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Estimation
465
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461
Estimation theory
241
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241
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239
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239
Time series analysis
164
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164
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119
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119
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Phillips, Peter C. B.
19
Taylor, Robert
17
Todorov, Viktor
14
Linton, Oliver
10
Bollerslev, Tim
9
Park, Joon Y.
9
Tauchen, George Eugene
9
Pesaran, M. Hashem
8
Su, Liangjun
8
Chang, Yoosoon
7
Gao, Jiti
7
Koop, Gary
7
Shin, Yongcheol
7
Aït-Sahalia, Yacine
6
Leybourne, Stephen James
6
Westerlund, Joakim
6
Zakoïan, Jean-Michel
6
Andersen, Torben
5
Baltagi, Badi H.
5
Francq, Christian
5
Ghysels, Eric
5
Harvey, David I.
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Moon, Hyungsik Roger
5
Perron, Pierre
5
Shin, Dong-wan
5
Breitung, Jörg
4
Cai, Zongwu
4
Callaway, Brantly
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hong, Yongmiao
4
Jong, Robert M. de
4
Kapetanios, George
4
Li, Kunpeng
4
Maasoumi, Esfandiar
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
NBER working paper series
4,510
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4,440
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4,051
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3,551
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2,412
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
882
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823
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World Bank E-Library Archive
719
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
702
Intereconomics : review of European economic policy
692
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678
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670
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666
International review of financial analysis
663
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648
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
624
International Journal of Energy Economics and Policy : IJEEP
618
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ECONIS (ZBW)
609
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1
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
2
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
3
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:
4
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 217-237
Persistent link: https://www.econbiz.de/10011498931
Saved in:
5
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
6
Large-dimensional dynamic factor models :
estimation
of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
7
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
8
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
10
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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