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~isPartOf:"Journal of econometrics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
1,638
Schätztheorie
1,638
Theorie
1,607
Theory
1,607
Time series analysis
597
Nichtparametrisches Verfahren
479
Nonparametric statistics
479
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394
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389
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385
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385
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277
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277
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264
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264
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254
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254
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211
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211
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185
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English
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Phillips, Peter C. B.
25
Taylor, Robert
13
Linton, Oliver
12
Chen, Xiaohong
10
Koop, Gary
10
Xiao, Zhijie
10
Hallin, Marc
8
Todorov, Viktor
8
Andersen, Torben
7
Leybourne, Stephen James
7
Li, Jia
7
Park, Joon Y.
7
Robinson, Peter M.
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Koopman, Siem Jan
6
Mariano, Roberto S.
6
Tauchen, George Eugene
6
Velasco, Carlos
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Gouriéroux, Christian
5
Hong, Yongmiao
5
Kim, Donggyu
5
Li, Yingying
5
Lippi, Marco
5
Marcellino, Massimiliano
5
Ng, Serena
5
Perron, Pierre
5
Pesaran, M. Hashem
5
Zhang, Xinyu
5
Zhu, Ke
5
Aït-Sahalia, Yacine
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
International journal of forecasting
371
Economics letters
356
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
334
Econometric theory
293
Discussion paper / Tinbergen Institute
267
Journal of forecasting
263
Econometric reviews
203
Economic modelling
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
153
Applied economics
148
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
Applied economics letters
127
CREATES research paper
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Computational economics
110
NBER Working Paper
108
Journal of applied econometrics
100
NBER working paper series
94
Working paper
92
Econometrics : open access journal
91
Cowles Foundation discussion paper
90
Journal of economic dynamics & control
82
The econometrics journal
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Working paper / National Bureau of Economic Research, Inc.
79
Journal of empirical finance
77
EUI working paper / ECO
73
Energy economics
70
Journal of time series econometrics
69
CESifo working papers
68
Oxford bulletin of economics and statistics
67
SFB 649 discussion paper
66
Journal of the American Statistical Association : JASA
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
60
Journal of macroeconomics
57
Discussion paper / Centre for Economic Policy Research
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
56
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ECONIS (ZBW)
598
USB Cologne (EcoSocSci)
1
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1
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
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2
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
3
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:
4
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
5
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
7
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
Saved in:
8
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
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
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