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Theorie
1,691
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1,691
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381
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381
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318
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318
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188
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188
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139
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139
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136
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136
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124
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1,655
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Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Timmermann, Allan
14
Gouriéroux, Christian
13
Yu, Jun
13
Aït-Sahalia, Yacine
12
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Linton, Oliver
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Baltagi, Badi H.
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
Bollerslev, Tim
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
8
McAleer, Michael
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
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>
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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Journal of econometrics
NBER working paper series
8,001
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7,453
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6,775
European journal of operational research : EJOR
5,976
Economics letters
5,537
Discussion paper / Centre for Economic Policy Research
4,543
CESifo working papers
4,045
Working paper
3,132
Journal of economic theory
2,880
Computers & operations research : and their applications to problems of world concern ; an international journal
2,587
The American economic review
2,582
Discussion paper series / IZA
2,560
Discussion paper / Tinbergen Institute
2,529
Journal of economic dynamics & control
2,511
International journal of production research
2,477
Journal of economic behavior & organization : JEBO
2,340
The economic journal : the journal of the Royal Economic Society
2,167
Europäische Hochschulschriften / 5
2,158
CESifo Working Paper
2,086
European economic review : EER
2,079
Discussion paper
2,061
Economic modelling
1,933
SpringerLink / Bücher
1,885
IZA Discussion Paper
1,880
Journal of public economics
1,863
Applied economics
1,846
Games and economic behavior
1,841
Discussion papers / CEPR
1,823
CESifo Working Paper Series
1,818
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,779
Management science : journal of the Institute for Operations Research and the Management Sciences
1,741
Discussion paper / Center for Economic Research, Tilburg University
1,681
International journal of production economics
1,639
Journal of banking & finance
1,563
Journal of monetary economics
1,539
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,524
Public choice
1,522
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,495
IMF working papers
1,465
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ECONIS (ZBW)
1,694
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1
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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2
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
Saved in:
5
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
Saved in:
6
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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7
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Saved in:
8
Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001511974
Saved in:
9
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
Saved in:
10
Simple resampling methods for censored regression quantiles
Bilias, Yannis
;
Chen, Songnian
;
Ying, Zhiliang
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 373-386
Persistent link: https://www.econbiz.de/10001511984
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