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isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"Theorie"
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Estimation theory
Bayes-Statistik
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Theory
1,790
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Time series analysis
352
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Estimation
176
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Phillips, Peter C. B.
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Lee, Lung-fei
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Yu, Jun
16
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15
Linton, Oliver
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Pesaran, M. Hashem
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Lütkepohl, Helmut
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Diebold, Francis X.
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Granger, C. W. J.
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McAleer, Michael
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Schmidt, Peter
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Aït-Sahalia, Yacine
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Chib, Siddhartha
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Renault, Eric
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Steel, Mark F. J.
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Xiao, Zhijie
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10
Timmermann, Allan
10
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10
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9
Hong, Yongmiao
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Li, Qi
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Robinson, Peter M.
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Taylor, Robert
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Tsionas, Efthymios G.
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Baltagi, Badi H.
8
Barnett, William A.
8
Breitung, Jörg
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
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Maasoumi, Esfandiar
8
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Park, Joon Y.
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(EC)2 Conference <1, 1990; 2, 1991>
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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National Bureau of Economic Research
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National Science Foundation
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Computers & operations research : and their applications to problems of world concern ; an international journal
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European economic review : EER
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International journal of production research
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Games and economic behavior
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
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Journal of public economics
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Discussion paper
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SpringerLink / Bücher
1,711
Discussion paper / Center for Economic Research, Tilburg University
1,651
Economic modelling
1,635
CESifo Working Paper Series
1,575
Applied economics
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,509
IZA Discussion Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
1,790
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1
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
Identifying causal effects in experiments with spillovers and non-compliance
DiTraglia, Francis J.
;
García Jimeno, Camilo
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1589-1624
Persistent link: https://www.econbiz.de/10014471417
Saved in:
5
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
6
Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca
;
Lieberman, Offer
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
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7
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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8
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
9
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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