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language:"eng"
subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Ökonometrie"
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United States
Nonparametric statistics
Ökonometrie
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
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104
USA
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Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Econometrics
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Method of moments
81
Momentenmethode
81
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Statistische Verteilung
81
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75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
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68
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9
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Linton, Oliver
9
Chen, Xiaohong
6
Hsiao, Cheng
6
Phillips, Peter C. B.
6
Ghysels, Eric
5
Koop, Gary
5
Aigner, Dennis J.
4
Barnett, William A.
4
Gao, Jiti
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Li, Qi
4
Maasoumi, Esfandiar
4
McAleer, Michael
4
Robinson, Peter M.
4
Scaillet, Olivier
4
Steel, Mark F. J.
4
Whang, Yoon-jae
4
Chen, Songnian
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Geweke, John
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hidalgo, Javier
3
Horowitz, Joel
3
Kumbhakar, Subal
3
Li, Tong
3
Maheu, John M.
3
Serletis, Apostolos
3
Simar, Léopold
3
Slottje, Daniel Jonathan
3
Tsionas, Efthymios G.
3
Xiao, Zhijie
3
Yu, Jun
3
Amemiya, Takeshi
2
Andersen, Torben
2
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(EC)2 Conference <1, 1990; 2, 1991>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,384
Discussion paper / Centre for Economic Policy Research
367
European journal of operational research : EJOR
358
The American economic review
311
American journal of agricultural economics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
254
The review of economics and statistics
249
Working paper
231
The review of financial studies
229
Discussion paper series / IZA
222
Economics letters
221
The journal of finance : the journal of the American Finance Association
214
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
191
Journal of monetary economics
190
Journal of political economy
189
Applied economics
178
Southern economic journal
170
Finance and economics discussion series
160
International journal of production research
157
Journal of money, credit and banking : JMCB
156
CESifo working papers
147
Economic inquiry : journal of the Western Economic Association International
144
The economic journal : the journal of the Royal Economic Society
141
Journal of banking & finance
138
International economic review
133
Journal of financial economics
131
The quarterly journal of economics
118
Journal of macroeconomics
117
Journal of applied econometrics
116
Journal of economic dynamics & control
116
Discussion paper
115
Public choice
114
Applied economics letters
113
Econometric reviews
112
Journal of economic literature
112
Journal of urban economics
109
Discussion paper / Tinbergen Institute
107
The journal of futures markets
106
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ECONIS (ZBW)
311
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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
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:
4
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:
5
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
6
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
7
Logical differencing in dyadic network formation models with nontransferable utilities
Gao, Wayne Yuan
;
Li, Ming
;
Xu, Sheng
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 302-324
Persistent link: https://www.econbiz.de/10014434426
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
10
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
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