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  Subjects -> STATISTICS (Total: 130 journals)
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Journal of Econometrics
Journal Prestige (SJR): 5.191
Citation Impact (citeScore): 2
Number of Followers: 84  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0304-4076 - ISSN (Online) 1872-6895
Published by Elsevier Homepage  [2971 journals]
  • Penalized time-varying model averaging

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      Abstract: Publication date: Available online 2 December 2022Source: Journal of EconometricsAuthor(s): Yuying Sun, Yongmiao Hong, Shouyang Wang, Xinyu Zhang
       
  • Regression-adjusted estimation of quantile treatment effects under
           covariate-adaptive randomizations

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      Abstract: Publication date: Available online 30 November 2022Source: Journal of EconometricsAuthor(s): Liang Jiang, Peter C.B. Phillips, Yubo Tao, Yichong Zhang
       
  • Gender differences in sorting on wages and risk

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      Abstract: Publication date: Available online 30 November 2022Source: Journal of EconometricsAuthor(s): Kurt Lavetti, Ian M. Schmutte
       
  • Time-varying unobserved heterogeneity in earnings shocks

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      Abstract: Publication date: Available online 26 November 2022Source: Journal of EconometricsAuthor(s): Irene Botosaru
       
  • Peer effects and endogenous social interactions

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      Abstract: Publication date: Available online 26 November 2022Source: Journal of EconometricsAuthor(s): Koen Jochmans
       
  • Sample selection models without exclusion restrictions: Parameter
           heterogeneity and partial identification

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      Abstract: Publication date: Available online 26 November 2022Source: Journal of EconometricsAuthor(s): Bo E. Honoré, Luojia Hu
       
  • Community network auto-regression for high-dimensional time series

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      Abstract: Publication date: Available online 24 November 2022Source: Journal of EconometricsAuthor(s): Elynn Y. Chen, Jianqing Fan, Xuening Zhu
       
  • A latent class Cox model for heterogeneous time-to-event data

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      Abstract: Publication date: Available online 23 November 2022Source: Journal of EconometricsAuthor(s): Youquan Pei, Heng Peng, Jinfeng Xu
       
  • Distinguishing incentive from selection effects in auction-determined
           contracts

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      Abstract: Publication date: Available online 23 November 2022Source: Journal of EconometricsAuthor(s): Laurent Lamy, Manasa Patnam, Michael Visser
       
  • Higher-order least squares inference for spatial autoregressions

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Francesca Rossi, Peter M. Robinson
       
  • Estimation of spatial sample selection models: A partial maximum
           likelihood approach

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Renata Rabovič, Pavel Čížek
       
  • A spatial panel quantile model with unobserved heterogeneity

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Tomohiro Ando, Kunpeng Li, Lina Lu
       
  • Spatial econometrics for misaligned data

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Guillaume Allaire Pouliot
       
  • Efficient closed-form estimation of large spatial autoregressions

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Abhimanyu Gupta
       
  • Sparse spatio-temporal autoregressions by profiling and bagging

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Yingying Ma, Shaojun Guo, Hansheng Wang
       
  • Who should get vaccinated' Individualized allocation of vaccines over
           SIR network

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Toru Kitagawa, Guanyi Wang
       
  • Nonparametric comparison of epidemic time trends: The case of COVID-19

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Marina Khismatullina, Michael Vogt
       
  • How to go viral: A COVID-19 model with endogenously time-varying
           parameters

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Paul Ho, Thomas A. Lubik, Christian Matthes
       
  • Nowcasting in a pandemic using non-parametric mixed frequency VARs

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer, Josef Schreiner
       
  • Time varying Markov process with partially observed aggregate data: An
           application to coronavirus

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): C. Gourieroux, J. Jasiak
       
  • Nowcasting the output gap

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Tino Berger, James Morley, Benjamin Wong
       
  • Time series analysis of COVID-19 infection curve: A change-point
           perspective

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      Abstract: Publication date: January 2023Source: Journal of Econometrics, Volume 232, Issue 1Author(s): Feiyu Jiang, Zifeng Zhao, Xiaofeng Shao
       
  • Asymptotic F test in regressions with observations collected at high
           frequency over long span

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      Abstract: Publication date: Available online 22 November 2022Source: Journal of EconometricsAuthor(s): Daniel F. Pellatt, Yixiao Sun
       
  • ETF Basket-Adjusted Covariance estimation

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      Abstract: Publication date: Available online 22 November 2022Source: Journal of EconometricsAuthor(s): Kris Boudt, Kirill Dragun, Orimar Sauri, Steven Vanduffel
       
  • Nonparametric identification and estimation with discrete instruments and
           regressors

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      Abstract: Publication date: Available online 22 November 2022Source: Journal of EconometricsAuthor(s): Isaac Loh
       
  • A post-screening diagnostic study for ultrahigh dimensional data

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      Abstract: Publication date: Available online 21 November 2022Source: Journal of EconometricsAuthor(s): Yaowu Zhang, Yeqing Zhou, Liping Zhu
       
  • Testing and signal identification for two-sample high-dimensional
           covariances via multi-level thresholding

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      Abstract: Publication date: Available online 19 November 2022Source: Journal of EconometricsAuthor(s): Song Xi Chen, Bin Guo, Yumou Qiu
       
