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Year of publication
Subject
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Estimation theory 1,890 Schätztheorie 1,890 Theorie 1,686 Theory 1,686 Time series analysis 773 Zeitreihenanalyse 773 Estimation 638 Schätzung 635 Nichtparametrisches Verfahren 603 Nonparametric statistics 603 Regression analysis 508 Regressionsanalyse 508 Statistical test 351 Statistischer Test 351 Panel 349 Panel study 349 Volatility 345 Volatilität 345 Forecasting model 304 Prognoseverfahren 304 Stochastic process 284 Stochastischer Prozess 284 Bootstrap approach 217 Bootstrap-Verfahren 217 USA 216 United States 216 Method of moments 211 Momentenmethode 210 Bayes-Statistik 189 Bayesian inference 189 Induktive Statistik 188 Statistical inference 188 Statistical distribution 184 Statistische Verteilung 184 Cointegration 182 Kointegration 182 Monte Carlo simulation 175 Monte-Carlo-Simulation 175 ARCH model 174 ARCH-Modell 174
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Online availability
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Undetermined 1,513 Free 85
Type of publication
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Article 4,097 Book / Working Paper 85
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 4,182 Collection of articles of several authors 107 Sammelwerk 107 Konferenzschrift 38 Conference paper 36 Konferenzbeitrag 36 Festschrift 33 Conference proceedings 21 Aufsatzsammlung 17 Systematic review 4 Übersichtsarbeit 4 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. 72 Linton, Oliver 47 Lee, Lung-fei 36 Taylor, Robert 32 Li, Qi 31 Ghysels, Eric 30 Su, Liangjun 30 Pesaran, M. Hashem 29 Robinson, Peter M. 29 Gao, Jiti 28 Aït-Sahalia, Yacine 27 Hsiao, Cheng 27 Chen, Xiaohong 26 Park, Joon Y. 26 Gouriéroux, Christian 25 Yu, Jun 25 Bai, Jushan 24 Bollerslev, Tim 24 Chen, Songnian 24 Renault, Eric 24 White, Halbert 24 Koop, Gary 23 Swanson, Norman R. 23 Dufour, Jean-Marie 22 Timmermann, Allan 22 Xiao, Zhijie 22 McAleer, Michael 21 Schmidt, Peter 21 Todorov, Viktor 21 Baltagi, Badi H. 20 Corradi, Valentina 20 Lewbel, Arthur 20 Tauchen, George Eugene 20 Diebold, Francis X. 19 Granger, C. W. J. 19 Hong, Yongmiao 19 Hu, Yingyao 19 Koopman, Siem Jan 19 Sentana, Enrique 19 Andrews, Donald W. K. 18
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Institution
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(EC)2 Conference <1, 1990; 2, 1991> 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 on Realized Volatility <2006, Montréal> 1 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 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 12,532 European journal of operational research : EJOR 10,867 Applied economics 10,459 Journal of business research : JBR 9,076 International journal of production research 7,157 Finance research letters 7,107 Applied economics letters 6,969 Energy economics 6,816 The American economic review 6,427 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 6,316 Technological forecasting & social change : an international journal 5,932 Journal of economic behavior & organization : JEBO 5,831 Economic modelling 5,795 Journal of banking & finance 5,709 Management science : journal of the Institute for Operations Research and the Management Sciences 5,568 Intereconomics : review of European economic policy 5,479 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 5,264 International journal of production economics 5,184 Journal of business ethics : JOBE 4,605 International review of economics & finance : IREF 4,544 European economic review : EER 4,279 Journal of economic dynamics & control 4,121 Journal of public economics 4,090 Computers & operations research : and their applications to problems of world concern ; an international journal 4,035 Journal of economic theory 3,881 The economic journal : the journal of the Royal Economic Society 3,661 Research policy : policy, management and economic studies of science, technology and innovation 3,600 American journal of agricultural economics 3,573 International Journal of Energy Economics and Policy : IJEEP 3,555 Games and economic behavior 3,526 Journal of retailing and consumer services 3,497 Journal of development economics 3,392 Journal of financial economics 3,351 Public choice 3,325 International journal of hospitality management 3,214 Journal of international money and finance 3,132 The review of economics and statistics 3,066 International review of financial analysis 3,061 Tourism management : research, policies, practice 3,053
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Source
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ECONIS (ZBW) 4,182
Showing 1 - 10 of 4,182
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Natural disasters as macroeconomic tail risks
Chavleishvili, Sulkhan; Mönch, Emanuel - In: Journal of econometrics 247 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015555979
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Bootstrapping out-of-sample predictability tests with real-time data
Gonçalves, Sílvia; McCracken, Michael W.; Yao, Yongxu - In: Journal of econometrics 247 (2025), pp. 1-34
Persistent link: https://www.econbiz.de/10015555988
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On testing for spatial or social network dependence in panel data allowing for network variability
Liu, Xiaodong; Prucha, Ingmar R. - In: Journal of econometrics 247 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015555994
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Modelling large dimensional datasets with Markov switching factor models
Barigozzi, Matteo; Massacci, Daniele - In: Journal of econometrics 247 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015555999
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Shrinkage estimators for periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Journal of econometrics 247 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015556001
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Individual welfare analysis : random quasilinear utility, independence, and confidence bounds
Feng, Junlong; Lee, Sokbae - In: Journal of econometrics 247 (2025), pp. 1-29
Persistent link: https://www.econbiz.de/10015556014
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Inference on dynamic systemic risk measures
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 247 (2025), pp. 1-29
Persistent link: https://www.econbiz.de/10015556016
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Uniform inference for cointegrated vector autoregressive processes
Holberg, Christian; Ditlevsen, Susanne - In: Journal of econometrics 247 (2025), pp. 1-36
Persistent link: https://www.econbiz.de/10015556059
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - In: Journal of econometrics 247 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015556390
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Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments
Centorrino, Samuele; Fève, Frédérique; Florens, … - In: Journal of econometrics 247 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015556392
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