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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Regression analysis"
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Search: subject_exact:"Time series analysis"
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Regression analysis
Zeitreihenanalyse
673
Time series analysis
672
Theorie
326
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326
Estimation theory
308
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308
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115
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Linton, Oliver
6
Demetrescu, Matei
3
Aue, Alexander
2
Chambers, Marcus J.
2
Dong, Chaohua
2
Gao, Jiti
2
Horváth, Lajos
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Ing, Ching-Kang
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1
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1
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1
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1
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1
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Journal of econometrics
International journal of forecasting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometric theory
18
Cowles Foundation discussion paper
14
Cowles Foundation Discussion Paper
11
Journal of forecasting
11
Applied economics
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
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The econometrics journal
8
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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Cambridge working papers in economics
6
Discussion papers / Department of Economics, University of Copenhagen
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economic modelling
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Working paper series / European Central Bank
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International journal of economics and finance
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
4
Advances in business and management forecasting
3
American journal of agricultural economics
3
Computational economics
3
Contributions to statistics
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
51
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
4
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
7
Simultaneous inference for time-varying models
Karmakar, Sayar
;
Richter, Stefan
;
Wu, Wei Biao
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 408-428
Persistent link: https://www.econbiz.de/10013442109
Saved in:
8
Residual-augmented IVX predictive regression
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
Saved in:
9
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
Saved in:
10
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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