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Advanced Texts in Econometrics

Short Title: Adv. Texts Econometrics
Publisher: Oxford University Press, Oxford
Online: https://global.oup.com/academic/content/series/a/advanced-texts-in-econometrics-ate/?cc=de&lang=en&
Comments: Book series; No longer indexed
Documents Indexed: 17 Publications (1993–2010)

Latest Volumes

(1993-2010)

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 741 times in 713 Documents Cited by Year
Stochastic limit theory. An introduction for econometricians. Repr. Zbl 0904.60002
Davidson, James
154
1997
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
144
1993
Panel data econometrics. Zbl 1057.62112
Arellano, Manuel
85
2003
Generalized method of moments. Zbl 1076.62118
Hall, Alastair R.
61
2005
Stochastic volatility. Selected readings. Zbl 1076.60005
Shephard, Neil (ed.)
49
2005
Time series with long memory. Zbl 1113.62106
Robinson, Peter M. (ed.)
46
2003
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
40
2010
The cointegrated VAR model: Methodology and applications. Zbl 1258.91006
Juselius, Katarina
37
2006
Periodicity and stochastic trends in economic time series. Zbl 0868.62088
Franses, Philip Hans
36
1996
Periodic time series models. Zbl 1058.62112
Franses, Philip Hans; Paap, Richard
34
2004
Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze. Zbl 0986.62101
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François
24
1999
Micro-econometrics for policy, program, and treatment effects. Zbl 1122.91055
Lee, Myoung-Jae
8
2005
Readings in unobserved components models. Zbl 1080.62058
Harvey, Andrew; Proietti, Tommaso
7
2005
Finite sample economics. Zbl 1088.62136
Ullah, Aman
7
2004
Time-series-based econometrics: unit roots and co-integration. Zbl 0906.62123
Hatanaka, Michio
5
1998
The econometrics of macroeconomic modelling. Zbl 1089.91058
Bårdsen, Gunnar; Eitrheim, Øyvind; Jansen, Eilev S.; Nymoen, Ragnar
2
2005
Volatility and time series econometrics. Essays in honor of Robert F. Engle. Zbl 1223.91004
Bollerslev, Tim (ed.); Russell, Jeffrey R. (ed.); Watson, Mark W. (ed.)
2
2010
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
40
2010
Volatility and time series econometrics. Essays in honor of Robert F. Engle. Zbl 1223.91004
Bollerslev, Tim; Russell, Jeffrey R.; Watson, Mark W.
2
2010
The cointegrated VAR model: Methodology and applications. Zbl 1258.91006
Juselius, Katarina
37
2006
Generalized method of moments. Zbl 1076.62118
Hall, Alastair R.
61
2005
Stochastic volatility. Selected readings. Zbl 1076.60005
Shephard, Neil
49
2005
Micro-econometrics for policy, program, and treatment effects. Zbl 1122.91055
Lee, Myoung-Jae
8
2005
Readings in unobserved components models. Zbl 1080.62058
Harvey, Andrew; Proietti, Tommaso
7
2005
The econometrics of macroeconomic modelling. Zbl 1089.91058
Bårdsen, Gunnar; Eitrheim, Øyvind; Jansen, Eilev S.; Nymoen, Ragnar
2
2005
Periodic time series models. Zbl 1058.62112
Franses, Philip Hans; Paap, Richard
34
2004
Finite sample economics. Zbl 1088.62136
Ullah, Aman
7
2004
Panel data econometrics. Zbl 1057.62112
Arellano, Manuel
85
2003
Time series with long memory. Zbl 1113.62106
Robinson, Peter M.
46
2003
Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze. Zbl 0986.62101
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François
24
1999
Time-series-based econometrics: unit roots and co-integration. Zbl 0906.62123
Hatanaka, Michio
5
1998
Stochastic limit theory. An introduction for econometricians. Repr. Zbl 0904.60002
Davidson, James
154
1997
Periodicity and stochastic trends in economic time series. Zbl 0868.62088
Franses, Philip Hans
36
1996
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
144
1993
all top 5

