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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"United States"
~isPartOf:"CREATES research paper"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
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United States
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
453
Schätztheorie
453
Theorie
258
Theory
258
Time series analysis
98
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Statistical theory
45
Estimation
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Schätzung
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USA
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Nielsen, Morten Ørregaard
11
Johansen, Søren
8
Andrews, Donald W. K.
6
Teräsvirta, Timo
6
Phillips, Peter C. B.
5
Kristensen, Dennis
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Nelson, Daniel B.
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Dufour, Jean-Marie
3
Newey, Whitney K.
3
Nielsen, Bent
3
Ploberger, Werner
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andersen, Torben
2
Bai, Jushan
2
Berry, Steven
2
Bierens, Herman J.
2
Davidson, Russell
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Ergemen, Yunus Emre
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Hadri, Kaddour
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Hansen, Bruce E.
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Hualde, Javier
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Kock, Anders Bredahl
2
Kruse, Robinson
2
MacKinnon, James G.
2
Pakes, Ariel
2
Rossi, Eduardo
2
Savin, N. Eugene
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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
CREATES research paper
Journal of econometrics
366
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Econometric theory
182
Economics letters
171
Econometric reviews
114
Discussion paper / Tinbergen Institute
106
Working paper / Department of Econometrics and Business Statistics, Monash University
70
International journal of forecasting
68
Journal of forecasting
59
The review of economics and statistics
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of applied econometrics
52
Working paper / National Bureau of Economic Research, Inc.
52
Econometrics : open access journal
51
NBER Working Paper
50
Applied economics
46
Cowles Foundation discussion paper
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The econometrics journal
42
Journal of the American Statistical Association : JASA
41
Oxford bulletin of economics and statistics
41
Technical working paper / National Bureau of Economic Research
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
NBER working paper series
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Computational economics
34
Economic modelling
34
Discussion paper
31
EUI working paper / ECO
30
American journal of agricultural economics
29
Discussion paper / Center for Economic Research, Tilburg University
29
Working paper
29
Working paper series
29
International economic review
28
Journal of empirical finance
28
NBER technical working paper series
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
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