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Year of publication
Subject
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Theorie 1,050 Theory 1,050 Estimation theory 509 Schätztheorie 508 Time series analysis 239 Zeitreihenanalyse 239 Regression analysis 203 Regressionsanalyse 203 USA 193 United States 193 Nichtparametrisches Verfahren 159 Nonparametric statistics 159 Volatility 150 Volatilität 149 Estimation 137 Schätzung 134 Cointegration 108 Kointegration 106 Panel 105 Panel study 105 Statistical test 98 Statistischer Test 98 Stochastic process 84 Stochastischer Prozess 84 Monte Carlo simulation 82 Monte-Carlo-Simulation 82 Forecasting model 81 Prognoseverfahren 81 Method of moments 78 Momentenmethode 78 Einheitswurzeltest 75 Markov chain 75 Unit root test 75 ARCH model 74 ARCH-Modell 74 Markov-Kette 74 Ökonometrie 73 Econometrics 72 Bootstrap approach 70 Bootstrap-Verfahren 70
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Type of publication
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Article 2,921 Book / Working Paper 75
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 2,996 Collection of articles of several authors 89 Sammelwerk 89 Conference paper 36 Konferenzbeitrag 36 Festschrift 22 Konferenzschrift 21 Conference proceedings 20 Kongress 13 Commentary 5 Kommentar 5 Systematic review 4 Übersichtsarbeit 4 Aufsatzsammlung 3 Bibliografie enthalten 1 Bibliography included 1
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Language
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English
Author
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Phillips, Peter C. B. 51 Linton, Oliver Bruce 32 Lee, Lung-fei 31 Li, Qi 28 Robinson, Peter M. 26 Taylor, Robert 26 Hsiao, Cheng 24 Pesaran, M. Hashem 24 White, Halbert 24 Gouriéroux, Christian 22 Park, Joon Y. 22 Swanson, Norman R. 21 Koop, Gary 20 McAleer, Michael 20 Bollerslev, Tim 19 Chen, Xiaohong 19 Ghysels, Eric 19 Schmidt, Peter 19 Baltagi, Badi H. 18 Chen, Songnian 18 Renault, Eric 18 Su, Liangjun 18 Andrews, Donald W. K. 17 Aït-Sahalia, Yacine 17 Corradi, Valentina 17 Tauchen, George Eugene 17 Timmermann, Allan 17 Yu, Jun 17 Chib, Siddhartha 16 Dufour, Jean-Marie 16 Horowitz, Joel 16 Lewbel, Arthur 16 Slottje, Daniel Jonathan 16 Granger, C. W. J. 15 Kumbhakar, Subal 15 Simar, Léopold 15 Xiao, Zhijie 15 Cai, Zongwu 14 Gao, Jiti 14 Diebold, Francis X. 13
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Institution
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(EC)2 Conference <1, 1990; 2, 1991> 1 Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu> 1 Conference on Realized Volatility <2006, Montréal> 1 Econometrisch Instituut <Rotterdam> 1 International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen> 1 National Bureau of Economic Research 1 National Science Foundation 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...
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Journal of econometrics Economics letters 9,826 European journal of operational research : EJOR 7,535 Applied economics 7,297 The American economic review 6,294 Intereconomics : review of European economic policy 5,034 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 4,742 International journal of production research 4,741 Journal of banking & finance 4,732 Journal of business ethics : JOBE 4,605 Journal of business research : JBR 4,562 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 4,223 Journal of economic behavior & organization : JEBO 4,099 Applied economics letters 4,035 Economic modelling 4,002 Energy economics 3,690 International journal of production economics 3,661 American journal of agricultural economics 3,420 Journal of economic theory 3,297 Journal of economic dynamics & control 3,217 Management science : journal of the Institute for Operations Research and the Management Sciences 3,206 Technological forecasting & social change : an international journal 3,164 European economic review : EER 3,149 Journal of public economics 3,116 Computers & operations research : and their applications to problems of world concern ; an international journal 3,055 The economic journal : the journal of the Royal Economic Society 3,045 Public choice 2,786 Research policy : policy, management and economic studies of science, technology and innovation 2,688 Games and economic behavior 2,629 The review of economics and statistics 2,548 Journal of financial economics 2,528 The journal of finance : the journal of the American Finance Association 2,388 Journal of development economics 2,337 Journal of international money and finance 2,303 Economic theory : official journal of the Society for the Advancement of Economic Theory 2,273 International journal of economics and finance 2,271 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2,226 Tourism management : research, policies, practice 2,207 Journal of economic issues : jei 2,166 Journal of monetary economics 2,155
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Source
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ECONIS (ZBW) 2,996
Showing 1 - 10 of 2,996
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Editorial for the special issue on financial engineering and risk management for JoE
Linton, Oliver Bruce; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10012139772
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Robust covariance estimation for approximate factor models
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao - In: Journal of econometrics 208 (2019) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10012139773
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Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing; Lu, Kun; Xiu, Dacheng - In: Journal of econometrics 208 (2019) 1, pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
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Estimating the integrated volatility with tick observations
Jacob, Jean; Li, Yingying; Zheng, Xinghua - In: Journal of econometrics 208 (2019) 1, pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
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The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.; Zhang, Lan; Chen, Dachuan - In: Journal of econometrics 208 (2019) 1, pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
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The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
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A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui; Yang, Bingduo; Cai, Zongwu; Peng, Liang - In: Journal of econometrics 208 (2019) 1, pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
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Semiparametric estimation of the bid–ask spread in extended roll models
Chen, Xiaohong; Linton, Oliver Bruce; Schneeberger, Stefan - In: Journal of econometrics 208 (2019) 1, pp. 160-178
Persistent link: https://www.econbiz.de/10012139826
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Optimum thresholding using mean and conditional mean squared error
Figueroa-López, José E.; Mancini, Cecilia - In: Journal of econometrics 208 (2019) 1, pp. 179-210
Persistent link: https://www.econbiz.de/10012139829
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