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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Autocorrelation"
~type_genre:"Article in journal"
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Autocorrelation
Theorie
2,526
Theory
2,526
Estimation theory
1,642
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1,642
Greenhouse gas emissions
1,022
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1,022
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1,009
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1,009
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942
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937
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932
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149
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Lee, Lung-fei
14
Sun, Yixiao
7
Phillips, Peter C. B.
5
Wang, Hansheng
5
Gupta, Abhimanyu
4
Hwang, Jungbin
4
Robinson, Peter M.
4
Sun, Yiguo
4
Teräsvirta, Timo
4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
Chong, Terence Tai-Leung
2
Davis, Richard A.
2
Dueker, Michael
2
Dufour, Jean-Marie
2
Gospodinov, Nikolaj
2
Gupta, Rangan
2
He, Changli
2
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2
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2
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2
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2
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2
Ma, Yingying
2
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2
Malikov, Emir
2
Martellosio, Federico
2
McAleer, Michael
2
Müller, Ulrich K.
2
Niu, Mengyi
2
Pierdzioch, Christian
2
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Energy economics
Journal of econometrics
Economics letters
77
Econometric theory
62
Econometric reviews
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Applied economics letters
31
Regional science & urban economics
31
The econometrics journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of forecasting
27
Applied economics
23
International journal of forecasting
23
Economic modelling
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
The journal of real estate finance and economics
16
Journal of regional science
15
Econometrics : open access journal
12
European journal of operational research : EJOR
12
The European journal of finance
12
Journal of applied econometrics
11
Oxford bulletin of economics and statistics
11
Spatial economic analysis : the journal of the Regional Studies Association
11
Applied financial economics
10
Papers in regional science : the journal of the Regional Science Association International
10
International review of financial analysis
9
Journal of banking & finance
9
Risks : open access journal
9
The empirical economics letters : a monthly international journal of economics
9
International journal of production research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Macroeconomic dynamics
8
Economics bulletin : EB
7
Finance research letters
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
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Journal of financial econometrics
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ECONIS (ZBW)
149
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1
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10
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149
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date (oldest first)
1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
Saved in:
3
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovič, Renata
;
Čížek, Pavel
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10013472895
Saved in:
4
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
5
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
6
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
7
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
8
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
9
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:
10
Sparse spatio-temporal autoregressions by profiling and bagging
Ma, Yingying
;
Shaojun, Guo
;
Wang, Hansheng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10013472867
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