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~isPartOf:"Journal of econometrics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
1,607
Theory
1,607
Estimation theory
444
Schätztheorie
444
Time series analysis
334
Estimation
203
Schätzung
203
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Volatility
168
Volatilität
168
Forecasting model
140
Prognoseverfahren
140
Statistical test
133
Statistischer Test
133
Stochastic process
131
Stochastischer Prozess
131
Regression analysis
124
Regressionsanalyse
124
Panel
101
Panel study
101
USA
101
United States
101
Statistical distribution
99
Statistische Verteilung
99
Bayes-Statistik
95
Bayesian inference
95
Ökonometrie
92
Econometrics
90
Method of moments
86
Momentenmethode
86
Monte Carlo simulation
79
Monte-Carlo-Simulation
79
Markov chain
77
Markov-Kette
77
Cointegration
73
Kointegration
73
Bootstrap approach
72
Bootstrap-Verfahren
72
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Undetermined
121
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Article
327
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7
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Article in journal
331
Aufsatz in Zeitschrift
331
Collection of articles of several authors
12
Sammelwerk
12
Konferenzschrift
7
Conference proceedings
5
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3
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1
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1
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1
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English
334
Author
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Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Taylor, Robert
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hendry, David F.
3
Herwartz, Helmut
3
Horváth, Lajos
3
Jong, Robert M. de
3
Kohn, Robert
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Ng, Serena
3
Park, Joon Y.
3
Perron, Benoit
3
Perron, Pierre
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
International journal of forecasting
309
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
226
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
119
Applied economics
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of applied econometrics
92
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics letters
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
76
CREATES research paper
75
Journal of economic dynamics & control
71
NBER Working Paper
69
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
Energy economics
59
Journal of empirical finance
57
Cowles Foundation discussion paper
56
CESifo working papers
55
Oxford bulletin of economics and statistics
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Tinbergen Institute Discussion Paper
50
The econometrics journal
49
Discussion paper / Centre for Economic Policy Research
48
European journal of operational research : EJOR
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
Econometrics : open access journal
44
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ECONIS (ZBW)
334
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334
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1
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
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:
5
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
6
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:
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
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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