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subject:"Time series analysis"
type_genre:"Glossary included"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Time series analysis
Kointegration
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
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139
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127
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127
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Phillips, Peter C. B.
19
Koop, Gary
9
Swanson, Norman R.
9
Lütkepohl, Helmut
8
Xiao, Zhijie
8
Yu, Jun
7
Mariano, Roberto S.
6
Saikkonen, Pentti
6
Breitung, Jörg
5
Chen, Xiaohong
5
Corradi, Valentina
5
Hallin, Marc
5
Robinson, Peter M.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Johansen, Søren
4
Jong, Robert M. de
4
Liao, Yuan
4
Paap, Richard
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Rahbek, Anders
4
Velasco, Carlos
4
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Rong
3
Davidson, James E. H.
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hendry, David F.
3
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
International journal of forecasting
314
Economics letters
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of forecasting
234
Econometric theory
218
Econometric reviews
154
Economic modelling
145
Applied economics
141
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Journal of applied econometrics
105
Applied economics letters
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
Journal of economic dynamics & control
77
Computational economics
73
Oxford bulletin of economics and statistics
71
Energy economics
66
The econometrics journal
59
Journal of empirical finance
55
Econometrics : open access journal
47
Journal of macroeconomics
47
European journal of operational research : EJOR
46
Macroeconomic dynamics
45
The review of economics and statistics
45
Journal of international money and finance
43
Finance research letters
39
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35
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34
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33
The empirical economics letters : a monthly international journal of economics
32
International journal of economics and financial issues : IJEFI
31
International review of economics & finance : IREF
31
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
30
Journal of risk and financial management : JRFM
30
Journal of the American Statistical Association : JASA
30
Journal of time series econometrics
30
International review of financial analysis
29
Risks : open access journal
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
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ECONIS (ZBW)
375
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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