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Year of publication
Subject
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Estimation theory 1,900 Schätztheorie 1,900 Theorie 1,685 Theory 1,685 Zeitreihenanalyse 768 Time series analysis 765 Estimation 622 Schätzung 617 Nichtparametrisches Verfahren 593 Nonparametric statistics 593 Regression analysis 506 Regressionsanalyse 506 Panel 344 Volatility 344 Panel study 342 Statistical test 340 Statistischer Test 340 Volatilität 340 Forecasting model 298 Prognoseverfahren 298 Stochastic process 282 Stochastischer Prozess 282 USA 219 United States 217 Bootstrap approach 212 Bootstrap-Verfahren 212 Method of moments 209 Momentenmethode 207 Bayesian inference 192 Ökonometrie 191 Bayes-Statistik 189 Cointegration 186 Statistical distribution 184 Statistische Verteilung 184 Kointegration 179 Monte Carlo simulation 179 Monte-Carlo-Simulation 178 Induktive Statistik 175 Statistical inference 175 ARCH model 173
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Online availability
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Undetermined 5,234 Free 45
Type of publication
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Article 10,956 Book / Working Paper 146 Journal 1
Type of publication (narrower categories)
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Article in journal 4,104 Aufsatz in Zeitschrift 4,104 Collection of articles of several authors 107 Sammelwerk 107 Konferenzschrift 38 Conference paper 36 Konferenzbeitrag 36 Festschrift 33 Conference proceedings 21 Aufsatzsammlung 17 Systematic review 4 Übersichtsarbeit 4 Bibliografie enthalten 1 Bibliography included 1
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Language
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Undetermined 6,871 English 4,232
Author
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Phillips, Peter C. B. 97 Schmidt, Peter 95 Linton, Oliver 88 Ghysels, Eric 73 Hsiao, Cheng 73 Li, Qi 72 White, Halbert 71 Zellner, Arnold 69 Lee, Lung-fei 68 Koop, Gary 63 Phillips, Peter C.B. 63 Dufour, Jean-Marie 62 Park, Joon Y. 62 Baltagi, Badi H. 61 Bollerslev, Tim 60 Swanson, Norman R. 56 Pesaran, M. Hashem 54 Chen, Songnian 52 Perron, Pierre 50 Xiao, Zhijie 50 Chen, Xiaohong 49 Chib, Siddhartha 49 Timmermann, Allan 49 Corradi, Valentina 48 Gao, Jiti 47 McAleer, Michael 47 Maasoumi, Esfandiar 46 Su, Liangjun 45 Bai, Jushan 44 Gallant, A. Ronald 44 Renault, Eric 44 Robinson, Peter M. 44 Yu, Jun 44 Diebold, Francis X. 42 Prucha, Ingmar R. 42 Barnett, William A. 41 Hendry, David F. 41 Lewbel, Arthur 41 Aït-Sahalia, Yacine 39 Geweke, John 39
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Institution
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(EC)2 Conference <1, 1990; 2, 1991> 1 Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong> 1 Boneyard Conference <6., 2017, Urbana> 1 Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu> 1 Conference in Honor of Daniel McFadden <2017, Los Angeles, Calif.> 1 Conference in Honor of Professor Gary Chamberlain <2018, Cambridge, Mass.> 1 Conference on Realized Volatility <2006, Montréal> 1 Econometrisch Instituut <Rotterdam> 1 GTE Illinois experiment 1 International Conference on Econometrics <2016, Melbourne> 1 International Panel Data Conference <23., 2017, Thessaloniki> 1 International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen> 1 International Symposium on Financial Engineering and Risk Management <2018, Schanghai> 1 National Bureau of Economic Research 1 National Science Foundation 1 Pi-Day Econometrics Conference <2019, Boston, Mass.> 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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Published in...
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Journal of econometrics 7,343 Journal of Econometrics 3,758 Studies in econometrics in honor of Carl F. Christ 13 Analysis of data on health 12 Journal of econometrics / Annals 12 The significance of testing in econometrics 11 Econometric methods and financial time series 10 Nonparametric dynamic modelling 10 The econometrics of labor market segregation and discrimination 10 Duration transition and count data models 9
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Source
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ECONIS (ZBW) 4,718 RePEc 3,758 OLC EcoSci 2,586 USB Cologne (EcoSocSci) 41
Showing 10,971 - 10,980 of 11,103
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Optimal control and system theory in dynamic economic analysis : Masanao Aoki, (North-Holland, Amsterdam,1976) xiv+400 pp.
Chow, Gregory C. - In: Journal of Econometrics 6 (1977) 1, pp. 143-144
Persistent link: https://www.econbiz.de/10005239110
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Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
Gupta, Yash Pal; Maasoumi, Esfandiar - In: Journal of Econometrics 9 (1979) 3, pp. 379-385
Persistent link: https://www.econbiz.de/10005239119
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Causality in temporal systems : Characterization and a survey
Pierce, David A.; Haugh, Larry D. - In: Journal of Econometrics 5 (1977) 3, pp. 265-293
Persistent link: https://www.econbiz.de/10005239125
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Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Nelson, Charles R. - In: Journal of Econometrics 4 (1976) 4, pp. 331-348
Persistent link: https://www.econbiz.de/10005192234
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The mean squared errors of the maximum likelihood and natural-conjugate bayes regression estimators
Giles, D. E. A.; Rayner, A. C. - In: Journal of Econometrics 11 (1979) 2-3, pp. 319-334
Persistent link: https://www.econbiz.de/10005192254
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Differencing of random walks and near random walks
Gonedes, Nicholas J.; Roberts, Harry V. - In: Journal of Econometrics 6 (1977) 3, pp. 289-308
Persistent link: https://www.econbiz.de/10005192267
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Market analysis with rational expectations : Theory and estimation
Huntzinger, R. La Var - In: Journal of Econometrics 10 (1979) 2, pp. 127-145
Persistent link: https://www.econbiz.de/10005192270
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Discrimination in the market for public school teachers
Antos, Joseph R.; Rosen, Sherwin - In: Journal of Econometrics 3 (1975) 2, pp. 123-150
Persistent link: https://www.econbiz.de/10005192311
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Supply relationships in the Canadian economy, international business and economics studies : Lawrence H. Officer, (Michigan state university, East Lansing, 1972) x+173 pp.
Weiss, Leonard W. - In: Journal of Econometrics 3 (1975) 1, pp. 95-96
Persistent link: https://www.econbiz.de/10005192312
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The sampling distribution of forecasts from a first-order autoregression
Phillips, Peter C. B. - In: Journal of Econometrics 9 (1979) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10005192313
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