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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Autocorrelation"
~type_genre:"Article in journal"
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Autocorrelation
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
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321
Statistischer Test
321
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320
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305
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305
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278
Prognoseverfahren
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218
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218
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218
Method of moments
204
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203
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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
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137
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134
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English
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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
Jin, Fei
3
Li, Dong
3
Ling, Shiqing
3
Rossi, Francesca
3
Xu, Xingbai
3
Yu, Jihai
3
Zhang, Rongmao
3
Zhu, Xuening
3
Chan, Ngai Hang
2
Chen, Rong
2
Chong, Terence Tai-Leung
2
Davis, Richard A.
2
Dueker, Michael
2
Dufour, Jean-Marie
2
Gospodinov, Nikolaj
2
Hillier, Grant H.
2
Huang, Danyang
2
Johansen, Søren
2
Kelejian, Harry H.
2
Ma, Yingying
2
Magdalinos, Tassos
2
Malikov, Emir
2
Martellosio, Federico
2
McAleer, Michael
2
Müller, Ulrich K.
2
Prucha, Ingmar R.
2
Saikkonen, Pentti
2
Sola, Martin
2
Spagnolo, Fabio
2
Su, Liangjun
2
Teräsvirta, Timo
2
Tsay, Ruey S.
2
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Journal of econometrics
Economics letters
77
Econometric theory
62
Econometric reviews
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
The econometrics journal
30
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
Energy economics
15
Journal of regional science
15
Econometrics : open access journal
13
The European journal of finance
13
European journal of operational research : EJOR
12
Journal of applied econometrics
12
Finance research letters
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
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Journal of economic dynamics & control
7
Journal of financial econometrics
7
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ECONIS (ZBW)
134
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11
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
12
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa
;
Zhang, Rongmao
;
Li, Yuan
;
Ling, Shiqing
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013441651
Saved in:
13
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
14
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
15
Detecting groups in large Vector Autoregressions
Guðmundsson, Guðmundur Stefán
;
Brownlees, Christian
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 2-26
Persistent link: https://www.econbiz.de/10013279003
Saved in:
16
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
17
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Saved in:
18
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
19
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
20
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
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