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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistik"
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Regressionsanalyse
Schätztheorie
Estimation theory
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Statistical test
321
Statistischer Test
321
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1,787
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Phillips, Peter C. B.
38
Linton, Oliver
25
Lee, Lung-fei
22
Chen, Songnian
21
Su, Liangjun
20
Li, Qi
18
Robinson, Peter M.
18
Gao, Jiti
17
Park, Joon Y.
15
Cai, Zongwu
14
Andrews, Donald W. K.
13
Chen, Xiaohong
13
Taylor, Robert
13
Baltagi, Badi H.
12
Fan, Yanqin
12
Sun, Yixiao
12
White, Halbert
12
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Newey, Whitney K.
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Horowitz, Joel
10
Kristensen, Dennis
10
Lewbel, Arthur
10
Li, Degui
10
Ng, Serena
10
Perron, Pierre
10
Todorov, Viktor
10
Leybourne, Stephen James
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Simar, Léopold
9
Swanson, Norman R.
9
Xiao, Zhijie
9
Chernozhukov, Victor
8
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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
1,073
Econometric theory
787
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
636
Econometric reviews
476
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
348
Journal of the American Statistical Association : JASA
341
Applied economics
301
The econometrics journal
293
Applied economics letters
283
Journal of applied econometrics
257
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
International journal of forecasting
221
European journal of operational research : EJOR
219
Oxford bulletin of economics and statistics
217
Economic modelling
206
Journal of quantitative economics : official journal of the Indian Econometric Society
174
The review of economics and statistics
168
Journal of forecasting
164
Econometrics : open access journal
156
Insurance / Mathematics & economics
135
Série des documents de travail / Centre de Recherche en Économie et Statistique
134
Quantitative economics : QE ; journal of the Econometric Society
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Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
126
Statistical papers
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Finance research letters
118
Energy economics
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Statistics in transition : an international journal of the Polish Statistical Association
101
Journal of empirical finance
100
Journal of banking & finance
99
Journal of economic dynamics & control
97
Journal of risk and financial management : JRFM
91
The review of economic studies
90
American journal of agricultural economics
89
Empirical economics : a quarterly journal of the Institute for Advanced Studies
86
Journal of financial econometrics : official journal of the Society for Financial Econometrics
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
78
Regional science & urban economics
77
Risks : open access journal
77
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ECONIS (ZBW)
1,787
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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