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Phillips, Peter C. B.
37
Yu, Jun
17
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16
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
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12
Schmidt, Peter
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Chib, Siddhartha
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
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10
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10
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10
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10
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9
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9
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9
Lütkepohl, Helmut
9
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9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Bollerslev, Tim
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
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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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
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Economics letters
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5,155
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2,975
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2,488
The American economic review
2,460
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2,449
Journal of economic behavior & organization : JEBO
2,373
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Computers & operations research : and their applications to problems of world concern ; an international journal
2,338
Europäische Hochschulschriften / 5
2,259
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2,055
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International journal of production research
2,013
Games and economic behavior
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Discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1,881
The economic journal : the journal of the Royal Economic Society
1,860
Economic modelling
1,813
Journal of public economics
1,812
Applied economics
1,740
Discussion paper / Center for Economic Research, Tilburg University
1,720
IMF working papers
1,707
Journal of banking & finance
1,689
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1,688
Management science : journal of the Institute for Operations Research and the Management Sciences
1,660
IZA Discussion Paper
1,548
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,542
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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
2
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
4
Conditionally independent private information in OCS wildcat auctions
Li, Tong
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
Saved in:
5
Econometric specification of the risk neutral
valuation
model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
6
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:
7
Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 381-395
Persistent link: https://www.econbiz.de/10008662988
Saved in:
8
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
9
Quantile analysis of "hazard-rate" game models
Enache, Andreea
;
Florens, Jean-Pierre
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015073903
Saved in:
10
The econometrics of auctions with asymmetric anonymous bidders
Lamy, Laurent
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 113-132
Persistent link: https://www.econbiz.de/10009551432
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