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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Cointegration"
~subject:"Estimation"
~type_genre:"Article in journal"
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Subject
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Cointegration
Estimation
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
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
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
316
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Article
605
Book / Working Paper
3
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Article in journal
Aufsatz in Zeitschrift
608
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
1
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Language
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English
Author
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Phillips, Peter C. B.
15
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Robinson, Peter M.
8
Su, Liangjun
8
Koop, Gary
7
Park, Joon Y.
7
Xiao, Zhijie
7
Andersen, Torben
6
Baltagi, Badi H.
6
Boswijk, Herman Peter
6
Gao, Jiti
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Paruolo, Paolo
6
Taylor, Robert
6
Aït-Sahalia, Yacine
5
Ghysels, Eric
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Rahbek, Anders
5
Saikkonen, Pentti
5
Tu, Yundong
5
White, Halbert
5
Zakoïan, Jean-Michel
5
Callaway, Brantly
4
Corradi, Valentina
4
Dijk, Dick van
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Kao, Chihwa
4
Li, Kunpeng
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
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Published in...
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Journal of econometrics
Applied economics
1,966
Applied economics letters
1,236
Economic modelling
975
Economics letters
816
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
802
Energy economics
645
International review of economics & finance : IREF
514
Journal of international money and finance
492
Applied financial economics
482
Journal of banking & finance
454
International Journal of Energy Economics and Policy : IJEEP
428
Finance research letters
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
392
Journal of applied econometrics
382
The empirical economics letters : a monthly international journal of economics
380
International review of financial analysis
359
International journal of economics and financial issues : IJEFI
351
International journal of economics and finance
340
The North American journal of economics and finance : a journal of financial economics studies
327
Labour economics : official journal of the European Association of Labour Economists
306
Journal of macroeconomics
304
The American economic review
302
The review of economics and statistics
295
Journal of international financial markets, institutions & money
284
International journal of finance & economics : IJFE
270
European economic review : EER
263
Journal of empirical finance
260
Cogent economics & finance
257
Journal of economic dynamics & control
254
Research in international business and finance
253
Journal of financial economics
248
Economics of education review
247
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
238
Journal of international economics
230
Oxford bulletin of economics and statistics
218
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
217
International journal of forecasting
216
Journal of monetary economics
215
The journal of finance : the journal of the American Finance Association
204
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ECONIS (ZBW)
608
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608
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1
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:
2
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:
3
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:
4
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
Saved in:
5
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
6
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
Saved in:
7
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
Saved in:
8
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
9
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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