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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Cointegration"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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| 9 applied filters
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Subject
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Schätztheorie
Cointegration
Momentenmethode
Monte Carlo simulation
Volatilität
Theorie
1,915
Theory
1,915
Estimation theory
504
Time series analysis
337
Zeitreihenanalyse
337
Estimation
175
Schätzung
175
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Forecasting model
136
Prognoseverfahren
136
Statistical test
130
Statistischer Test
130
Volatility
128
Regression analysis
122
Regressionsanalyse
122
Stochastic process
104
Stochastischer Prozess
104
USA
98
United States
98
Panel
92
Panel study
92
Ökonometrie
90
Econometrics
89
Bayes-Statistik
88
Bayesian inference
88
Statistical theory
80
Statistische Methodenlehre
80
Statistical distribution
79
Statistische Verteilung
79
Method of moments
78
Monte-Carlo-Simulation
76
Kointegration
73
Markov chain
71
Markov-Kette
71
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Online availability
All
Undetermined
87
Type of publication
All
Article
803
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
807
Collection of articles of several authors
10
Sammelwerk
10
Systematic review
4
Übersichtsarbeit
4
Conference proceedings
3
Konferenzschrift
3
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Language
All
English
807
Author
All
Chib, Siddhartha
11
Lee, Lung-fei
10
Phillips, Peter C. B.
10
Ullah, Aman
9
King, Maxwell L.
8
Lütkepohl, Helmut
8
Robinson, Peter M.
8
Srivastava, Virendra K.
8
Gouriéroux, Christian
7
Koop, Gary
7
Li, Qi
7
Schmidt, Peter
7
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Baltagi, Badi H.
6
Bollerslev, Tim
6
Giles, David E. A.
6
Granger, C. W. J.
6
Kohn, Robert
6
Saikkonen, Pentti
6
Yu, Jun
6
Boswijk, Herman Peter
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
McAleer, Michael
5
Nachane, Dilip M.
5
Ohtani, Kazuhiro
5
Pesaran, M. Hashem
5
Renault, Eric
5
Singh, Radhey S.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Bera, Anil K.
4
Corradi, Valentina
4
Fry, Tim R. L.
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Hallin, Marc
4
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Published in...
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
561
Econometric theory
355
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
316
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
288
Econometric reviews
249
Journal of applied econometrics
199
Applied economics
175
Economic modelling
155
The review of economics and statistics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of economic dynamics & control
142
Journal of banking & finance
137
Oxford bulletin of economics and statistics
137
Journal of forecasting
127
International journal of forecasting
123
Journal of empirical finance
106
Journal of international money and finance
105
Applied economics letters
96
Statistical papers
94
Finance research letters
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
International journal of theoretical and applied finance
88
Journal of financial economics
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
International economic review
81
Energy economics
78
The econometrics journal
78
The review of financial studies
77
International review of financial analysis
76
Journal of monetary economics
72
The review of economic studies
72
American journal of agricultural economics
71
Computational economics
70
The European journal of finance
70
International review of economics & finance : IREF
68
The journal of finance : the journal of the American Finance Association
67
Annales d'économie et de statistique
65
The journal of futures markets
63
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ECONIS (ZBW)
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807
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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