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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
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USA
Time series analysis
Theorie
4,328
Theory
4,328
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591
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Estimation theory
554
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367
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Phillips, Peter C. B.
17
Koop, Gary
13
Pesaran, M. Hashem
12
Heckman, James J.
10
Mariano, Roberto S.
7
Swanson, Norman R.
7
Yu, Jun
7
Franses, Philip Hans
6
Guner, Nezih
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Hallin, Marc
5
Kapetanios, George
5
Linton, Oliver
5
Marcellino, Massimiliano
5
Steel, Mark F. J.
5
Andersen, Torben
4
Baillie, Richard
4
Barigozzi, Matteo
4
Creal, Drew
4
Dijk, Herman K. van
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Harvey, Andrew C.
4
Hendry, David F.
4
Hong, Yongmiao
4
Koopman, Siem Jan
4
Liao, Yuan
4
Lucas, André
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Schmidt, Peter
4
Taylor, Robert
4
Tsay, Ruey S.
4
Velasco, Carlos
4
Vella, Francis
4
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Forschungsinstitut zur Zukunft der Arbeit
17
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of applied econometrics
Discussion paper series / IZA
Journal of econometrics
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1,421
Economics letters
436
Discussion paper / Centre for Economic Policy Research
390
European journal of operational research : EJOR
382
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
International journal of forecasting
328
The American economic review
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281
Applied economics
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The review of economics and statistics
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American journal of agricultural economics
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226
The journal of finance : the journal of the American Finance Association
218
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Journal of monetary economics
202
Econometric theory
200
CESifo working papers
185
Journal of political economy
184
Southern economic journal
172
Finance and economics discussion series
165
Journal of economic dynamics & control
165
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
164
International journal of production research
164
Journal of banking & finance
164
Journal of money, credit and banking : JMCB
164
Econometric reviews
160
Economic modelling
160
Applied economics letters
158
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
141
Journal of macroeconomics
139
The economic journal : the journal of the Royal Economic Society
138
International economic review
135
NBER working paper series
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
754
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754
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
8
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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