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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"Kointegration"
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Statistische Verteilung
Kointegration
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
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464
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459
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165
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146
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Phillips, Peter C. B.
12
Park, Joon Y.
8
Corradi, Valentina
7
Swanson, Norman R.
7
Johansen, Søren
6
Robinson, Peter M.
6
Xiao, Zhijie
6
Boswijk, Herman Peter
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Paruolo, Paolo
5
Rahbek, Anders
5
White, Halbert
5
Chang, Yoosoon
4
Dijk, Herman K. van
4
Linton, Oliver
4
Saikkonen, Pentti
4
Wagner, Martin
4
Bollerslev, Tim
3
Dijk, Dick van
3
Dufour, Jean-Marie
3
Gao, Jiti
3
Hualde, Javier
3
Jong, Robert M. de
3
Khalaf, Lynda
3
Kleibergen, Frank
3
Lewbel, Arthur
3
Li, Qi
3
Ling, Shiqing
3
Maheu, John M.
3
Meddahi, Nour
3
Okhrin, Yarema
3
Taylor, Robert
3
Todorov, Viktor
3
Tu, Yundong
3
Urga, Giovanni
3
Velasco, Carlos
3
Wang, Qiying
3
Wu, Ximing
3
Zhu, Ke
3
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Journal of econometrics
Applied economics
390
International Journal of Energy Economics and Policy : IJEEP
319
Economic modelling
305
Economics letters
250
Energy economics
243
Applied economics letters
219
Insurance / Mathematics & economics
204
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
190
International journal of economics and financial issues : IJEFI
185
The empirical economics letters : a monthly international journal of economics
160
International journal of economics and finance
151
Econometric theory
127
International journal of forecasting
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Cogent economics & finance
113
Econometric reviews
113
International review of economics & finance : IREF
103
Theoretical and applied economics : GAER review
102
Journal of banking & finance
94
Risks : open access journal
83
The North American journal of economics and finance : a journal of financial economics studies
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
82
Finance research letters
81
International review of financial analysis
80
Applied financial economics
75
Journal of applied econometrics
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of international financial markets, institutions & money
72
Journal of international money and finance
71
Journal of forecasting
70
European journal of operational research : EJOR
69
Research in international business and finance
69
Economies : open access journal
67
International journal of theoretical and applied finance
66
Economic research
64
Journal of risk and financial management : JRFM
61
The econometrics journal
61
International journal of finance & economics : IJFE
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
58
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ECONIS (ZBW)
326
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
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:
4
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
5
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
7
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
10
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
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