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Bayes methods and unit roots
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Panel study
Schätztheorie
36,160
Estimation theory
35,533
Zeitreihenanalyse
29,876
Time series analysis
28,855
Theorie
20,980
Theory
20,324
Schätzung
10,233
Estimation
10,047
Prognoseverfahren
7,185
Forecasting model
7,023
Regressionsanalyse
4,613
Regression analysis
4,585
Volatilität
4,211
USA
4,190
Volatility
4,129
United States
4,056
Nichtparametrisches Verfahren
3,980
Nonparametric statistics
3,853
Kointegration
2,779
Cointegration
2,731
ARCH-Modell
2,482
Börsenkurs
2,469
ARCH model
2,441
Statistischer Test
2,423
Share price
2,410
Kapitaleinkommen
2,378
Capital income
2,371
Panel
2,351
Statistical test
2,347
Stochastischer Prozess
2,199
Konjunktur
2,184
Stochastic process
2,139
Business cycle
2,106
Bayes-Statistik
2,088
Bayesian inference
2,055
VAR-Modell
2,031
VAR model
1,997
Statistische Verteilung
1,880
Statistical distribution
1,842
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Free
1,025
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563
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1,175
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1,119
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1
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1,052
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1,052
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642
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635
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635
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34
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14
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10
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10
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8
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4
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English
2,276
German
16
French
2
Czech
1
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1
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Baltagi, Badi H.
81
Pesaran, M. Hashem
78
Gao, Jiti
46
Phillips, Peter C. B.
38
Westerlund, Joakim
37
Hayakawa, Kazuhiko
36
Su, Liangjun
33
Moon, Hyungsik Roger
32
Kao, Chihwa
28
Weidner, Martin
27
Zhou, Qiankun
26
Chudik, Alexander
25
Bai, Jushan
24
Hsiao, Cheng
24
Peng, Bin
23
Sarafidis, Vasilis
23
Lee, Lung-fei
21
Bun, Maurice J. G.
20
Windmeijer, Frank
20
Bresson, Georges
19
Arellano, Manuel
17
Fernández-Val, Iván
17
Sul, Donggyu
17
Pirotte, Alain
16
Yu, Jihai
15
Okui, Ryo
14
Palm, Franz C.
14
Zhang, Yonghui
14
Chaturvedi, Anoop
13
Han, Chirok
13
Hansen, Christian Bailey
13
Shapiro, Jesse M.
13
Tosetti, Elisa
13
Urbain, Jean-Pierre
13
Wansbeek, Tom
13
Yang, Yanrong
13
Bonhomme, Stéphane
12
Chen, Jia
12
Graham, Bryan S.
12
Hahn, Jinyong
12
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National Bureau of Economic Research
19
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Cambridge / Department of Applied Economics
2
Amsterdams Instituut voor ArbeidsStudies
1
Center for Economic Research <Tilburg>
1
Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel
1
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
1
Econometric Society
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsinstitut zur Zukunft der Arbeit
1
International Centre for Economics and Related Disciplines <London>
1
McMaster University / Department of Economics
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
State University of New York at Albany / Department of Economics
1
Umeå universitet
1
Universitetet i Oslo / Økonomisk institutt
1
University of Cambridge / Faculty of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Oxford / Institute of Economics and Statistics
1
University of Western Ontario / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Università degli studi di Venezia / Dipartimento di scienze economiche
1
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
1
Vrije Universiteit Amsterdam / Vakgroep Econometrie
1
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Published in...
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Journal of econometrics
192
Economics letters
104
Econometric reviews
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The econometrics journal
43
CEMMAP working papers / Centre for Microdata Methods and Practice
38
Discussion paper series / IZA
34
CESifo working papers
32
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Applied economics letters
27
Econometric theory
24
Discussion paper / Tinbergen Institute
23
Cambridge working papers in economics
20
Economic modelling
20
Oxford bulletin of economics and statistics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Applied economics
16
Econometrics : open access journal
16
IZA Discussion Paper
16
CESifo Working Paper Series
14
NBER Working Paper
14
NBER working paper series
14
Quantitative economics : QE ; journal of the Econometric Society
14
Working paper
13
Cowles Foundation discussion paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Regional science & urban economics
12
Journal of applied econometrics
11
The empirical economics letters : a monthly international journal of economics
11
Discussion paper
10
Computational economics
9
International journal of forecasting
9
Journal of econometric methods
9
USC-INET Research Paper
9
Center for Policy Research Working Paper
8
Energy economics
8
Working paper / Department of Economics, Lund University
8
Working paper series
8
Department of Economics working paper series
7
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ECONIS (ZBW)
2,295
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1
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
2
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
3
T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003480434
Saved in:
4
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
5
Specification of variance matrices for panel data models
Magnus, Jan R.
;
Muris, Chris
- In:
Econometric theory
26
(
2010
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
Saved in:
6
Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith
- In:
The econometrics journal
13
(
2010
)
1
,
pp. 63-94
Persistent link: https://www.econbiz.de/10003975648
Saved in:
7
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
8
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
Saved in:
9
Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko
- In:
Applied economics letters
14
(
2007
)
13/15
,
pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
Saved in:
10
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher F.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003535653
Saved in:
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