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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Kointegration
Estimation theory
1,715
Schätztheorie
1,715
Theorie
393
Theory
393
Zeitreihenanalyse
328
Nichtparametrisches Verfahren
315
Nonparametric statistics
315
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275
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275
Estimation
223
Schätzung
219
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156
Panel study
156
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Statistischer Test
155
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118
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100
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64
Stochastischer Prozess
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Phillips, Peter C. B.
13
Granger, C. W. J.
12
Taylor, Robert
9
Engle, Robert F.
8
Linton, Oliver
8
Leybourne, Stephen James
7
Robinson, Peter M.
7
Chen, Xiaohong
6
Li, Jia
6
Todorov, Viktor
6
White, Halbert
6
Andersen, Torben
5
Davis, Richard A.
5
Elliott, Graham
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Sun, Yixiao
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Baltagi, Badi H.
4
Bollerslev, Tim
4
Boswijk, Herman Peter
4
Chambers, Marcus J.
4
Francq, Christian
4
Franses, Philip Hans
4
Gao, Jiti
4
Harvey, David I.
4
Johansen, Søren
4
Koopman, Siem Jan
4
Li, Degui
4
Ng, Serena
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Tu, Yundong
4
Wang, Qiying
4
Baillie, Richard
3
Chen, Rong
3
Dong, Chaohua
3
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Econometric theory
175
Economics letters
160
Discussion paper / Tinbergen Institute
109
Econometric reviews
102
CREATES research paper
72
International journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Applied economics letters
60
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Econometrics : open access journal
53
Journal of applied econometrics
53
The review of economics and statistics
52
Applied economics
51
Working paper / National Bureau of Economic Research, Inc.
51
Cowles Foundation discussion paper
48
The econometrics journal
46
Economic modelling
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of time series econometrics
40
NBER Working Paper
40
Journal of the American Statistical Association : JASA
39
Oxford bulletin of economics and statistics
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
35
NBER working paper series
35
Computational economics
32
Technical working paper / National Bureau of Economic Research
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Working paper
29
Journal of empirical finance
28
SFB 649 discussion paper
28
Discussion paper
26
LSE STICERD Research Paper
26
Working paper series
26
Discussion paper / Center for Economic Research, Tilburg University
25
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ECONIS (ZBW)
396
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1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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
Saved in:
6
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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7
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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9
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
10
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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