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~language:"deu"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~isPartOf:"Journal of econometrics"
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Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,589
Theory
1,589
Time series analysis
666
Zeitreihenanalyse
666
Nichtparametrisches Verfahren
542
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542
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464
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459
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450
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450
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321
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305
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278
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166
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162
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161
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146
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3,890
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107
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Conference paper
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Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Hsiao, Cheng
27
Pesaran, M. Hashem
27
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
McAleer, Michael
22
Renault, Eric
22
Timmermann, Allan
22
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
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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>
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Econometrisch Instituut <Rotterdam>
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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Journal of econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
15,609
Economics letters
11,517
European journal of operational research : EJOR
10,120
Applied economics
9,457
Der Betrieb
9,354
Journal of business research : JBR
8,042
The American economic review
6,424
International journal of production research
6,347
Applied economics letters
6,183
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5,955
Technological forecasting & social change : an international journal
5,930
Energy economics
5,815
Journal of economic behavior & organization : JEBO
5,805
Journal of banking & finance
5,676
Economic modelling
5,425
Intereconomics : review of European economic policy
5,393
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,266
Ifo-Schnelldienst
5,252
International journal of production economics
4,857
Management science : journal of the Institute for Operations Research and the Management Sciences
4,798
Journal of business ethics : JOBE
4,622
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
4,467
Die Bank
4,107
European economic review : EER
4,077
Computers & operations research : and their applications to problems of world concern ; an international journal
4,036
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
3,972
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3,942
Journal of economic theory
3,848
Journal of economic dynamics & control
3,821
American journal of agricultural economics
3,796
Journal of public economics
3,739
Finance research letters
3,695
The economic journal : the journal of the Royal Economic Society
3,513
Research policy : policy, management and economic studies of science, technology and innovation
3,484
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3,378
Harvard-Business-Manager : das Wissen der Besten
3,359
Games and economic behavior
3,328
Public choice
3,226
Journal of financial economics
3,205
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ECONIS (ZBW)
3,892
USB Cologne (EcoSocSci)
1
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
3
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
4
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
5
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
6
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:
7
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:
8
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
9
Estimation and identification of latent group structures in panel data
Mehrabani, Ali
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1464-1482
Persistent link: https://www.econbiz.de/10014471402
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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