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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Kointegration"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Kointegration
Schätzung
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
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
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
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
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
311
Type of publication
All
Article
600
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
603
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
All
Phillips, Peter C. B.
15
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Su, Liangjun
8
Koop, Gary
7
Park, Joon Y.
7
Robinson, Peter M.
7
Xiao, Zhijie
7
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
Andersen, Torben
5
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...
All
Journal of econometrics
Applied economics
1,975
Applied economics letters
1,255
Economic modelling
983
Economics letters
811
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
801
Energy economics
677
International review of economics & finance : IREF
532
Journal of international money and finance
500
Applied financial economics
482
Finance research letters
478
Journal of banking & finance
453
International Journal of Energy Economics and Policy : IJEEP
426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
407
Journal of applied econometrics
387
The empirical economics letters : a monthly international journal of economics
379
International review of financial analysis
371
International journal of economics and financial issues : IJEFI
359
International journal of economics and finance
340
The North American journal of economics and finance : a journal of financial economics studies
327
Journal of macroeconomics
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
302
The review of economics and statistics
299
Journal of international financial markets, institutions & money
288
International journal of finance & economics : IJFE
287
Research in international business and finance
267
European economic review : EER
263
Journal of empirical finance
262
Journal of economic dynamics & control
260
Cogent economics & finance
257
Economics of education review
251
Journal of financial economics
248
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
237
Journal of international economics
230
International journal of forecasting
222
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
220
Oxford bulletin of economics and statistics
218
Journal of monetary economics
214
The European journal of finance
207
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ECONIS (ZBW)
603
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1
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10
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603
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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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