//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Gouriéroux, Christian"
~isPartOf:"Journal of econometrics"
~person:"Lee, Lung-fei"
~person:"Taylor, Robert"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
40
Theory
40
Estimation theory
12
Schätztheorie
12
Time series analysis
8
Zeitreihenanalyse
8
Räumliche Interaktion
6
Spatial interaction
6
Autocorrelation
5
Autokorrelation
5
Einheitswurzeltest
5
Method of moments
5
Momentenmethode
5
Unit root test
5
Panel
4
Panel study
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Estimation
3
Regional economics
3
Regionalökonomik
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
Simulation
3
Statistical test
3
Statistischer Test
3
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Derivat
2
Derivative
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
GMM
2
Heteroscedasticity
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
39
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Language
All
English
40
Author
All
Gouriéroux, Christian
Lee, Lung-fei
Taylor, Robert
Phillips, Peter C. B.
36
Koop, Gary
16
Swanson, Norman R.
16
Yu, Jun
16
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
66
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Econometric theory
26
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Annales d'économie et de statistique
15
Department of Economics discussion paper / Department of Economics, The University of Birmingham
15
Econometric reviews
15
Journal of empirical finance
7
The econometrics journal
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
L' Actualité économique : revue trimest.
5
Oxford bulletin of economics and statistics
5
Regional science & urban economics
5
Economics letters
4
Journal of banking & finance
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annals of economics and statistics
3
Documents de travail / Banque de France
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of financial econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Discussion paper
2
Discussion paper series
2
Finance : revue de l'Association Française de Finance
2
Journal de la Société de Statistique de Paris
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
Princeton series in finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The Oxford handbook of panel data
2
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
4
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
5
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
Saved in:
6
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
8
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
9
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
Saved in:
10
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->