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type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~type_genre:"Bibliografie enthalten"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Kointegration
Estimation theory
1,600
Schätztheorie
1,600
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
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264
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217
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Phillips, Peter C. B.
6
Gao, Jiti
3
Hualde, Javier
3
Tu, Yundong
3
Wang, Qiying
3
Chambers, Marcus J.
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Paruolo, Paolo
2
Robinson, Peter M.
2
Urga, Giovanni
2
Wagner, Martin
2
Xiao, Zhijie
2
Akker, Ramon van den
1
Anderson, T. W.
1
Barigozzi, Matteo
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
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1
Busch, Marie
1
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1
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1
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1
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1
Choi, In
1
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1
Dijk, Dick van
1
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1
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1
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1
Fasen, Vicky Maria
1
Franses, Philip Hans
1
Gao, Zhan
1
Georgiev, Iliyan
1
Gomez-Biscarri, Javier
1
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1
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Journal of econometrics
Econometric theory
24
Econometric reviews
23
Econometrics : open access journal
18
Economics letters
18
Applied economics letters
17
Economic modelling
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The econometrics journal
11
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10
International journal of economics and financial issues : IJEFI
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Oxford bulletin of economics and statistics
8
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7
International journal of economics and finance
7
Journal of time series econometrics
7
International Journal of Energy Economics and Policy : IJEEP
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of forecasting
5
Journal of macroeconomics
5
Central European journal of economic modelling and econometrics
4
Computational economics
4
Journal of applied econometrics
4
Business and Economic Research : BER
3
Finance research letters
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Global business review
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Indian journal of economics & business : IJEB
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Inventi impact: international trade
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Research in international business and finance
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The economic journal of Nepal : a quarterly publication of the Central Department of Economics, Tribhuvan University
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The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
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Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of management research and innovation : APJMRI
2
Asian African journal of economics and econometrics
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ECONIS (ZBW)
62
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
3
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
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:
6
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
7
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
8
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:
9
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
10
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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