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~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Time series analysis
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1,885
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1,885
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1,703
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1,703
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867
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661
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656
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Phillips, Peter C. B.
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Chen, Xiaohong
10
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Harvey, David I.
9
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9
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8
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7
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7
Li, Jia
7
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Yu, Jun
7
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5
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5
Cavaliere, Giuseppe
5
Chang, Yoosoon
5
Davis, Richard A.
5
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5
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
552
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
314
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
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216
Econometric reviews
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198
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109
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International review of economics & finance : IREF
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Journal of banking & finance
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Journal of international money and finance
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International review of financial analysis
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Journal of the American Statistical Association : JASA
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
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European journal of operational research : EJOR
64
Macroeconomic dynamics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
867
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1
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10
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867
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
4
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:
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
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:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
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