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1,691
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407
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194
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Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
15
Timmermann, Allan
15
Granger, C. W. J.
14
Swanson, Norman R.
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
Ng, Serena
11
Steel, Mark F. J.
11
Bollerslev, Tim
10
Corradi, Valentina
10
Renault, Eric
10
Baltagi, Badi H.
9
Dijk, Herman K. van
9
Dufour, Jean-Marie
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
Bai, Jushan
8
Barnett, William A.
8
Elliott, Graham
8
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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
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Journal of econometrics
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8,464
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7,061
European journal of operational research : EJOR
6,153
Economics letters
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4,271
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3,363
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2,881
International journal of production research
2,798
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2,712
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2,635
Computers & operations research : and their applications to problems of world concern ; an international journal
2,617
The American economic review
2,605
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2,564
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2,390
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2,376
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2,235
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2,181
The economic journal : the journal of the Royal Economic Society
2,178
Economic modelling
2,168
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2,125
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2,094
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2,008
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1,997
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1,982
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1,873
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1,866
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1,852
Management science : journal of the Institute for Operations Research and the Management Sciences
1,813
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,783
International journal of production economics
1,760
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1,749
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1,706
Applied economics letters
1,643
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
1,737
Showing
1
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1
Modeling long memory in stock market volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
Saved in:
2
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
3
Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
4
Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
5
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
6
The precision of subjective data and the explanatory power of economic models
Drerup, Tilman H.
;
Enke, Benjamin
;
Gaudecker, …
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011917272
Saved in:
7
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
8
Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
Saved in:
9
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three
simulation
estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
Saved in:
10
On simulated EM algorithms
Nielsen, Soren Feodor
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 267-292
Persistent link: https://www.econbiz.de/10001468770
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