Journal of Econometrics

Journal of Econometrics

ISSNs: 0304-4076

Additional searchable ISSN (Electronic): 1872-6895

Elsevier BV, Netherlands

Scopus rating (2021): CiteScore 4.1 SJR 3.523 SNIP 2.475

Journal

Journal Metrics
1 - 20 out of 26Page size: 20

Research Output

  1. 2023
  2. Published

    Quasi-maximum likelihood estimation of break point in high-dimensional factor models

    Duan, J., Bai, J. & Han, X., Mar 2023, In: Journal of Econometrics. 233, 1, p. 209-236

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
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  3. 2022
  4. Online published

    A latent class Cox model for heterogeneous time-to-event data

    Pei, Y., Peng, H. & Xu, J., 23 Nov 2022, (Online published) In: Journal of Econometrics.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  5. Online published

    Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates

    Bang, M., Gao, W. Y., Postlewaite, A. & Sieg, H., 15 Sep 2022, (Online published) In: Journal of Econometrics.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  6. Published

    Factor investing: A Bayesian hierarchical approach

    Feng, G. & He, J., Sep 2022, In: Journal of Econometrics. 230, 1, p. 183-200

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  7. 2021
  8. Published

    Solving Euler equations via two-stage nonparametric penalized splines

    Cui, L., Hong, Y. & Li, Y., Jun 2021, In: Journal of Econometrics. 222, 2, p. 1024-1056

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  9. Published

    Volatility analysis with realized GARCH-Itô models

    Song, X., Kim, D., Yuan, H., Cui, X., Lu, Z., Zhou, Y. & Wang, Y., May 2021, In: Journal of Econometrics. 222, 1, Part B, p. 393-410

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 16
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  10. 2020
  11. Published

    Estimation and inference of change points in high-dimensional factor models

    Bai, J., Han, X. & Shi, Y., Nov 2020, In: Journal of Econometrics. 219, 1, p. 66-100

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 12
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  12. Inference for the degree distributions of preferential attachment networks with zero-degree nodes

    Chan, N. H., Cheung, S. K. C. & Wong, S. P. S., May 2020, In: Journal of Econometrics. 216, 1, p. 220-234

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  13. 2019

  14. What do mean impacts miss? Distributional effects of corporate diversification

    Xiao, Z. & Xu, L., Nov 2019, In: Journal of Econometrics. 213, 1, p. 92-120 29 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 5
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  15. 2018

  16. Portmanteau-type tests for unit-root and cointegration

    Zhang, R. & Chan, N. H., 1 Dec 2018, In: Journal of Econometrics. 207, 2, p. 307-324

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  17. Published

    Estimation and inference of dynamic structural factor models with over-identifying restrictions

    Han, X., Feb 2018, In: Journal of Econometrics. 202, 2, p. 125-147

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  18. 2016

  19. Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients

    Dou, B., Parrella, M. L. & Yao, Q., Oct 2016, In: Journal of Econometrics. 194, 2, p. 369-382

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 18
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  20. 2015

  21. LASSO estimation of threshold autoregressive models

    Chan, N. H., Yau, C. Y. & Zhang, R., 1 Dec 2015, In: Journal of Econometrics. 189, 2, p. 285-296

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 27
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  22. Published

    Tests for overidentifying restrictions in Factor-Augmented VAR models

    Han, X., Feb 2015, In: Journal of Econometrics. 184, 2, p. 394-419

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
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  23. 2014

  24. On empirical likelihood statistical functions

    Yuan, A., Xu, J. & Zheng, G., Jan 2014, In: Journal of Econometrics. 178, PART 3, p. 613-623

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  25. 2013
  26. Published

    Model averaging by jackknife criterion in models with dependent data

    Zhang, X., Wan, A. T. K. & Zou, G., Jun 2013, In: Journal of Econometrics. 174, 2, p. 82-94

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 82
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  27. 2012

  28. Statistical tests for multiple forecast comparison

    Mariano, R. S. & Preve, D., Jul 2012, In: Journal of Econometrics. 169, 1, p. 123-130

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 29
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  29. 2011

  30. Linear programming-based estimators in simple linear regression

    Preve, D. & Medeiros, M. C., 3 Nov 2011, In: Journal of Econometrics. 165, 1, p. 128-136

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 7
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  31. 2010
  32. Published

    Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

    Zhou, Y., Wan, A. T. K., Xie, S. & Wang, X., Nov 2010, In: Journal of Econometrics. 159, 1, p. 183-201

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 15
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  33. Published

    Least squares model averaging by Mallows criterion

    Wan, A. T. K., Zhang, X. & Zou, G., Jun 2010, In: Journal of Econometrics. 156, 2, p. 277-283

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 163
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