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subject:"Time series analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Autokorrelation
Estimation theory
1,915
Schätztheorie
1,915
Theorie
484
Theory
484
Zeitreihenanalyse
364
Nichtparametrisches Verfahren
340
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340
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Estimation
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170
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Phillips, Peter C. B.
13
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9
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9
Taylor, Robert
9
Linton, Oliver
8
Robinson, Peter M.
8
Leybourne, Stephen James
7
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6
Li, Dong
6
Li, Jia
6
Stock, James H.
6
Todorov, Viktor
6
Zhu, Ke
6
Andersen, Torben
5
Chen, Xiaohong
5
Elliott, Graham
5
Kim, Donggyu
5
Li, Yingying
5
Müller, Ulrich K.
5
Nelson, Daniel B.
5
Sun, Yiguo
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Baillie, Richard
4
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
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4
Koopman, Siem Jan
4
Li, Qi
4
Lütkepohl, Helmut
4
Ng, Serena
4
Perron, Pierre
4
Saikkonen, Pentti
4
Wang, Hansheng
4
Watson, Mark W.
4
Yao, Qiwei
4
Zakoïan, Jean-Michel
4
Agiakloglou, Christos N.
3
Aït-Sahalia, Yacine
3
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National Bureau of Economic Research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Technical working paper / National Bureau of Economic Research
Econometric theory
182
Economics letters
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Econometric reviews
106
Discussion paper / Tinbergen Institute
104
International journal of forecasting
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62
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57
Applied economics letters
54
Econometrics : open access journal
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Cowles Foundation discussion paper
49
The econometrics journal
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Journal of time series econometrics
42
NBER Working Paper
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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25
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25
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24
Cowles Foundation Discussion Paper
23
NBER technical working paper series
23
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22
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ECONIS (ZBW)
425
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
5
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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