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type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Mathematische Optimierung"
~subject:"Schätztheorie"
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Mathematische Optimierung
Schätztheorie
Theorie
1,588
Theory
1,588
Estimation theory
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
3
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Article
376
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
378
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
3
Konferenzschrift
3
Language
All
English
378
Author
All
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Kohn, Robert
5
Baltagi, Badi H.
4
Chen, Songnian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Powell, James
3
Ridder, Geert
3
Savin, N. Eugene
3
Shively, Thomas S.
3
Srivastava, Virendra K.
3
Swanson, Norman R.
3
Turkington, Darrell A.
3
Ullah, Aman
3
Ahn, Seung Chan
2
Ai, Chunrong
2
Arellano, Manuel
2
Arvanitis, Stelios
2
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Published in...
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Journal of econometrics
European journal of operational research : EJOR
1,741
Computers & operations research : and their applications to problems of world concern ; an international journal
1,053
Operations research letters
532
International journal of production research
472
Economics letters
409
INFORMS journal on computing : JOC
314
Mathematics of operations research
301
Operations research
291
Econometric theory
284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Mathematical methods of operations research
186
International journal of production economics
180
Omega : the international journal of management science
165
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Transportation research / E : an international journal
152
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Journal of the Operational Research Society : OR
142
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
141
Journal of applied econometrics
139
Econometric reviews
131
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
125
The review of economics and statistics
124
Journal of economic dynamics & control
123
RAIRO / Operations research
123
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
117
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
114
Journal of the Operational Research Society
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Annals of operations research
102
Oxford bulletin of economics and statistics
100
EURO journal on computational optimization
90
4OR : a quarterly journal of operations research
87
International transactions in operational research : a journal of the International Federation of Operational Research Societies
86
Computational Management Science : CMS
84
Statistical papers
79
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ECONIS (ZBW)
378
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1
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378
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1
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
2
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
3
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
4
Linear and nonlinear regression with stable errors
Nolan, John P.
;
Ojeda-Revah, Diana
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 186-194
Persistent link: https://www.econbiz.de/10009706210
Saved in:
5
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
6
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
7
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
8
Robust confidence sets in the presence of weak instruments
Mikusheva, Anna
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 236-247
Persistent link: https://www.econbiz.de/10008663035
Saved in:
9
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
10
The structure of US food demand
LaFrance, Jeffrey T.
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 336-349
Persistent link: https://www.econbiz.de/10003809369
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