//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Nonstationary panel models wit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
888
Schätztheorie
888
Zeitreihenanalyse
675
Time series analysis
672
Estimation
464
Schätzung
460
Panel
304
Panel study
304
Nichtparametrisches Verfahren
287
Nonparametric statistics
287
Volatility
229
Volatilität
229
Regression analysis
227
Regressionsanalyse
227
Forecasting model
195
Prognoseverfahren
195
Statistical test
192
Statistischer Test
192
Stochastic process
161
Stochastischer Prozess
161
USA
124
United States
124
Cointegration
122
Kointegration
121
Method of moments
117
Momentenmethode
117
Statistical distribution
116
Statistische Verteilung
116
Bayes-Statistik
111
Bayesian inference
111
ARCH model
100
ARCH-Modell
100
Capital income
100
Kapitaleinkommen
100
Einheitswurzeltest
99
Unit root test
99
Bootstrap approach
98
Bootstrap-Verfahren
98
more ...
less ...
Online availability
All
Undetermined
758
Type of publication
All
Article
2,331
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
2,343
Aufsatz in Zeitschrift
2,343
Collection of articles of several authors
55
Sammelwerk
55
Conference paper
20
Konferenzbeitrag
20
Konferenzschrift
16
Conference proceedings
13
Festschrift
12
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,370
Undetermined
2
Author
All
Phillips, Peter C. B.
50
Linton, Oliver
31
Taylor, Robert
23
Lee, Lung-fei
22
Pesaran, M. Hashem
22
Ghysels, Eric
21
Gouriéroux, Christian
20
Gao, Jiti
19
Park, Joon Y.
19
Robinson, Peter M.
19
Baltagi, Badi H.
18
Koop, Gary
18
Su, Liangjun
18
Swanson, Norman R.
18
Hsiao, Cheng
17
Li, Qi
17
Schmidt, Peter
17
Todorov, Viktor
17
Xiao, Zhijie
17
Yu, Jun
16
Bollerslev, Tim
15
McAleer, Michael
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bai, Jushan
14
Chen, Xiaohong
14
White, Halbert
14
Diebold, Francis X.
13
Leybourne, Stephen James
13
Renault, Eric
13
Timmermann, Allan
13
Andersen, Torben
12
Chib, Siddhartha
12
Corradi, Valentina
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Hong, Yongmiao
12
Kapetanios, George
12
Ng, Serena
12
Elliott, Graham
11
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
Published in...
All
Journal of econometrics
NBER working paper series
8,839
Working paper / National Bureau of Economic Research, Inc.
8,624
NBER Working Paper
8,099
Economics letters
6,005
Discussion paper / Centre for Economic Policy Research
5,637
European journal of operational research : EJOR
5,072
Discussion paper series / IZA
5,030
CESifo working papers
4,855
Working paper
3,656
Applied economics
3,229
Journal of economic theory
2,897
Discussion paper / Tinbergen Institute
2,808
IZA Discussion Paper
2,700
The American economic review
2,602
Journal of economic dynamics & control
2,565
IZA Discussion Papers
2,556
Economic modelling
2,494
CESifo Working Paper
2,476
Discussion paper
2,452
Journal of economic behavior & organization : JEBO
2,380
Computers & operations research : and their applications to problems of world concern ; an international journal
2,341
Applied economics letters
2,268
Europäische Hochschulschriften / 5
2,245
European economic review : EER
2,109
CESifo Working Paper Series
2,014
International journal of production research
1,956
The economic journal : the journal of the Royal Economic Society
1,936
Journal of public economics
1,898
Games and economic behavior
1,869
SpringerLink / Bücher
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
Discussion paper / Center for Economic Research, Tilburg University
1,785
Journal of banking & finance
1,738
Energy economics
1,623
Management science : journal of the Institute for Operations Research and the Management Sciences
1,618
Discussion papers / CEPR
1,613
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,564
Journal of monetary economics
1,542
Working paper series
1,474
more ...
less ...
Source
All
ECONIS (ZBW)
2,371
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,372
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
2
Identification by Laplace transforms in nonlinear time series and
panel
models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
4
ArCo : an artificial counterfactual approach for high-dimensional
panel
time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
Saved in:
5
Recent Advances in
panel
data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
6
Heterogeneous
panel
data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
;
Zhu, Huanjun
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
Saved in:
7
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
8
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
9
Estimation
of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->