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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Method of moments"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Method of moments
Time series analysis
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
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459
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450
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450
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321
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Phillips, Peter C. B.
26
Taylor, Robert
18
Chen, Xiaohong
13
Linton, Oliver
13
Robinson, Peter M.
11
Koop, Gary
10
Leybourne, Stephen James
10
Schmidt, Peter
10
Xiao, Zhijie
10
Hallin, Marc
9
Lee, Lung-fei
9
Park, Joon Y.
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Gao, Jiti
8
Koopman, Siem Jan
8
Pesaran, M. Hashem
8
Su, Liangjun
8
Sun, Yixiao
8
Swanson, Norman R.
8
Bollerslev, Tim
7
Gallant, A. Ronald
7
Ghysels, Eric
7
Harvey, David I.
7
Li, Jia
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Andersen, Torben
6
Chen, Rong
6
Delgado, Miguel A.
6
Francq, Christian
6
Gouriéroux, Christian
6
Hong, Yongmiao
6
Horváth, Lajos
6
Hsiao, Cheng
6
Inoue, Atsushi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Journal of econometrics
International journal of forecasting
554
Economics letters
523
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
437
Applied economics
365
Econometric theory
354
Journal of forecasting
338
Economic modelling
302
Econometric reviews
276
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
262
Applied economics letters
257
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
211
Energy economics
206
Journal of applied econometrics
159
Computational economics
130
Journal of economic dynamics & control
125
Journal of empirical finance
125
Econometrics : open access journal
121
The econometrics journal
115
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
112
Oxford bulletin of economics and statistics
112
Journal of macroeconomics
109
Finance research letters
100
International review of economics & finance : IREF
100
The empirical economics letters : a monthly international journal of economics
98
International Journal of Energy Economics and Policy : IJEEP
97
Applied financial economics
91
Journal of banking & finance
88
Journal of risk and financial management : JRFM
88
The North American journal of economics and finance : a journal of financial economics studies
83
International journal of economics and financial issues : IJEFI
80
International review of financial analysis
77
The review of economics and statistics
77
Research in international business and finance
75
Journal of time series econometrics
74
Journal of international money and finance
72
European journal of operational research : EJOR
69
Journal of the American Statistical Association : JASA
69
International journal of finance & economics : IJFE
67
Macroeconomic dynamics
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ECONIS (ZBW)
858
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858
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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
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:
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
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:
5
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:
6
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:
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
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:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
10
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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