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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ind"
~subject:"Estimation"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Estimation
Theory
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
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134
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Undetermined
564
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Article
1,874
Book / Working Paper
32
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Article in journal
Aufsatz in Zeitschrift
1,906
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
16
Conference paper
13
Conference proceedings
13
Konferenzbeitrag
13
Festschrift
9
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4
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3
Übersichtsarbeit
3
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1
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1
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Phillips, Peter C. B.
41
Linton, Oliver
22
Gouriéroux, Christian
18
Lee, Lung-fei
18
Koop, Gary
17
Ghysels, Eric
16
Todorov, Viktor
16
Yu, Jun
16
Hsiao, Cheng
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Bollerslev, Tim
14
Diebold, Francis X.
13
Schmidt, Peter
13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
12
McAleer, Michael
12
Park, Joon Y.
12
White, Halbert
12
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Taylor, Robert
11
Barnett, William A.
10
Hong, Yongmiao
10
Patton, Andrew J.
10
Robinson, Peter M.
10
Su, Liangjun
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Khalaf, Lynda
9
Kohn, Robert
9
Kumbhakar, Subal
9
Lewbel, Arthur
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Economics letters
5,762
European journal of operational research : EJOR
4,807
Applied economics
3,136
Journal of economic theory
2,865
The American economic review
2,607
Journal of economic dynamics & control
2,544
Economic modelling
2,482
Journal of economic behavior & organization : JEBO
2,420
Computers & operations research : and their applications to problems of world concern ; an international journal
2,334
Applied economics letters
2,243
European economic review : EER
2,171
Journal of public economics
1,959
International journal of production research
1,900
Games and economic behavior
1,857
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
Journal of banking & finance
1,775
Energy economics
1,610
The economic journal : the journal of the Royal Economic Society
1,533
Management science : journal of the Institute for Operations Research and the Management Sciences
1,530
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,524
Journal of monetary economics
1,521
Journal of international economics
1,420
Public choice
1,398
International economic review
1,370
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,348
Journal of macroeconomics
1,317
Social choice and welfare
1,305
Journal of international money and finance
1,295
International journal of production economics
1,277
American journal of agricultural economics
1,270
International review of economics & finance : IREF
1,244
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,189
International journal of industrial organization
1,183
Journal of mathematical economics
1,129
Finance research letters
1,125
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,115
The Canadian journal of economics
1,113
Journal of political economy
1,111
Macroeconomic dynamics
1,068
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ECONIS (ZBW)
1,906
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1
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
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:
5
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:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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
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:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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