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Theorie
Estimation theory
1,638
Schätztheorie
1,638
Theory
1,607
Zeitreihenanalyse
675
Time series analysis
672
Nichtparametrisches Verfahren
544
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544
Estimation
465
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461
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455
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455
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324
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324
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321
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305
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305
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280
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174
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174
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169
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169
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162
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161
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160
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147
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140
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
6,796
Working paper / National Bureau of Economic Research, Inc.
6,481
NBER Working Paper
6,245
Economics letters
5,233
European journal of operational research : EJOR
4,847
Discussion paper / Centre for Economic Policy Research
4,475
CESifo working papers
3,541
Journal of economic theory
2,885
Working paper
2,628
Journal of economic dynamics & control
2,387
The American economic review
2,356
Discussion paper / Tinbergen Institute
2,341
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,161
Europäische Hochschulschriften / 5
2,155
European economic review : EER
1,917
International journal of production research
1,890
CESifo Working Paper
1,851
Games and economic behavior
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,780
Journal of public economics
1,739
Discussion paper
1,737
SpringerLink / Bücher
1,721
Discussion paper / Center for Economic Research, Tilburg University
1,651
Economic modelling
1,635
CESifo Working Paper Series
1,575
Applied economics
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,509
IZA Discussion Paper
1,487
Management science : journal of the Institute for Operations Research and the Management Sciences
1,432
Journal of monetary economics
1,399
Journal of banking & finance
1,383
Public choice
1,381
International economic review
1,356
Social choice and welfare
1,302
International journal of production economics
1,258
Journal of international economics
1,258
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ECONIS (ZBW)
1,607
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
3
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
4
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
5
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
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