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Search: isPartOf:"Journal of Econometrics"
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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
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298
Prognoseverfahren
298
Stochastic process
282
Stochastischer Prozess
282
USA
219
United States
217
Bootstrap approach
212
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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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Undetermined
5,234
Free
45
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Article
10,956
Book / Working Paper
146
Journal
1
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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
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17
Systematic review
4
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4
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1
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1
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Undetermined
6,871
English
4,232
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All
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...
All
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
821
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830
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11,103
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821
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
822
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Fan, Jianqing
;
Feng, Yang
;
Xia, Lucy
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10012482935
Saved in:
823
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
824
On the unbiased asymptotic normality of quantile regression with fixed effects
Galvao, Antonio Fialho <Jr.>
;
Gu, Jiaying
;
Volgushev, …
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 178-215
Persistent link: https://www.econbiz.de/10012482937
Saved in:
825
Regression discontinuity design with many thresholds
Bertanha, Marinho
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 216-241
Persistent link: https://www.econbiz.de/10012482938
Saved in:
826
Impossible inference in econometrics : theory and applications
Bertanha, Marinho
;
Moreira, Marcelo J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 247-270
Persistent link: https://www.econbiz.de/10012483000
Saved in:
827
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
828
Testing the impossible : identifying exclusion restrictions
Kiviet, J. F.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10012483003
Saved in:
829
Inference in partially identified heteroskedastic simultaneous equations models
Lütkepohl, Helmut
;
Milunovich, George
;
Yang, Minxian
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 317-345
Persistent link: https://www.econbiz.de/10012483004
Saved in:
830
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 346-372
Persistent link: https://www.econbiz.de/10012483005
Saved in:
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