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765
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23
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21
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20
Pesaran, M. Hashem
19
Bai, Jushan
17
Ghysels, Eric
17
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17
Lee, Lung-fei
17
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17
Li, Qi
16
Yu, Jun
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15
Swanson, Norman R.
15
Aït-Sahalia, Yacine
14
Gao, Jiti
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Granger, C. W. J.
14
Koopman, Siem Jan
14
Su, Liangjun
14
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13
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13
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11
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11
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11
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Journal of econometrics
NBER working paper series
8,237
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6,867
European journal of operational research : EJOR
6,006
Economics letters
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2,880
Discussion paper / Tinbergen Institute
2,757
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2,601
The American economic review
2,599
Computers & operations research : and their applications to problems of world concern ; an international journal
2,587
Journal of economic dynamics & control
2,567
International journal of production research
2,503
Journal of economic behavior & organization : JEBO
2,346
CESifo Working Paper
2,319
The economic journal : the journal of the Royal Economic Society
2,176
Europäische Hochschulschriften / 5
2,174
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2,118
Applied economics
2,095
European economic review : EER
2,094
CESifo Working Paper Series
1,938
IZA Discussion Paper
1,913
SpringerLink / Bücher
1,904
Journal of public economics
1,864
Discussion papers / CEPR
1,852
Games and economic behavior
1,848
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
1,779
Discussion paper / Center for Economic Research, Tilburg University
1,709
International journal of production economics
1,650
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1,618
Journal of monetary economics
1,570
Applied economics letters
1,554
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1,539
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ECONIS (ZBW)
2,190
USB Cologne (EcoSocSci)
1
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1
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
2
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
3
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:
4
Information criteria for latent factor models : a study on factor pervasiveness and adaptivity
Guo, Xiao
;
Chen, Yu
;
Tang, Cheng Yong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 237-250
Persistent link: https://www.econbiz.de/10014341042
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
7
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
8
Identification
theory
for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
Saved in:
9
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
Saved in:
10
Fitting dynamic factor models to non-stationary time series
Eichler, Michael
;
Motta, Giovanni
;
Sachs, Rainer von
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009270587
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