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~isPartOf:"The review of economics and statistics"
~isPartOf:"Journal of econometrics"
~type:"article"
~subject:"Time series analysis"
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Search: subject:"Statistik"
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Time series analysis
Estimation theory
842
Schätztheorie
842
Theorie
647
Theory
647
Nichtparametrisches Verfahren
559
Nonparametric statistics
559
Regression analysis
480
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480
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339
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339
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289
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256
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254
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187
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187
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158
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126
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95
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95
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94
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Linton, Oliver
11
Phillips, Peter C. B.
10
Chen, Xiaohong
8
Taylor, Robert
7
Gao, Jiti
6
Hong, Yongmiao
6
Koop, Gary
6
Li, Jia
5
Todorov, Viktor
5
Cavaliere, Giuseppe
4
Delgado, Miguel A.
4
Fan, Yanqin
4
Hidalgo, Javier
4
Park, Joon Y.
4
Tauchen, George Eugene
4
Varneskov, Rasmus Tangsgaard
4
Velasco, Carlos
4
Xiao, Zhijie
4
Zhu, Ke
4
Andersen, Torben
3
Chen, Bin
3
Demetrescu, Matei
3
Dong, Chaohua
3
Horváth, Lajos
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kapetanios, George
3
Koo, Bonsoo
3
Korobilis, Dimitris
3
Lee, Tae-hwy
3
Li, Degui
3
Li, Yingying
3
Marcellino, Massimiliano
3
Perron, Pierre
3
Pesaran, M. Hashem
3
Pick, Andreas
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Rombouts, Jeroen V. K.
3
Smeekes, Stephan
3
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The review of economics and statistics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of forecasting
114
Econometric reviews
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Economics letters
86
Econometric theory
84
Journal of forecasting
76
Economic modelling
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Applied economics
45
Applied economics letters
41
Computational economics
40
The econometrics journal
40
Econometrics : open access journal
37
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Journal of applied econometrics
35
Journal of the American Statistical Association : JASA
32
Energy economics
30
Journal of economic dynamics & control
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of time series econometrics
21
Macroeconomic dynamics
21
Oxford bulletin of economics and statistics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of risk and financial management : JRFM
18
Journal of empirical finance
16
Journal of economic surveys
13
Journal of financial econometrics
13
Journal of macroeconomics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
International journal of production research
12
Central European journal of economic modelling and econometrics
11
European journal of operational research : EJOR
11
Quantitative economics : QE ; journal of the Econometric Society
11
International journal of economics and finance
10
International review of economics & finance : IREF
10
Journal of banking & finance
10
The empirical economics letters : a monthly international journal of economics
10
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ECONIS (ZBW)
287
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
4
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
5
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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