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isPartOf:"Journal of econometrics"
subject:"Time series analysis"
~subject:"Markov-Kette"
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Time series analysis
Markov-Kette
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
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128
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128
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Phillips, Peter C. B.
15
Koop, Gary
12
Yu, Jun
10
Swanson, Norman R.
8
Chib, Siddhartha
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Steel, Mark F. J.
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Corradi, Valentina
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Kohn, Robert
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Taylor, Robert
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Billio, Monica
3
Breitung, Jörg
3
Casarin, Roberto
3
Chan, Joshua
3
Chen, Rong
3
Fernández, Carmen
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hansen, Lars Peter
3
Hendry, David F.
3
Horváth, Lajos
3
Jong, Robert M. de
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
International journal of forecasting
314
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Journal of forecasting
234
Discussion paper / Tinbergen Institute
203
Econometric theory
197
European journal of operational research : EJOR
181
Econometric reviews
144
Economic modelling
133
Applied economics
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of economic dynamics & control
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Computational economics
87
Working paper
85
Série des documents de travail / Centre de Recherche en Économie et Statistique
75
Applied economics letters
74
CREATES research paper
73
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72
NBER Working Paper
71
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
69
International journal of production research
65
Journal of empirical finance
65
Energy economics
64
NBER working paper series
64
Mathematical methods of operations research
62
Risks : open access journal
62
EUI working paper / ECO
60
Cowles Foundation discussion paper
58
Insurance / Mathematics & economics
56
Oxford bulletin of economics and statistics
55
CESifo working papers
53
SFB 649 discussion paper
53
The econometrics journal
53
Discussion paper / Centre for Economic Policy Research
50
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1
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:
2
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:
3
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:
4
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:
5
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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7
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:
8
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
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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