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~isPartOf:"Journal of econometrics"
~subject:"Theorie"
~subject:"World"
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Theorie
World
Estimation theory
1,638
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1,638
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1,607
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675
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672
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544
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544
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465
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455
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324
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Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Pesaran, M. Hashem
15
Ghysels, Eric
14
Diebold, Francis X.
13
Aït-Sahalia, Yacine
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
Maasoumi, Esfandiar
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Gallant, A. Ronald
8
Gao, Jiti
8
Hidalgo, Javier
8
Horowitz, Joel
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Conference on Realized Volatility <2006, Montréal>
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.>
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Journal of econometrics
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8,174
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7,909
Economics letters
5,593
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5,419
European journal of operational research : EJOR
4,882
CESifo working papers
4,425
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3,538
Journal of economic theory
2,896
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2,727
The American economic review
2,588
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2,527
SpringerLink / Bücher
2,522
Journal of economic dynamics & control
2,443
Computers & operations research : and their applications to problems of world concern ; an international journal
2,342
Journal of economic behavior & organization : JEBO
2,318
Europäische Hochschulschriften / 5
2,227
European economic review : EER
2,095
IMF working papers
2,068
Applied economics
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CESifo Working Paper
2,061
Economic modelling
2,040
Discussion paper
2,036
The economic journal : the journal of the Royal Economic Society
1,983
CESifo Working Paper Series
1,939
International journal of production research
1,903
Journal of banking & finance
1,882
IZA Discussion Paper
1,861
Energy economics
1,857
Games and economic behavior
1,856
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of public economics
1,804
Discussion paper / Center for Economic Research, Tilburg University
1,739
Discussion papers / CEPR
1,708
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,701
IMF working paper
1,694
Policy research working paper : WPS
1,629
Journal of international economics
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ECONIS (ZBW)
1,634
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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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