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Estimation theory
Schätztheorie
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4,089
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3,982
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3,972
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3,900
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Börsenkurs
3,605
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Phillips, Peter C. B.
329
Linton, Oliver
213
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198
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195
Härdle, Wolfgang
184
Newey, Whitney K.
138
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137
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130
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120
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119
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116
Baltagi, Badi H.
112
Lütkepohl, Helmut
112
Kapetanios, George
103
Heckman, James J.
102
Otsu, Taisuke
98
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96
Koopman, Siem Jan
95
Swanson, Norman R.
95
Ullah, Aman
92
Su, Liangjun
88
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87
Robinson, Peter M.
87
White, Halbert
87
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86
Lee, Lung-fei
84
Bera, Anil K.
81
Dette, Holger
80
Li, Qi
78
Marcellino, Massimiliano
78
Simar, Léopold
77
Croux, Christophe
76
Lechner, Michael
76
Sentana, Enrique
76
Lucas, André
75
Hausman, Jerry A.
74
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74
Sun, Yixiao
74
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73
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European University Institute / Department of Law
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Journal of econometrics
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Economics letters
1,058
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
692
Econometric reviews
496
CEMMAP working papers / Centre for Microdata Methods and Practice
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NBER Working Paper
367
Discussion paper / Tinbergen Institute
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Journal of the American Statistical Association : JASA
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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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The econometrics journal
289
Journal of applied econometrics
243
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied economics letters
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper series / IZA
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
201
Discussion paper / Center for Economic Research, Tilburg University
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Applied economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
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International journal of forecasting
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Economic modelling
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Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
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ECONIS (ZBW)
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RePEc
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BASE
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EconStor
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ArchiDok
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1
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1
Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong
- In:
The Korean economic review
32
(
2016
)
1
,
pp. 41-75
Persistent link: https://www.econbiz.de/10011649329
Saved in:
2
Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano
-
2021
Persistent link: https://www.econbiz.de/10013175078
Saved in:
3
Vector autoregression and causality
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828076
Saved in:
4
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
5
Inference in vector autoregression with integrated time series
Warne, Anders
-
1991
Persistent link: https://www.econbiz.de/10000813953
Saved in:
6
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
7
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
-
1996
Persistent link: https://www.econbiz.de/10000949552
Saved in:
8
The limiting distribution of the cointegration : test statistic in VAR(n) models
Dhrymes, Phoebus J.
-
1995
Persistent link: https://www.econbiz.de/10000937568
Saved in:
9
Modelos de series de tiempo para el pronóstico de precios de minerales
Araníbar del Alcázar, Jaime
- In:
Análisis económico
14
(
1996
),
pp. 29-76
Persistent link: https://www.econbiz.de/10001231308
Saved in:
10
The vector autoregression (VAR) approach to econometric modelling
1997
Persistent link: https://www.econbiz.de/10001361276
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