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Theory
Estimation theory
91
Schätztheorie
91
Theorie
36
Estimation
17
Time series analysis
16
Zeitreihenanalyse
16
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13
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11
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Cogley, Timothy
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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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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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1
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Journal of economic dynamics & control
Economics letters
383
Journal of econometrics
368
Econometric theory
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
Econometric reviews
131
The review of economics and statistics
123
Oxford bulletin of economics and statistics
101
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
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83
Discussion paper / Center for Economic Research, Tilburg University
82
Statistical papers
79
CORE discussion paper : DP
77
Discussion paper / Tinbergen Institute
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
53
American journal of agricultural economics
50
Discussion paper series / IZA
50
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Applied economics
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of forecasting
45
Europäische Hochschulschriften / 5
44
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
38
Cowles Foundation discussion paper
37
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
International economic journal
35
The Indian economic journal
35
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1
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
Saved in:
2
Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
Saved in:
3
A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
Saved in:
4
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
5
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
6
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
Saved in:
7
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2693-2724
Persistent link: https://www.econbiz.de/10003395622
Saved in:
8
Q-convergence with interquartile ranges
Kang, Sung-jin
;
Lee, Myoung-jae
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1785-1806
Persistent link: https://www.econbiz.de/10003128413
Saved in:
9
Estimation of a generalized random-effects model : some ECME algorithms and Monte Carlo evidence
Phillips, Robert F.
- In:
Journal of economic dynamics & control
28
(
2004
)
9
,
pp. 1801-1824
Persistent link: https://www.econbiz.de/10001998504
Saved in:
10
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
Saved in:
11
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
Saved in:
12
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
13
Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
Saved in:
14
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
Saved in:
15
Explaining bond returns in heterogeneous agent models : the importance of higher-order moments
Zhang, Harold H.
- In:
Journal of economic dynamics & control
24
(
2000
)
10
,
pp. 1381-1404
Persistent link: https://www.econbiz.de/10001495424
Saved in:
16
Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
- In:
Journal of economic dynamics & control
23
(
1999
)
7
,
pp. 909-928
Persistent link: https://www.econbiz.de/10001379494
Saved in:
17
A new technique for postsample model selection and validation
Ashley, Richard A.
- In:
Journal of economic dynamics & control
22
(
1998
)
5
,
pp. 647-665
Persistent link: https://www.econbiz.de/10001239319
Saved in:
18
Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
Miranda, Mario J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1493-1510
Persistent link: https://www.econbiz.de/10001222034
Saved in:
19
Adaptive control in the presence of time-varying parameters
Tucci, Marco Paolo
- In:
Journal of economic dynamics & control
22
(
1997
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10001229407
Saved in:
20
Time variation of second moments from a noise trader infection model
Lux, Thomas
- In:
Journal of economic dynamics & control
22
(
1997/98
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
Saved in:
21
Structural information in recursive VAR orderings
Keating, John William
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1557-1580
Persistent link: https://www.econbiz.de/10001209463
Saved in:
22
Looking for evidence of speculative stockholding in commodity markets
Ng, Serena
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001190612
Saved in:
23
Improved estimates of the parameters of state space time series models
Havenner, Arthur
- In:
Journal of economic dynamics & control
20
(
1996
)
5
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001198046
Saved in:
24
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
Cabrales, Antonio
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001200765
Saved in:
25
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
Saved in:
26
Seasonality and equilibrium business cycle theories
Braun, R. Anton
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 503-531
Persistent link: https://www.econbiz.de/10001172927
Saved in:
27
Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research
Cogley, Timothy
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 253-278
Persistent link: https://www.econbiz.de/10001172947
Saved in:
28
A generalized variance bounds text with an application to the Holt et al. inventory model
Kollintzas, Tryphon
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 59-89
Persistent link: https://www.econbiz.de/10001172962
Saved in:
29
Durbin-Hausman tests for cointegration
Choi, In
- In:
Journal of economic dynamics & control
18
(
1994
)
2
,
pp. 407-480
Persistent link: https://www.econbiz.de/10001167911
Saved in:
30
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
31
A general framework for supervised learning : probably almost Bayesian algorithms
Bochereau, L.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001148513
Saved in:
32
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
33
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
34
Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
Saved in:
35
On the convergence of Bayesian posterior processes in linear economic models : counting equations and unknowns
Nyarko, Yaw
- In:
Journal of economic dynamics & control
15
(
1991
)
4
,
pp. 687-713
Persistent link: https://www.econbiz.de/10001111242
Saved in:
36
A note on flexible least squares
Tucci, Marco Paolo
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 175-182
Persistent link: https://www.econbiz.de/10001085209
Saved in:
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