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Theorie
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84
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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
Hadri, Kaddour
4
Saikkonen, Pentti
4
Sarafidis, Vasilis
4
Taylor, Robert
4
Yamagata, Takashi
4
Abrevaya, Jason
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
Abbring, Jaap H.
2
Bai, Jushan
2
Bravo, Francesco
2
Canay, Ivan A.
2
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(EC)2 Conference <7, 1996, Florenz>
1
Royal Economic Society
1
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1
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The econometrics journal
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7,602
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6,898
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6,019
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1,887
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1,878
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1,796
Management science : journal of the Institute for Operations Research and the Management Sciences
1,794
IZA Discussion Papers
1,761
Discussion paper / Center for Economic Research, Tilburg University
1,724
International journal of production economics
1,663
Applied economics letters
1,645
Journal of banking & finance
1,642
IMF working papers
1,594
Journal of monetary economics
1,555
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,537
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ECONIS (ZBW)
331
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1
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:
2
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:
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
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
7
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
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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
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9
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
Saved in:
10
Stochastic volatility : Bayesian computation using automatic differentiation and the extended Kalman filter
Meyer, Renate
;
Fournier, David A.
;
Berg, Andreas
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 408-420
Persistent link: https://www.econbiz.de/10001831283
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