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Theorie
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324
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190
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Phillips, Peter C. B.
31
Koop, Gary
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Pesaran, M. Hashem
18
Ghysels, Eric
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Lee, Lung-fei
16
Timmermann, Allan
15
Granger, C. W. J.
14
Swanson, Norman R.
14
Aït-Sahalia, Yacine
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Gouriéroux, Christian
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Taylor, Robert
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Yu, Jun
13
Diebold, Francis X.
12
Hsiao, Cheng
12
Li, Qi
12
Linton, Oliver
12
Renault, Eric
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Schmidt, Peter
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Chib, Siddhartha
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Baltagi, Badi H.
9
Bollerslev, Tim
9
Dijk, Herman K. van
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Barnett, William A.
8
Boswijk, Herman Peter
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
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8
Kumbhakar, Subal
8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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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
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Journal of econometrics
NBER working paper series
8,603
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7,923
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7,286
European journal of operational research : EJOR
6,064
Economics letters
5,679
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4,821
CESifo working papers
4,195
Working paper
3,334
Journal of economic theory
2,917
The American economic review
2,654
Discussion paper series / IZA
2,621
Discussion paper / Tinbergen Institute
2,598
Journal of economic dynamics & control
2,589
Computers & operations research : and their applications to problems of world concern ; an international journal
2,587
International journal of production research
2,487
Journal of economic behavior & organization : JEBO
2,420
Europäische Hochschulschriften / 5
2,245
The economic journal : the journal of the Royal Economic Society
2,210
Discussion paper
2,158
CESifo Working Paper
2,141
European economic review : EER
2,139
SpringerLink / Bücher
2,107
Economic modelling
2,079
Applied economics
2,063
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1,946
IZA Discussion Paper
1,927
Journal of public economics
1,874
CESifo Working Paper Series
1,871
Games and economic behavior
1,854
Journal of banking & finance
1,854
Management science : journal of the Institute for Operations Research and the Management Sciences
1,835
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,806
IMF working papers
1,755
Discussion paper / Center for Economic Research, Tilburg University
1,720
International journal of production economics
1,652
Journal of monetary economics
1,607
Applied economics letters
1,548
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,536
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ECONIS (ZBW)
1,716
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1
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1
Firm behavior under input rationing
Squires, Dale
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001155772
Saved in:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
On
theory
testing in econometrics : modeling with nonexperimental data
Spanos, Aris
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 189-226
Persistent link: https://www.econbiz.de/10001333011
Saved in:
4
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
5
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
6
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
8
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
9
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
Saved in:
10
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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