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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Statistische Verteilung
Estimation theory
1,957
Schätztheorie
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Theorie
441
Theory
441
Zeitreihenanalyse
367
Nichtparametrisches Verfahren
347
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Phillips, Peter C. B.
44
Linton, Oliver
11
Chen, Xiaohong
10
Franses, Philip Hans
10
Taylor, Robert
9
Leybourne, Stephen James
7
Li, Jia
7
Todorov, Viktor
7
Xiao, Zhijie
7
Zhu, Ke
6
Andersen, Torben
5
Davis, Richard A.
5
Gao, Jiti
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
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Lucas, André
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Robinson, Peter M.
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Sun, Yixiao
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Tauchen, George Eugene
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Francq, Christian
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Harvey, David I.
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Li, Qi
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Ng, Serena
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Park, Joon Y.
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3
Aït-Sahalia, Yacine
3
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3
Baltagi, Badi H.
3
Bandi, Federico M.
3
Bollerslev, Tim
3
Chen, Rong
3
Cho, Jin Seo
3
Dalla, Violetta
3
Dijk, H. K. van
3
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Report / Econometric Institute, Erasmus University Rotterdam
Cowles Foundation discussion paper
Journal of econometrics
Econometric theory
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
158
Discussion paper / Tinbergen Institute
113
Econometric reviews
106
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
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57
Econometrics : open access journal
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of the American Statistical Association : JASA
50
Insurance / Mathematics & economics
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The econometrics journal
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
NBER Working Paper
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
42
Journal of time series econometrics
39
Computational economics
38
Economic modelling
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Center for Economic Research, Tilburg University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
CEMMAP working papers / Centre for Microdata Methods and Practice
35
Journal of applied econometrics
31
SFB 649 discussion paper
31
EUI working paper / ECO
30
Journal of empirical finance
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LSE STICERD Research Paper
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NBER working paper series
28
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Working paper
27
Discussion papers of interdisciplinary research project 373
26
Working paper series
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
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ECONIS (ZBW)
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
4
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
8
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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9
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
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10
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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