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The econometrics journal
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
Economics discussion papers
35
OFRC Working Papers Series
25
Journal of econometrics
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20
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17
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12
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11
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10
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9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Stochastic Processes and their Applications
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5
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5
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Scandinavian Journal of Statistics
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Journal of Business & Economic Statistics
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Journal of the Royal Statistical Society Series B
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The review of economic studies
3
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
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2
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora
;
Shephard, Neil G.
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
Saved in:
3
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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