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~isPartOf:"Journal of econometrics"
~subject:"Financial crisis"
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Financial crisis
Theory
Estimation theory
1,638
Schätztheorie
1,638
Theorie
1,607
Zeitreihenanalyse
675
Time series analysis
672
Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation
465
Schätzung
461
Regression analysis
455
Regressionsanalyse
455
Statistical test
324
Statistischer Test
324
Volatility
321
Volatilität
321
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305
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305
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280
Prognoseverfahren
280
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222
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220
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218
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218
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209
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208
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179
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179
Bayes-Statistik
174
Bayesian inference
174
Statistical distribution
169
Statistische Verteilung
169
Cointegration
162
Kointegration
161
Ökonometrie
160
ARCH model
147
ARCH-Modell
147
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140
Capital income
137
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1,580
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35
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1,596
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49
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5
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English
1,615
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Phillips, Peter C. B.
36
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Barnett, William A.
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
NBER working paper series
7,462
Working paper / National Bureau of Economic Research, Inc.
7,043
NBER Working Paper
6,794
Economics letters
5,337
European journal of operational research : EJOR
4,865
Discussion paper / Centre for Economic Policy Research
4,767
CESifo working papers
3,713
Journal of economic theory
2,892
Working paper
2,825
Journal of economic dynamics & control
2,471
The American economic review
2,439
Discussion paper / Tinbergen Institute
2,407
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,259
Discussion paper series / IZA
2,234
Europäische Hochschulschriften / 5
2,110
European economic review : EER
1,968
SpringerLink / Bücher
1,915
International journal of production research
1,890
Games and economic behavior
1,854
Discussion paper
1,845
Economic modelling
1,830
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,814
The economic journal : the journal of the Royal Economic Society
1,813
Journal of banking & finance
1,756
Journal of public economics
1,741
Applied economics
1,692
Discussion paper / Center for Economic Research, Tilburg University
1,683
CESifo Working Paper Series
1,647
IMF working papers
1,614
IZA Discussion Paper
1,562
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,511
Management science : journal of the Institute for Operations Research and the Management Sciences
1,470
Journal of monetary economics
1,465
Public choice
1,389
Discussion papers / CEPR
1,376
International economic review
1,361
Journal of international economics
1,337
IMF working paper
1,332
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ECONIS (ZBW)
1,615
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1
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10
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1,615
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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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