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subject:"Time series analysis"
~isPartOf:"The econometrics journal"
~subject:"Panel study"
~subject:"Theory"
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Time series analysis
Panel study
Theory
Theorie
254
Zeitreihenanalyse
47
Estimation
36
Schätzung
36
Panel
32
Estimation theory
31
Schätztheorie
31
Einheitswurzeltest
27
Statistical test
27
Statistischer Test
27
Unit root test
27
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Regression analysis
23
Regressionsanalyse
23
ARCH model
20
ARCH-Modell
20
Stochastic process
20
Stochastischer Prozess
20
Monte Carlo simulation
19
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19
Cointegration
17
Kointegration
17
USA
17
United States
17
Econometrics
15
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15
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14
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13
Autokorrelation
13
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13
Forecasting model
13
Prognoseverfahren
13
Causality analysis
12
Kausalanalyse
12
Statistical distribution
12
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12
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45
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12
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Article
249
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5
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254
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254
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8
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8
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4
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3
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2
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English
254
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Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Magnus, Jan R.
5
Clements, Michael P.
4
Perron, Pierre
4
Saikkonen, Pentti
4
Taylor, Robert
4
Abrevaya, Jason
3
Bauwens, Luc
3
Hendry, David F.
3
Horváth, Lajos
3
Hsu, Yu-Chin
3
Huber, Martin
3
Johansen, Søren
3
Kiviet, J. F.
3
Koop, Gary
3
Koopman, Siem Jan
3
Larsson, Rolf
3
Lee, Lung-fei
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Orme, Chris D.
3
Yamagata, Takashi
3
Abbring, Jaap H.
2
Breitung, Jörg
2
Cavaliere, Giuseppe
2
Dahl, Christian M.
2
Ericsson, Neil R.
2
Fan, Jianqing
2
Godfrey, L. G.
2
Hadri, Kaddour
2
Harvey, David I.
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Iskhakov, Fedor
2
Kapetanios, George
2
Kim, Tae-hwan
2
Kokoszka, Piotr
2
Lafférs, Lukás
2
Lee, Myoung-jae
2
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(EC)2 <21, 2010, Toulouse>
1
(EC)2 Conference <7, 1996, Florenz>
1
Royal Economic Society
1
Royal Economic Society / Annual Conference <2017, Bristol>
1
Published in...
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The econometrics journal
NBER working paper series
6,797
Working paper / National Bureau of Economic Research, Inc.
6,482
NBER Working Paper
6,245
Economics letters
5,232
European journal of operational research : EJOR
4,847
Discussion paper / Centre for Economic Policy Research
4,474
CESifo working papers
3,541
Journal of economic theory
2,885
Working paper
2,627
Journal of economic dynamics & control
2,396
The American economic review
2,357
Discussion paper / Tinbergen Institute
2,342
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,161
Europäische Hochschulschriften / 5
2,105
European economic review : EER
1,918
International journal of production research
1,890
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,780
Journal of public economics
1,739
Discussion paper
1,732
SpringerLink / Bücher
1,711
Discussion paper / Center for Economic Research, Tilburg University
1,651
Economic modelling
1,635
Journal of econometrics
1,607
CESifo Working Paper Series
1,575
Applied economics
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,509
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,432
Journal of monetary economics
1,399
Journal of banking & finance
1,384
Public choice
1,381
International economic review
1,356
Social choice and welfare
1,303
International journal of production economics
1,260
Journal of international economics
1,258
Discussion papers / CEPR
1,215
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ECONIS (ZBW)
254
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1
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako
;
Magnus, Jan R.
;
Yamagata, Takashi
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10014528096
Saved in:
2
A first-stage representation for instrumental variables quantile regression
Alejo, Javier
;
Galvão Júnior, Antônio Fialho
; …
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 350-377
Persistent link: https://www.econbiz.de/10014391689
Saved in:
3
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
4
IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Cui, Guowei
;
Sarafidis, Vasilis
;
Yamagata, Takashi
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 124-146
Persistent link: https://www.econbiz.de/10014319278
Saved in:
5
Nonparametric identification of random coefficients in aggregate demand models for differentiated products
Dunker, Fabian
;
Hoderlein, Stefan
;
Kaido, Hiroaki
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 279-306
Persistent link: https://www.econbiz.de/10014319357
Saved in:
6
Royal Economic Society Annual Conference 2021 special issue on econometrics of dynamic discrete choice : editorial
Abbring, Jaap H.
- In:
The econometrics journal
26
(
2023
)
1
,
pp. Ci-Cii
Persistent link: https://www.econbiz.de/10013543261
Saved in:
7
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
8
Bounding infection prevalence by bounding selectivity and accuracy of tests : with application to early COVID-19
Stoye, Jörg
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012799229
Saved in:
9
Causal mediation analysis with double machine learning
Farbmacher, Helmut
;
Huber, Martin
;
Lafférs, Lukás
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10013253832
Saved in:
10
Algorithms for inference in SVARs identified with sign and zero restrictions
Read, Matthew
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 699-718
Persistent link: https://www.econbiz.de/10013399860
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