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Estimation
1,819
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Theorie
556
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437
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437
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412
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Bahmani-Oskooee, Mohsen
21
Gil-Alaña, Luis A.
21
Moosa, Imad A.
19
Gupta, Rangan
18
McAleer, Michael
11
Phillips, Peter C. B.
9
Zhu, Huiming
9
Blazsek, Szabolcs
8
Perron, Pierre
8
Umar, Zaghum
8
Balcilar, Mehmet
7
Chang, Tsangyao
7
Lee, Chien-chiang
7
Leybourne, Stephen James
7
Narayan, Paresh Kumar
7
Turner, Paul
7
Zaremba, Adam
7
Bhaskara Rao, Buddhavarapu
6
Caporale, Guglielmo Maria
6
Salim, Ruhul A.
6
Selvanathan, Saroja
6
Sosvilla-Rivero, Simón
6
Wohar, Mark E.
6
Yoon, Seong-min
6
Dixon, Robert J.
5
Fabozzi, Frank J.
5
French, Michael T.
5
Fukuda, Kosei
5
Kandil, Magda
5
Kim, Jong-Min
5
Lee, Lung-fei
5
Lim, Guay C.
5
Löthgren, Mickael
5
Ma, Feng
5
Madden, Gary
5
Nachane, Dilip M.
5
Newbold, Paul
5
Payne, James E.
5
Peel, David
5
Tiwari, Aviral Kumar
5
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2,351
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1,899
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1,447
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1,109
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1,080
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,030
Econometric theory
945
International journal of forecasting
745
Energy economics
693
Econometric reviews
684
Journal of applied econometrics
655
Journal of banking & finance
560
International review of economics & finance : IREF
547
European journal of operational research : EJOR
539
Applied financial economics
522
Journal of international money and finance
519
Finance research letters
509
Journal of forecasting
495
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
489
The review of economics and statistics
489
Oxford bulletin of economics and statistics
442
Journal of economic dynamics & control
424
International review of financial analysis
401
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
386
Journal of empirical finance
384
Journal of macroeconomics
382
The empirical economics letters : a monthly international journal of economics
382
Journal of the American Statistical Association : JASA
379
The North American journal of economics and finance : a journal of financial economics studies
370
The American economic review
356
International journal of economics and financial issues : IJEFI
325
Labour economics : official journal of the European Association of Labour Economists
324
International journal of economics and finance
315
Journal of financial economics
314
European economic review : EER
307
Management science : journal of the Institute for Operations Research and the Management Sciences
306
International Journal of Energy Economics and Policy : IJEEP
293
Journal of risk and financial management : JRFM
293
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ECONIS (ZBW)
2,534
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
4
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
5
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
6
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
7
The vector error correction index model : representation,
estimation
and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
8
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
9
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
10
Does dollarization promote trade? : Evidence from two recent episodes
Díaz, Julián P.
- In:
Applied economics
56
(
2024
)
17
,
pp. 2058-2076
Persistent link: https://www.econbiz.de/10014475257
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