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Estimation theory
272
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272
Nichtparametrisches Verfahren
60
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60
Regression analysis
58
Regressionsanalyse
58
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50
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English
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Baltagi, Badi H.
4
Lütkepohl, Helmut
4
MacKinnon, James G.
4
Perron, Pierre
4
Phillips, Peter C. B.
4
Rahbek, Anders
4
Saikkonen, Pentti
4
Shin, Youngki
4
Xiao, Zhijie
4
Bai, Jushan
3
Bohn Nielsen, Heino
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Gørgens, Tue
3
Jochmans, Koen
3
Johansen, Søren
3
Lee, Lung-fei
3
Mammen, Enno
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Moon, Hyungsik Roger
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Otsu, Taisuke
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Preminger, Arie
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Robinson, Peter M.
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Wu, Ximing
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Zhang, Zhengyu
3
Čížek, Pavel
3
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2
Ai, Chunrong
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Demetrescu, Matei
2
Dufour, Jean-Marie
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Fan, Jianqing
2
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2
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2
Hadri, Kaddour
2
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The econometrics journal
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1,755
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1,327
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1,167
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1,006
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952
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828
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779
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651
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
386
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
354
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325
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307
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283
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273
Oxford bulletin of economics and statistics
270
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ECONIS (ZBW)
302
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
2
Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
Saved in:
3
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
4
Fully modified narrow-band least squares estimation of weak fractional
cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
Saved in:
5
Cointegration
and sampling frequency
Chambers, Marcus J.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Saved in:
6
An I(2)
cointegration
model with piecewise linear trends
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Saved in:
7
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:
8
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
9
Residuals-based tests for
cointegration
with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
10
A comparison of autoregressive distributed lag and dynamics OLS
cointegration
estimators in the case of serially correlated
cointegration
error
Panopulu, Aikaterinē
;
Pittis, Nikitas
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 585-617
Persistent link: https://www.econbiz.de/10002463690
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