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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~subject:"Statistical theory"
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Time series analysis
Statistical theory
Theorie
2,175
Theory
2,175
Estimation theory
499
Schätztheorie
499
Zeitreihenanalyse
457
Estimation
238
Schätzung
238
Statistical test
198
Statistischer Test
198
Nichtparametrisches Verfahren
180
Nonparametric statistics
180
Volatility
176
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176
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167
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167
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161
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161
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151
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151
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140
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140
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132
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132
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130
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107
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107
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542
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10
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542
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Phillips, Peter C. B.
20
Yu, Jun
10
Koop, Gary
9
Taylor, Robert
9
Spanos, Aris
8
Swanson, Norman R.
8
Franses, Philip Hans
7
Teräsvirta, Timo
7
Granger, C. W. J.
6
Mariano, Roberto S.
6
McAleer, Michael
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Hendry, David F.
5
Kapetanios, George
5
Kilian, Lutz
5
King, Maxwell L.
5
Lütkepohl, Helmut
5
Magnus, Jan R.
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Dijk, Herman K. van
4
Fan, Yanqin
4
Geweke, John
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Li, Qi
4
Liao, Yuan
4
Linton, Oliver
4
Lucas, André
4
Maasoumi, Esfandiar
4
Ng, Serena
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Econometric reviews
Journal of econometrics
Economics letters
333
International journal of forecasting
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Journal of forecasting
227
Econometric theory
222
Discussion paper / Tinbergen Institute
177
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
136
Economic modelling
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Applied economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Série des documents de travail / Centre de Recherche en Économie et Statistique
90
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Journal of economic dynamics & control
75
Working paper
74
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
72
CREATES research paper
71
Computational economics
71
Applied economics letters
69
EUI working paper / ECO
69
NBER Working Paper
68
CORE discussion paper : DP
64
Working paper / National Bureau of Economic Research, Inc.
63
Oxford bulletin of economics and statistics
61
European journal of operational research : EJOR
58
Cowles Foundation discussion paper
57
Energy economics
55
NBER working paper series
55
Journal of empirical finance
54
Lehrbuch
54
Discussion paper / Center for Economic Research, Tilburg University
53
Discussion papers of interdisciplinary research project 373
51
Europäische Hochschulschriften / 5
51
The review of economics and statistics
51
CESifo working papers
50
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
49
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ECONIS (ZBW)
552
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552
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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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