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Phillips, Peter C. B.
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Pesaran, M. Hashem
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15
Schmidt, Peter
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Renault, Eric
14
Granger, C. W. J.
13
Hsiao, Cheng
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
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11
Corradi, Valentina
11
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Xiao, Zhijie
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10
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10
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10
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10
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10
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10
Bai, Jushan
9
Bollerslev, Tim
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
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9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Ng, Serena
9
Robinson, Peter M.
9
Sentana, Enrique
9
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Journal of econometrics
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5,006
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2,493
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2,381
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2,238
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Europäische Hochschulschriften / 5
2,164
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Games and economic behavior
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1,820
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1,792
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1,777
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1,768
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1,753
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1,664
Applied economics
1,626
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1,593
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1,552
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1,533
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
1,816
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1
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
2
Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
Saved in:
3
Connections between entropic and linear projections in asset pricing estimation
Kitamura, Yuichi
;
Stutzer, Michael J.
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10001651270
Saved in:
4
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
5
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
6
Information optimality and Bayesian modelling
Clarke, Bertrand
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 405-429
Persistent link: https://www.econbiz.de/10003464270
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7
Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J.
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
Saved in:
8
Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.
;
Inoue, Atsushi
;
Jana, Kalidas
;
Shin, …
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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9
GMM estimation of a maximum entropy distribution with interval data
Wu, Ximing
;
Perloff, Jeffrey M.
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10003464304
Saved in:
10
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 489-514
Persistent link: https://www.econbiz.de/10003441944
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