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isPartOf:"Journal of econometrics"
subject:"Time series analysis"
~subject:"Nonparametric statistics"
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Time series analysis
Nonparametric statistics
Theorie
1,607
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1,607
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368
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368
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326
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166
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Phillips, Peter C. B.
19
Linton, Oliver
10
Koop, Gary
8
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8
Yu, Jun
8
Chen, Xiaohong
7
Mariano, Roberto S.
6
Robinson, Peter M.
6
Xiao, Zhijie
6
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5
Hong, Yongmiao
5
McAleer, Michael
5
Teräsvirta, Timo
5
Whang, Yoon-jae
5
Barigozzi, Matteo
4
Corradi, Valentina
4
Fan, Yanqin
4
Gao, Jiti
4
Gonzalo, Jesús
4
Gouriéroux, Christian
4
Jensen, Mark J.
4
Jong, Robert M. de
4
Kohn, Robert
4
Lewbel, Arthur
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Maheu, John M.
4
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Scaillet, Olivier
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Taylor, Robert
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Velasco, Carlos
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3
Aït-Sahalia, Yacine
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Bai, Jushan
3
Baillie, Richard
3
Barnett, William A.
3
Bauwens, Luc
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
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3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Economics letters
315
International journal of forecasting
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
286
Econometric theory
235
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229
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193
Econometric reviews
162
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
149
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
128
Economic modelling
123
Applied economics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
102
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Energy economics
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European journal of operational research : EJOR
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62
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62
Journal of empirical finance
61
NBER working paper series
59
EUI working paper / ECO
58
Oxford bulletin of economics and statistics
56
CESifo working papers
53
Journal of the American Statistical Association : JASA
53
The review of economics and statistics
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ECONIS (ZBW)
436
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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
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:
5
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:
6
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
7
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:
8
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:
9
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:
10
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
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