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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
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Time series analysis
Theory
3,283
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3,282
Estimation theory
515
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515
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496
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355
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355
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Phillips, Peter C. B.
20
Taylor, Robert
9
Franses, Philip Hans
8
Koop, Gary
8
Swanson, Norman R.
8
Xiao, Zhijie
8
Yu, Jun
8
Teräsvirta, Timo
7
Mariano, Roberto S.
6
McAleer, Michael
6
Spanos, Aris
6
Chen, Xiaohong
5
Hallin, Marc
5
Hendry, David F.
5
Kilian, Lutz
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Dagum, Estela Bee
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Kapetanios, George
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Maasoumi, Esfandiar
4
Ng, Serena
4
Paap, Richard
4
Park, Joon Y.
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Politis, Dimitris N.
4
Rombouts, Jeroen V. K.
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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275
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235
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223
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190
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168
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112
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103
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102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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94
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89
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60
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55
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54
Oxford bulletin of economics and statistics
53
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52
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51
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49
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48
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47
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47
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45
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45
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41
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ECONIS (ZBW)
496
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496
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
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
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:
7
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:
8
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:
9
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:
10
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
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