Journal of Econometrics

Journal of Econometrics

ISSNs: 0304-4076

Additional searchable ISSN (Electronic): 1872-6895

Elsevier BV, Netherlands

Scopus rating (2019): CiteScore 3.7 SJR 3.313 SNIP 2.492

Journal

Journal Metrics

Research Output

  1. 2020
  2. Online published

    Solving Euler Equations via Two-Stage Nonparametric Penalized Splines

    Cui, L., Hong, Y. & Li, Y., 21 Sep 2020, In : Journal of Econometrics.

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

    Check@CityULib
  3. Online published

    Volatility analysis with realized GARCH-Itô models

    Song, X., Kim, D., Yuan, H., Cui, X., Lu, Z., Zhou, Y. & Wang, Y., 6 Aug 2020, In : Journal of Econometrics.

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

    Scopus citations: 1
    Check@CityULib
  4. Online published

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

    Bai, J., Han, X. & Shi, Y., 4 May 2020, In : Journal of Econometrics.

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

    Check@CityULib
  5. 2018
  6. 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

    Scopus citations: 1
    Check@CityULib
  7. 2015
  8. 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

    Scopus citations: 7
    Check@CityULib
  9. 2013
  10. 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

    Scopus citations: 55
    Check@CityULib
  11. 2010
  12. 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

    Scopus citations: 14
    Check@CityULib
  13. 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

    Scopus citations: 101
    Check@CityULib
  14. 2003
  15. Published

    Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure

    Wan, A. T. K. & Zou, G., May 2003, In : Journal of Econometrics. 114, 1, p. 165-196

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

    Scopus citations: 11
    Check@CityULib
  16. 1998
  17. Published

    Asymptotic Bayesian analysis based on a limited information estimator

    Kwan, Y. K., 2 Nov 1998, In : Journal of Econometrics. 88, 1, p. 99-121

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

    Scopus citations: 17
    Check@CityULib
  18. 1996
  19. Published

    A causality-in-variance test and its application to financial market prices

    Cheung, Y. & Ng, L. K., May 1996, In : Journal of Econometrics. 72, 1-2, p. 33-48

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

    Scopus citations: 273
    Check@CityULib