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Zeitreihenanalyse
766
Time series analysis
765
Estimation theory
411
Schätztheorie
411
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322
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322
Estimation
154
Schätzung
153
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113
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113
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Phillips, Peter C. B.
30
Taylor, Robert
19
Linton, Oliver
13
Hallin, Marc
11
Robinson, Peter M.
11
Gao, Jiti
10
Leybourne, Stephen James
10
Park, Joon Y.
10
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9
Koopman, Siem Jan
9
Andersen, Torben
8
Francq, Christian
8
Koop, Gary
8
Perron, Pierre
8
Teräsvirta, Timo
8
Velasco, Carlos
8
Xiao, Zhijie
8
Yu, Jun
8
Bai, Jushan
7
Cavaliere, Giuseppe
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hong, Yongmiao
7
Horváth, Lajos
7
Mykland, Per A.
7
Patton, Andrew J.
7
Rahbek, Anders
7
Barigozzi, Matteo
6
Chen, Rong
6
Delgado, Miguel A.
6
Gouriéroux, Christian
6
Johansen, Søren
6
Kim, Donggyu
6
Li, Yingying
6
Lucas, André
6
Marcellino, Massimiliano
6
Su, Liangjun
6
Swanson, Norman R.
6
Todorov, Viktor
6
Yao, Qiwei
6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
MPRA Paper
1,950
ECB Working Paper
1,044
Working Paper
922
CEPR Discussion Papers
791
CESifo Working Paper
773
NBER Working Papers
749
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711
International journal of forecasting
568
CESifo Working Paper Series
554
IZA Discussion Papers
526
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495
Economics letters
486
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453
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448
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439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
426
Applied economics
394
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370
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344
Economic modelling
334
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327
Discussion paper
297
Tinbergen Institute Discussion Paper
289
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278
Applied economics letters
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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233
Tinbergen Institute Discussion Papers
230
DIW Wochenbericht
227
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
227
CAMA Working Paper
216
Discussion paper / Centre for Economic Policy Research
215
Working paper / Department of Econometrics and Business Statistics, Monash University
210
Economic Modelling
188
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187
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ECONIS (ZBW)
772
USB Cologne (EcoSocSci)
1
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1
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
2
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Saved in:
3
Pre and post break parameter inference
Elliott, Graham
;
Müller, Ulrich K.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
Saved in:
4
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
5
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
6
Inference after estimation of breaks
Andrews, Isaiah
;
Kitagawa, Toru
;
McCloskey, Adam
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10013275378
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
9
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
10
Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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