Cited by 1,014 Authors

13 Tjøstheim, Dag B.
10 Franses, Philip Hans
10 Kapetanios, George
9 Cavaliere, Giuseppe
9 Taylor, A. M. Robert
9 Teräsvirta, Timo
8 Gao, Jiti
8 Kurita, Takamitsu
8 Saikkonen, Pentti
7 Shao, Xiaofeng
6 Aknouche, Abdelhakim
6 Duchesne, Pierre
6 Hayakawa, Kazuhiko
6 Pesaran, M. Hashem
5 Hall, Alastair R.
5 Li, Degui
5 Linton, Oliver Bruce
5 Lu, Zudi
5 Meitz, Mika
5 Nielsen, Morten Ørregaard
5 Pipiras, Vladas
5 Rombouts, Jeroen V. K.
5 Shin, Yongcheol
5 Ursu, Eugen
4 Baek, Changryong
4 Bauwens, Luc C. A. A.
4 Bibi, Abdelouahab
4 Chen, Cathy W. S.
4 Fokianos, Konstantinos
4 Francq, Christian
4 Gonçalves, Sílvia
4 Guerbyenne, Hafida
4 Jun, Sung Jae
4 Kiliç, Rehim
4 Koopman, Siem Jan
4 Lee, Myoungjae
4 Medeiros, Marcelo C.
4 Nicolau, João
4 Osborn, Denise R.
4 Patton, Andrew J.
4 Phillips, Peter Charles Bonest
4 Pinkse, Joris
4 Proietti, Tommaso
4 Rahbek, Anders
4 Tzavalis, Elias
4 van Dijk, Dick
4 Wang, Qiying
4 Wied, Dominik
3 Bai, Jushan
3 Blasques, Francisco
3 Boldea, Otilia
3 Boutahar, Mohamed
3 Breitung, Jorg
3 Cai, Zongwu
3 Castle, Jennifer L.
3 Chen, Rong
3 Corradi, Valentina
3 de Jong, Robert M.
3 del Barrio Castro, Tomas
3 Feng, Sanying
3 Ghysels, Eric
3 Harvey, David I.
3 Hendry, David F.
3 Hill, Jonathan B.
3 Hong, Yongmiao
3 Johansen, Søren Glud
3 Juselius, Katarina
3 Kock, Anders Bredahl
3 Koop, Gary
3 Lee, Sangyeol
3 Li, Gaorong
3 Lütkepohl, Helmut
3 Marmer, Vadim
3 McAleer, Michael
3 Mynbaev, Kairat T.
3 Nakajima, Jouchi
3 Okui, Ryo
3 Omori, Yasuhiro
3 Ooms, Marius
3 Otsu, Taisuke
3 Paap, Richard
3 Peel, David A.
3 Phillips, Robert F.
3 Prášková, Zuzana
3 Sandberg, Rickard
3 Shephard, Neil
3 Soltani, Ahmad Reza
3 Su, Liangjun
3 Sun, Yixiao
3 Swanson, Norman Rasmus
3 Tong, Howell
3 White, Halbert Lynn jun.
3 Xu, Keli
3 Yamagata, Takashi
2 Achab, Massil
2 Ahlgren, Niklas
2 Akashi, Kentaro
2 Anderson, Paul L.
2 Antell, Jan
2 Bacry, Emmanuel
...and 914 more Authors
all top 5

Cited in 114 Journals

142 Journal of Econometrics
53 Econometric Theory
46 Journal of Time Series Analysis
41 Computational Statistics and Data Analysis
30 Econometric Reviews
30 The Econometrics Journal
28 Economics Letters
20 Journal of Statistical Planning and Inference
19 Communications in Statistics. Theory and Methods
18 Journal of Economic Dynamics & Control
13 Statistics & Probability Letters
11 The Annals of Statistics
11 Journal of Statistical Computation and Simulation
10 Journal of Multivariate Analysis
10 Journal of Applied Statistics
8 Computational Statistics
8 Communications in Statistics. Simulation and Computation
7 Scandinavian Journal of Statistics
7 Kybernetika
7 Mathematics and Computers in Simulation
7 Electronic Journal of Statistics
7 Statistics and Computing
6 Statistical Science
6 European Journal of Operational Research
6 Open Economies Review
5 Journal of the American Statistical Association
5 Insurance Mathematics & Economics
5 Computational Economics
5 Statistical Papers
5 Statistical Inference for Stochastic Processes
5 Quantitative Finance
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Applied Probability
4 Journal of Nonparametric Statistics
4 Bayesian Analysis
4 Journal of Time Series Econometrics
3 Computers & Operations Research
3 Stochastic Processes and their Applications
3 Test
3 Journal of Forecasting
3 European Journal of Pure and Applied Mathematics
2 Journal of Statistical Physics
2 Psychometrika
2 Metroeconomica
2 Acta Mathematicae Applicatae Sinica. English Series
2 Statistics
2 Neural Computation
2 Statistica Sinica
2 Bernoulli
2 Chaos
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Journal of Economic Growth
2 Applied Stochastic Models in Business and Industry
2 Journal of Machine Learning Research (JMLR)
2 North American Actuarial Journal
2 Journal of the Korean Statistical Society
2 Journal of Statistical Theory and Practice
2 AStA. Advances in Statistical Analysis
2 Annals of Finance
1 The Canadian Journal of Statistics
1 Metrika
1 Physica A
1 Mathematics of Computation
1 The Annals of Probability
1 Automatica
1 International Statistical Review
1 Journal of Computational and Applied Mathematics
1 Journal of Environmental Economics and Management
1 Journal of Mathematical Economics
1 Journal of Mathematical Psychology
1 SIAM Journal on Control and Optimization
1 Statistica Neerlandica
1 Synthese
1 Advances in Applied Mathematics
1 Chinese Annals of Mathematics. Series B
1 Physica D
1 Probability Theory and Related Fields
1 International Journal of Approximate Reasoning
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Machine Learning
1 International Journal of Information and Management Sciences
1 Games and Economic Behavior
1 Linear Algebra and its Applications
1 Analele Ştiinţifice ale Universităţii Al. I. Cuza din Iaşi. Serie Nouă. Matematică
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 Applied Mathematical Finance
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Nonlinear Dynamics
1 Abstract and Applied Analysis
1 Studies in Nonlinear Dynamics and Econometrics
1 Australian & New Zealand Journal of Statistics
1 Mathematical and Computer Modelling of Dynamical Systems
1 Extremes
1 Macroeconomic Dynamics
1 Brazilian Journal of Probability and Statistics
1 Archives of Computational Methods in Engineering
1 Stochastic Models
...and 14 more Journals

Citations by Year