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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Estimation theory"
~subject:"Statistical test"
~type_genre:"Article in journal"
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Estimation theory
Statistical test
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
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464
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Phillips, Peter C. B.
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19
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18
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16
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15
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14
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13
Gao, Jiti
13
Hsiao, Cheng
13
Park, Joon Y.
13
Sun, Yixiao
13
Baltagi, Badi H.
12
Horowitz, Joel
12
White, Halbert
12
Gouriéroux, Christian
11
Pesaran, M. Hashem
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
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10
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10
Schmidt, Peter
10
Todorov, Viktor
10
Xiao, Zhijie
10
Aït-Sahalia, Yacine
9
Bai, Jushan
9
Hausman, Jerry A.
9
Khalaf, Lynda
9
Kristensen, Dennis
9
Li, Degui
9
Ng, Serena
9
Tauchen, George Eugene
9
Yu, Jun
9
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of econometrics
Economics letters
1,070
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795
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666
Econometric reviews
513
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
364
Journal of the American Statistical Association : JASA
352
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305
Journal of applied econometrics
259
Applied economics letters
256
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
222
Oxford bulletin of economics and statistics
210
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206
European journal of operational research : EJOR
190
International journal of forecasting
183
Journal of quantitative economics : official journal of the Indian Econometric Society
169
The review of economics and statistics
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Econometrics : open access journal
154
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Journal of forecasting
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Statistics in transition : an international journal of the Polish Statistical Association
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The review of economic studies
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International economic review
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Journal of time series econometrics
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Metrika : international journal for theoretical and applied statistics
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ECONIS (ZBW)
1,774
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1
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:
2
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
3
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:
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
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
7
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
8
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
9
Debiased machine learning of set-identified linear models
Semenova, Vira
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
Saved in:
10
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
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