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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~isPartOf:"Journal of econometrics"
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Estimation theory
1,600
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1,588
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1,588
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665
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665
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542
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542
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465
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321
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Phillips, Peter C. B.
66
Linton, Oliver
45
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Yu, Jun
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Todorov, Viktor
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
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Slottje, Daniel Jonathan
18
Cai, Zongwu
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Dijk, Herman K. van
17
Fan, Yanqin
17
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(EC)2 Conference <1, 1990; 2, 1991>
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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Conference on Realized Volatility <2006, Montréal>
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Econometrisch Instituut <Rotterdam>
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International Conference on Econometrics <2016, Melbourne>
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National Bureau of Economic Research
1
National Science Foundation
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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
Economics letters
11,518
European journal of operational research : EJOR
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9,666
Journal of business research : JBR
8,366
International journal of production research
6,573
The American economic review
6,420
Energy economics
6,321
Applied economics letters
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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
Journal of economic behavior & organization : JEBO
5,804
Journal of banking & finance
5,676
Economic modelling
5,534
Intereconomics : review of European economic policy
5,394
Finance research letters
5,268
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,264
International journal of production economics
5,003
Management science : journal of the Institute for Operations Research and the Management Sciences
4,940
Journal of business ethics : JOBE
4,605
European economic review : EER
4,077
Computers & operations research : and their applications to problems of world concern ; an international journal
4,035
Journal of economic dynamics & control
3,918
Journal of economic theory
3,861
American journal of agricultural economics
3,841
Journal of public economics
3,737
The economic journal : the journal of the Royal Economic Society
3,573
Research policy : policy, management and economic studies of science, technology and innovation
3,483
International review of economics & finance : IREF
3,442
Games and economic behavior
3,374
Public choice
3,255
Journal of financial economics
3,203
Journal of development economics
3,023
International review of financial analysis
3,022
International Journal of Energy Economics and Policy : IJEEP
2,986
Journal of international money and finance
2,984
The review of economics and statistics
2,950
Journal of retailing and consumer services
2,929
Tourism management : research, policies, practice
2,822
Industrial marketing management : the international journal for industrial and high-tech firms
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ECONIS (ZBW)
3,883
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1
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3,883
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Why randomize? : minimax optimality under permutation invariance
Bai, Yuehao
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 565-575
Persistent link: https://www.econbiz.de/10014340640
Saved in:
3
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene
;
Muris, Chris
;
Pendakur, Krishna
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
Saved in:
4
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
5
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
6
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
7
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
8
A test for Kronecker Product Structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10014340952
Saved in:
9
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
10
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
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