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subject:"United States"
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Phillips, Peter C. B.
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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339
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210
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1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
3
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
4
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
5
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
6
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
7
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
8
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
9
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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11
Statistical inference for stochastic dominance and for the measurement of poverty and inequality
Davidson, Russell
;
Duclos, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1435-1464
Persistent link: https://www.econbiz.de/10001527510
Saved in:
12
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
Saved in:
13
The influence of VAR dimensions on estimator biases
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
Saved in:
14
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
15
Characterizing selection bias using experimental data
Heckman, James J.
;
Ichimura, Hidehiko
;
Smith, Jeffrey A.
; …
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1017-1098
Persistent link: https://www.econbiz.de/10001249590
Saved in:
16
Sieve extremum estimates for weakly dependent data
Chen, Xiaohong
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
Saved in:
17
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
18
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
19
Cointegration and dynamic simultaneous equations model
Hsiao, Cheng
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
Saved in:
20
The effect of unions on the structure of wages : a longitudinal analysis
Card, David E.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 957-979
Persistent link: https://www.econbiz.de/10001203896
Saved in:
21
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
22
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
23
The dynamics of productivity in the telecommunications equipment industry
Olley, G. Steven
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
6
,
pp. 1263-1297
Persistent link: https://www.econbiz.de/10001210426
Saved in:
24
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
25
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
26
Automobile prices in market equilibrium
Berry, Steven
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
4
,
pp. 841-890
Persistent link: https://www.econbiz.de/10001185695
Saved in:
27
Nonparametric estimation of exact consumers surplus and deadweight loss
Hausman, Jerry A.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
6
,
pp. 1445-1476
Persistent link: https://www.econbiz.de/10001188993
Saved in:
28
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
29
Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
Saved in:
30
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
31
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
32
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
Saved in:
33
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
34
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
35
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
36
Integration versus trend stationarity in time series
DeJong, David Neil
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 423-433
Persistent link: https://www.econbiz.de/10001124363
Saved in:
37
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 953-966
Persistent link: https://www.econbiz.de/10001129056
Saved in:
38
Estimation of a model of entry in the airline industry
Berry, Steven
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 889-917
Persistent link: https://www.econbiz.de/10001129059
Saved in:
39
Understanding unit rooters : a helicopter tour
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
Saved in:
40
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
41
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
42
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
43
The rank of demand systems : theory and nonparametric estimation
Lewbel, Arthur
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 711-730
Persistent link: https://www.econbiz.de/10001104912
Saved in:
44
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
45
Estimating a market equilibrium search model from panel data on individuals
Eḳshṭain, Tsevi
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 783-808
Persistent link: https://www.econbiz.de/10001091340
Saved in:
46
Asymptotic likelihood-based prediction functions
Cooley, Thomas F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
Saved in:
47
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
48
A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
Saved in:
49
Inference in linear time series models with some unit roots
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
Saved in:
50
A new approach to the economic analysis of nonstationary time series and the business cycle
Hamilton, James D.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 357-384
Persistent link: https://www.econbiz.de/10001064307
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