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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~person:"Leybourne, Stephen James"
~person:"Ng, Serena"
~subject:"Error-correction model"
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Schätztheorie
Error-correction model
Estimation theory
16
Time series analysis
11
Zeitreihenanalyse
11
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6
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6
Forecasting model
3
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Leybourne, Stephen James
Ng, Serena
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
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11
Gouriéroux, Christian
11
Hsiao, Cheng
11
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11
Sun, Yixiao
11
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11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
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9
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8
Lewbel, Arthur
8
Li, Dong
8
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8
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8
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8
Zakoïan, Jean-Michel
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Journal of econometrics
Econometric theory
8
Cahier / Département de Sciences Économiques, Université de Montréal
5
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Economics letters
3
Working paper / National Bureau of Economic Research, Inc.
3
An Elgar reference collection
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
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The international library of critical writings in econometrics
2
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2
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1
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1
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1
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1
Foundations and trends in econometrics
1
International journal of forecasting
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
2
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
3
Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif
;
Ng, Serena
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
Saved in:
4
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
Saved in:
5
The ABC of simulation estimation with auxiliary statistics
Forneron, Jean-Jacques
;
Ng, Serena
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012110243
Saved in:
6
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
7
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj
;
Komunjer, Ivana
;
Ng, Serena
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10011917176
Saved in:
8
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
9
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
10
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
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