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Estimation theory
1,639
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417
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326
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325
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Phillips, Peter C. B.
35
Chen, Songnian
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Lee, Lung-fei
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Linton, Oliver
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Robinson, Peter M.
18
Su, Liangjun
18
Li, Qi
17
Gouriéroux, Christian
16
Gao, Jiti
14
Cai, Zongwu
13
Chen, Xiaohong
13
Taylor, Robert
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Baltagi, Badi H.
12
Fan, Yanqin
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Florens, Jean-Pierre
11
Hsiao, Cheng
11
Park, Joon Y.
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Sun, Yixiao
11
White, Halbert
11
Chib, Siddhartha
10
Francq, Christian
10
Hong, Han
10
Horowitz, Joel
10
Newey, Whitney K.
10
Todorov, Viktor
10
Koopman, Siem Jan
9
Kristensen, Dennis
9
Leybourne, Stephen James
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Zhu, Ke
9
Bai, Jushan
8
Fan, Jianqing
8
Hall, Alastair R.
8
Hansen, Christian Bailey
8
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8
Lewbel, Arthur
8
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
Economics letters
1,098
Econometric theory
747
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
643
IMF Working Papers
522
Econometric reviews
482
NBER Working Paper
479
NBER working paper series
466
The journal of futures markets
446
CEMMAP working papers / Centre for Microdata Methods and Practice
378
Discussion paper / Tinbergen Institute
373
Working paper / National Bureau of Economic Research, Inc.
367
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
341
Journal of the American Statistical Association : JASA
337
European journal of operational research : EJOR
325
Journal of banking & finance
313
Applied economics
301
Applied economics letters
292
The econometrics journal
277
Discussion paper series / IZA
265
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259
Série des documents de travail / Centre de Recherche en Économie et Statistique
255
Economic modelling
244
Journal of applied econometrics
239
International journal of theoretical and applied finance
233
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
227
Cowles Foundation discussion paper
226
Finance research letters
217
Discussion paper
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
215
Discussion paper / Center for Economic Research, Tilburg University
213
Energy economics
212
Oxford bulletin of economics and statistics
202
International journal of forecasting
189
Working paper / Department of Econometrics and Business Statistics, Monash University
176
Journal of quantitative economics : official journal of the Indian Econometric Society
174
The review of economics and statistics
174
Computational economics
168
Working paper series
166
Econometrics : open access journal
162
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ECONIS (ZBW)
1,729
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1
The effect of microaggregation by individual ranking on the estimation of moments
Schmid, Matthias
;
Schneeweiß, Hans
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 174-182
Persistent link: https://www.econbiz.de/10003920296
Saved in:
2
Generalized R-estimators under conditional heteroscedasticity
Mukherjee, Kanchan
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 383-415
Persistent link: https://www.econbiz.de/10003571300
Saved in:
3
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard
;
Shimotsu, Katsumi
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Saved in:
4
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
5
A Simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
Saved in:
6
On rank estimators in increasing dimensions
Fan, Yanqin
;
Han, Fang
;
Li, Wei
;
Zhou, Xiao-Hua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 379-412
Persistent link: https://www.econbiz.de/10012438434
Saved in:
7
Inference in heavy-tailed vector error correction models
She, Rui
;
Ling, Shiqing
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
Saved in:
8
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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9
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
10
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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