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Theorie
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84
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62
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Phillips, Peter C. B.
7
Larsson, Rolf
5
Leybourne, Stephen James
5
Magnus, Jan R.
5
Baltagi, Badi H.
4
Clements, Michael P.
4
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4
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4
Sarafidis, Vasilis
4
Taylor, Robert
4
Yamagata, Takashi
4
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3
Bauwens, Luc
3
Carrion i Silvestre, Josep Lluís
3
Fan, Jianqing
3
Gørgens, Tue
3
Hendry, David F.
3
Horváth, Lajos
3
Huber, Martin
3
Johansen, Søren
3
Kiviet, J. F.
3
Kokoszka, Piotr
3
Koop, Gary
3
Koopman, Siem Jan
3
Lee, Lung-fei
3
Lütkepohl, Helmut
3
Moon, Hyungsik Roger
3
Newbold, Paul
3
Nielsen, Bent
3
Orme, Chris D.
3
Paula, Áureo de
3
Perron, Pierre
3
Robinson, Peter M.
3
Westerlund, Joakim
3
Whang, Yoon-jae
3
Windmeijer, Frank
3
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2
Bai, Jushan
2
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2
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2
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(EC)2 Conference <7, 1996, Florenz>
1
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1
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The econometrics journal
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1,863
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1,796
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1,757
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1,736
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1,723
Management science : journal of the Institute for Operations Research and the Management Sciences
1,721
International journal of production economics
1,663
Applied economics letters
1,641
Journal of banking & finance
1,634
IMF working papers
1,594
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,547
Journal of monetary economics
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ECONIS (ZBW)
332
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1
Partial effects in non-linear
panel
data models with correlated random effects
Abrevaya, Jason
;
Hsu, Yu-Chin
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
Saved in:
2
Weak and strong cross-section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 45-90
Persistent link: https://www.econbiz.de/10009007621
Saved in:
3
Testing
panel
cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
4
Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
Saved in:
5
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
6
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
7
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
8
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Saved in:
9
Testing for optimality in job search models
Koop, Gary
;
Poirier, Dale J.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 257-272
Persistent link: https://www.econbiz.de/10001651357
Saved in:
10
A full-factor multivariate GARCH model
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10001831255
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