  • Two-step estimation of censored quantile regression for duration models
           with time-varying regressors

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      Abstract: Publication date: Available online 19 November 2022Source: Journal of EconometricsAuthor(s): Songnian Chen
       
  • Nonparametric identification and estimation of the extended Roy model

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      Abstract: Publication date: Available online 17 November 2022Source: Journal of EconometricsAuthor(s): Ji Hyung Lee, Byoung G. Park
       
  • Lasso inference for high-dimensional time series

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      Abstract: Publication date: Available online 15 November 2022Source: Journal of EconometricsAuthor(s): Robert Adamek, Stephan Smeekes, Ines Wilms
       
  • Probability assessments of an ice-free Arctic: Comparing statistical and
           climate model projections

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Francis X. Diebold, Glenn D. Rudebusch
       
  • Nowcasting with large Bayesian vector autoregressions

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti, Andrej Sokol
       
  • SVARs with occasionally-binding constraints

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide, Sergio Villalvazo
       
  • Joint Bayesian inference about impulse responses in VAR models

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Atsushi Inoue, Lutz Kilian
       
  • Approximate maximum likelihood for complex structural models

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Veronika Czellar, David T. Frazier, Eric Renault
       
  • Monetary reforms and inflation expectations in Japan: Evidence from
           inflation-indexed bonds

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Jens H.E. Christensen, Mark M. Spiegel
       
  • Words speak as loudly as actions: Central bank communication and the
           response of equity prices to macroeconomic announcements

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Ben Gardner, Chiara Scotti, Clara Vega
       
  • Testing for parameter instability and structural change in persistent
           predictive regressions

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Torben G. Andersen, Rasmus T. Varneskov
       
  • From zero to hero: Realized partial (co)variances

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Tim Bollerslev, Marcelo C. Medeiros, Andrew J. Patton, Rogier Quaedvlieg
       
  • Conditional rotation between forecasting models

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Yinchu Zhu, Allan Timmermann
       
  • Editorial for special issue in honor of Francis X. Diebold

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      Abstract: Publication date: December 2022Source: Journal of Econometrics, Volume 231, Issue 2Author(s): Atsushi Inoue, Lutz Kilian, Andrew Patton
       
  • Semiparametric partially linear varying coefficient modal regression

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      Abstract: Publication date: Available online 21 October 2022Source: Journal of EconometricsAuthor(s): Aman Ullah, Tao Wang, Weixin Yao
       
  • Sieve bootstrap inference for linear time-varying coefficient models

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      Abstract: Publication date: Available online 21 October 2022Source: Journal of EconometricsAuthor(s): Marina Friedrich, Yicong Lin
       
  • Multiple treatments with strategic substitutes

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      Abstract: Publication date: Available online 20 October 2022Source: Journal of EconometricsAuthor(s): Jorge F. Balat, Sukjin Han
       
  • Indirect inference estimation of dynamic panel data models

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      Abstract: Publication date: Available online 14 October 2022Source: Journal of EconometricsAuthor(s): Yong Bao, Xuewen Yu
       
  • Testing the martingale difference hypothesis in high dimension

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      Abstract: Publication date: Available online 13 October 2022Source: Journal of EconometricsAuthor(s): Jinyuan Chang, Qing Jiang, Xiaofeng Shao
       
  • Macroeconomic forecasting and variable ordering in multivariate stochastic
           volatility models

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      Abstract: Publication date: Available online 7 October 2022Source: Journal of EconometricsAuthor(s): Jonas E. Arias, Juan F. Rubio-Ramírez, Minchul Shin
       
  • Gender pension gaps in a private retirement accounts system: A dynamic
           model of household labor supply and savings

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      Abstract: Publication date: Available online 5 October 2022Source: Journal of EconometricsAuthor(s): Clement Joubert, Petra E. Todd
       
  • Kernel density estimation for undirected dyadic data

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      Abstract: Publication date: Available online 30 September 2022Source: Journal of EconometricsAuthor(s): Bryan S. Graham, Fengshi Niu, James L. Powell
       
  • Synthetic Learner: Model-free inference on treatments over time

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      Abstract: Publication date: Available online 27 September 2022Source: Journal of EconometricsAuthor(s): Davide Viviano, Jelena Bradic
       
  • Bootstrap specification tests for dynamic conditional distribution models

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      Abstract: Publication date: Available online 24 September 2022Source: Journal of EconometricsAuthor(s): Indeewara Perera, Mervyn J. Silvapulle
       
  • Identification and inference of network formation games with misclassified
           links

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      Abstract: Publication date: Available online 22 September 2022Source: Journal of EconometricsAuthor(s): Luis E. Candelaria, Takuya Ura
       
  • Time-varying minimum variance portfolio

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      Abstract: Publication date: Available online 22 September 2022Source: Journal of EconometricsAuthor(s): Qingliang Fan, Ruike Wu, Yanrong Yang, Wei Zhong
       
  • A generalized knockoff procedure for FDR control in structural change
           detection

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      Abstract: Publication date: Available online 21 September 2022Source: Journal of EconometricsAuthor(s): Jingyuan Liu, Ao Sun, Yuan Ke
       
 
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