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Theorie
1,607
Theory
1,607
Estimation theory
444
Schätztheorie
444
Time series analysis
334
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334
Estimation
203
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203
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172
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172
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168
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168
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140
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140
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133
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1,804
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Phillips, Peter C. B.
36
Lee, Lung-fei
26
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
Gouriéroux, Christian
16
Koop, Gary
16
Yu, Jun
16
Diebold, Francis X.
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
13
Granger, C. W. J.
12
McAleer, Michael
12
Robinson, Peter M.
12
Schmidt, Peter
12
Chib, Siddhartha
11
Corradi, Valentina
11
Lewbel, Arthur
11
Renault, Eric
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Timmermann, Allan
11
Xiao, Zhijie
11
Barnett, William A.
10
Gallant, A. Ronald
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Todorov, Viktor
10
Whang, Yoon-jae
10
Bollerslev, Tim
9
Dufour, Jean-Marie
9
Kumbhakar, Subal
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Park, Joon Y.
9
Sentana, Enrique
9
Sickles, Robin C.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
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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
9,703
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8,515
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8,507
Economics letters
6,346
European journal of operational research : EJOR
6,162
Discussion paper / Centre for Economic Policy Research
5,708
CESifo working papers
4,784
Working paper
3,564
Journal of economic theory
3,528
Journal of economic behavior & organization : JEBO
3,312
SpringerLink / Bücher
3,264
Discussion paper series / IZA
3,260
Discussion paper / Tinbergen Institute
2,969
Games and economic behavior
2,882
Journal of economic dynamics & control
2,862
The American economic review
2,843
Europäische Hochschulschriften / 5
2,673
Computers & operations research : and their applications to problems of world concern ; an international journal
2,499
International journal of production research
2,457
Discussion paper
2,370
Management science : journal of the Institute for Operations Research and the Management Sciences
2,307
European economic review : EER
2,300
The economic journal : the journal of the Royal Economic Society
2,229
Economic theory : official journal of the Society for the Advancement of Economic Theory
2,143
Applied economics
2,141
Economic modelling
2,123
IZA Discussion Paper
2,116
Journal of public economics
2,109
CESifo Working Paper Series
2,065
CESifo Working Paper
2,063
Journal of banking & finance
2,035
Discussion paper / Center for Economic Research, Tilburg University
1,979
Public choice
1,965
International journal of production economics
1,915
Discussion papers / CEPR
1,821
Journal of business research : JBR
1,813
Social choice and welfare
1,696
Journal of mathematical economics
1,689
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,653
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1,803
USB Cologne (EcoSocSci)
1
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81
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
82
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
83
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
84
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
85
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
86
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
87
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
88
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
89
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
90
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
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