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Econometric theory
Discussion paper / Department of Economics, University of California San Diego
46
Journal of econometrics
26
Journal of Econometrics
25
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20
Applied Economics Letters
13
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12
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10
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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7
International Journal of Forecasting
7
Studies in Nonlinear Dynamics & Econometrics
6
Applied Economics
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pennsylvania State - Department of Economics
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Comments on the 20th anniversary issue of Econometric theory
Granger, C. W. J.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 298
Persistent link: https://www.econbiz.de/10002674748
Saved in:
2
A dialogue concerning a new instrument for econometric modeling
Granger, C. W. J.
;
Hendry, David F.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 278-297
Persistent link: https://www.econbiz.de/10002674738
Saved in:
3
The research interests of Paul Newbold
Granger, C. W. J.
;
Leybourne, Stephen James
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
Saved in:
4
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás
;
Osborn, Denise R.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
Saved in:
5
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun
;
Perron, Pierre
;
Ahn, S.K.
;
Reinsel, G.C.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
Saved in:
6
Interviewed by Peter C.B. Phillips
Granger, Clive
- In:
Econometric theory
13
(
1997
)
2
,
pp. 253-304
Persistent link: https://www.econbiz.de/10006998462
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7
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James
;
Hashimzade, Nigar
;
Beran, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
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8
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier
;
Velasco, Carlos
;
Beran, J.
;
Breitung, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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9
THE REAL PART OF A COMPLEX ARMA PROCESS
Bailey, Ralph W.
;
Bell, E.T.
;
Brockwell, P.J.
;
Davis, R.A.
- In:
Econometric theory
23
(
2007
)
3
,
pp. 537-545
Persistent link: https://www.econbiz.de/10007718225
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10
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Magnus, Jan R.
;
Vasnev, Andrey L.
;
Barrett, W.B.
; …
- In:
Econometric theory
24
(
2008
)
2
,
pp. 553-580
Persistent link: https://www.econbiz.de/10007912719
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