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~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Estimation theory
Theorie
1,985
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1,985
Schätztheorie
1,788
Zeitreihenanalyse
766
Time series analysis
765
Estimation
643
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638
Nichtparametrisches Verfahren
555
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555
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491
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491
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363
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363
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361
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361
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351
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351
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1,788
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Phillips, Peter C. B.
35
Lee, Lung-fei
21
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21
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19
Robinson, Peter M.
18
Su, Liangjun
18
Li, Qi
17
Taylor, Robert
14
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Hsiao, Cheng
12
Pesaran, M. Hashem
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Florens, Jean-Pierre
11
Gouriéroux, Christian
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Chib, Siddhartha
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Schmidt, Peter
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Leybourne, Stephen James
9
Li, Degui
9
Westerlund, Joakim
9
Bai, Jushan
8
Hendry, David F.
8
Lewbel, Arthur
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
Oxford bulletin of economics and statistics
Economics letters
961
Econometric theory
722
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
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169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
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146
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145
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136
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127
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123
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117
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107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Metrika : international journal for theoretical and applied statistics
64
Finance research letters
62
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
Journal of time series econometrics
59
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ECONIS (ZBW)
1,788
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1
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1
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
2
Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, Giovanni
;
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10014304351
Saved in:
3
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:
4
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
5
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
Saved in:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
9
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
10
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
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