//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Information criteria for impul...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,900
Schätztheorie
1,900
Zeitreihenanalyse
768
Time series analysis
765
Theorie
691
Theory
691
Nichtparametrisches Verfahren
418
Nonparametric statistics
418
Estimation
414
Schätzung
413
Regression analysis
329
Regressionsanalyse
329
Panel
214
Panel study
214
Statistical test
210
Statistischer Test
210
Volatility
187
Volatilität
187
Stochastic process
167
Stochastischer Prozess
167
Forecasting model
148
Prognoseverfahren
148
Induktive Statistik
134
Statistical inference
134
Bootstrap approach
120
Bootstrap-Verfahren
120
Maximum likelihood estimation
114
Maximum-Likelihood-Schätzung
114
Method of moments
113
Momentenmethode
112
Autocorrelation
106
Autokorrelation
106
Statistical distribution
106
Statistische Verteilung
106
Cointegration
104
Kointegration
104
Causality analysis
103
Kausalanalyse
103
Correlation
101
Korrelation
101
more ...
less ...
Online availability
All
Undetermined
1,017
Free
30
Type of publication
All
Article
2,298
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
2,267
Aufsatz in Zeitschrift
2,267
Collection of articles of several authors
36
Sammelwerk
36
Conference paper
25
Konferenzbeitrag
25
Festschrift
11
Konferenzschrift
11
Conference proceedings
7
Aufsatzsammlung
6
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,328
Undetermined
1
Author
All
Phillips, Peter C. B.
54
Linton, Oliver
31
Lee, Lung-fei
23
Su, Liangjun
23
Robinson, Peter M.
22
Taylor, Robert
22
Chen, Xiaohong
21
Gao, Jiti
21
Chen, Songnian
20
Park, Joon Y.
18
Bai, Jushan
17
Gouriéroux, Christian
17
Li, Qi
17
Yu, Jun
17
Fan, Yanqin
16
White, Halbert
15
Cai, Zongwu
14
Hallin, Marc
14
Hsiao, Cheng
14
Todorov, Viktor
14
Francq, Christian
13
Sasaki, Yuya
13
Sun, Yixiao
13
Swanson, Norman R.
13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Chib, Siddhartha
12
Koopman, Siem Jan
12
Perron, Pierre
12
Renault, Eric
12
Schmidt, Peter
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Florens, Jean-Pierre
11
Hong, Yongmiao
11
Hu, Yingyao
11
Kristensen, Dennis
11
Leybourne, Stephen James
11
Newey, Whitney K.
11
Ng, Serena
11
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
NBER working paper series
2,630
NBER Working Paper
2,176
Working paper / National Bureau of Economic Research, Inc.
2,008
Discussion paper series / IZA
1,805
Economics letters
1,654
Working paper
1,318
IZA Discussion Paper
1,173
CESifo working papers
1,087
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
976
Econometric theory
940
Discussion paper / Centre for Economic Policy Research
933
Economic modelling
883
Applied economics
868
Applied economics letters
724
Discussion paper
720
Discussion paper / Tinbergen Institute
709
International journal of forecasting
698
Econometric reviews
675
Energy economics
660
European journal of operational research : EJOR
623
Discussion papers / CEPR
621
International journal of production research
613
IMF working papers
602
Journal of economic dynamics & control
526
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
504
Finance research letters
493
Journal of forecasting
472
Policy research working paper : WPS
462
IZA Discussion Papers
457
CEMMAP working papers / Centre for Microdata Methods and Practice
451
Journal of applied econometrics
436
CESifo Working Paper
426
Working paper series
415
Journal of the American Statistical Association : JASA
402
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
397
CESifo Working Paper Series
378
Working paper series / European Central Bank
375
Computational economics
372
The econometrics journal
364
more ...
less ...
Source
All
ECONIS (ZBW)
2,328
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,329
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
Saved in:
2
Estimating DSGE models using seasonally adjusted and unadjusted data
Saijo, Hikaru
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 22-35
Persistent link: https://www.econbiz.de/10009719639
Saved in:
3
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
4
Penalized indirect inference
Blasques, Francisco
;
Duplinskiy, Artem
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 34-54
Persistent link: https://www.econbiz.de/10012110237
Saved in:
5
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
6
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
7
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
8
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
9
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
Saved in:
10
On model selection criteria for climate change impact studies
Cui, Xiaomeng
;
Gafarov, Bulat
;
Ghanem, Dalia
;
Kuffner, Todd
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015073966
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->