forecasting
572
Economics letters
460
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449
Econometrics
437
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
412
IMF Working Papers
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363
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353
Applied economics
337
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333
Economics Bulletin
296
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284
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279
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261
Cowles Foundation Discussion Papers
245
LSE Research Online Documents on Economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
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Applied economics letters
226
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214
Energy economics
213
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
212
Tinbergen Institute Discussion Papers
207
NBER Working Paper
206
CREATES Research Papers
204
CESifo Working Paper Series
201
Cowles Foundation Discussion Paper
198
Cahiers de recherche
197
Working paper / Department of Econometrics and Business Statistics, Monash University
197
Working paper / National Bureau of Economic Research, Inc.
187
Journal of Econometrics
180
Economics Letters
178
Journal of applied econometrics
169
CREATES research paper
167
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ECONIS (ZBW)
796
USB Cologne (EcoSocSci)
7
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1
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
- In:
Journal of econometrics
69
(
1995
)
1
Persistent link: https://www.econbiz.de/10001186566
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