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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Geldpolitik"
~subject:"Theorie"
~type_genre:"Article in journal"
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Geldpolitik
Theorie
Estimation theory
1,601
Schätztheorie
1,601
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
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
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134
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134
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1,568
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30
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1,598
Collection of articles of several authors
49
Sammelwerk
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Konferenzschrift
16
Conference proceedings
13
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9
Conference paper
5
Konferenzbeitrag
5
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3
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English
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Diebold, Francis X.
12
Renault, Eric
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Timmermann, Allan
10
Barnett, William A.
9
Hong, Yongmiao
9
Li, Qi
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
White, Halbert
8
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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
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Journal of econometrics
Economics letters
5,357
European journal of operational research : EJOR
4,754
Journal of economic theory
2,883
Journal of economic dynamics & control
2,529
The American economic review
2,336
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
Journal of economic behavior & organization : JEBO
2,230
European economic review : EER
2,027
Economic modelling
1,928
International journal of production research
1,889
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Applied economics
1,718
Journal of public economics
1,717
Journal of monetary economics
1,634
Journal of banking & finance
1,527
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,425
The economic journal : the journal of the Royal Economic Society
1,412
Public choice
1,365
International economic review
1,346
Journal of international economics
1,314
Journal of macroeconomics
1,307
Social choice and welfare
1,295
International journal of production economics
1,258
Journal of international money and finance
1,236
Applied economics letters
1,233
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,209
International journal of industrial organization
1,155
American journal of agricultural economics
1,146
Journal of mathematical economics
1,124
Journal of money, credit and banking : JMCB
1,084
The Canadian journal of economics
1,064
Macroeconomic dynamics
1,041
Journal of political economy
1,029
The review of economic studies
1,028
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,011
Operations research letters
1,008
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
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ECONIS (ZBW)
1,598
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
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