//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Ng, Serena"
~person:"Taylor, Robert"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
23
Zeitreihenanalyse
23
Estimation theory
20
Schätztheorie
20
Theorie
17
Theory
17
Einheitswurzeltest
15
Unit root test
15
Forecasting model
9
Prognoseverfahren
9
Regression analysis
9
Regressionsanalyse
9
Structural break
8
Strukturbruch
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Statistical test
7
Statistischer Test
7
Factor analysis
5
Faktorenanalyse
5
Volatility
5
Volatilität
5
Capital income
4
Cointegration
4
Endogeneity
4
Estimation
4
Kapitaleinkommen
4
Kointegration
4
Predictive regression
4
Saisonale Schwankungen
4
Schätzung
4
Seasonal variations
4
VAR model
4
VAR-Modell
4
Heteroscedasticity
3
Heteroskedastizität
3
Panel
3
Panel study
3
Persistence
3
Saisonkomponente
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
49
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
50
Festschrift
1
Konferenzschrift
1
Language
All
English
Author
All
Ng, Serena
Taylor, Robert
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
more ...
less ...
Institution
All
Pi-Day Econometrics Conference <2019, Boston, Mass.>
1
Published in...
All
Journal of econometrics
Econometric theory
32
Econometric reviews
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Oxford bulletin of economics and statistics
12
The econometrics journal
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of empirical finance
5
The review of economics and statistics
5
Asia Pacific business review
4
Economics letters
3
Journal of applied econometrics
3
AEA papers and proceedings
2
Annals of economics and finance
2
Journal of economic dynamics & control
2
Journal of monetary economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic journal : the journal of the Royal Economic Society
2
American economic journal
1
Annual review of economics
1
Applied economics
1
Covid economics : vetted and real-time papers
1
Economics bulletin : EB
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Foundations and trends in econometrics
1
Journal of Far Eastern business
1
Journal of economic literature
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of human resources : JHR
1
Journal of interdisciplinary economics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the Asia Pacific economy
1
Journal of time series econometrics
1
Journal of vocational behavior
1
OECD papers
1
Review of economic dynamics
1
The American economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
4
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
5
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
8
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
9
Annals issue : PI-Day Honoring Pierre Perron
Ng, Serena
;
Qu, Zhongjun
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10013275375
Saved in:
10
Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif
;
Ng, Serena
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->