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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Time-series methods and applications"
~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
~subject:"Downside risk"
~subject:"Volatilität"
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Schätztheorie
Downside risk
Volatilität
Theorie
53
Theory
53
Time series analysis
23
Zeitreihenanalyse
23
Estimation theory
10
Einheitswurzeltest
8
Forecasting model
8
Prognoseverfahren
8
Regression analysis
8
Regressionsanalyse
8
Stochastic process
8
Stochastischer Prozess
8
Unit root test
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Cointegration
7
Kointegration
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Nichtparametrisches Verfahren
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Nonparametric statistics
7
Nichtlineare Regression
6
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6
Panel
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Panel study
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Autokorrelation
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Bootstrap approach
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Bootstrap-Verfahren
4
Estimation
4
Schätzung
4
Bias
3
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Scientific modelling
3
Systematischer Fehler
3
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2
Capital income
2
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2
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Phillips, Peter C. B.
Swanson, Norman R.
Chib, Siddhartha
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Kohn, Robert
5
Andersen, Torben
4
Baltagi, Badi H.
4
Chen, Songnian
4
Hallin, Marc
4
King, Maxwell L.
4
McAleer, Michael
4
Renault, Eric
4
Schmidt, Peter
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Horowitz, Joel
3
Hsiao, Cheng
3
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Journal of econometrics
Time-series methods and applications
Working papers / Rutgers University, Department of Economics
21
Cowles Foundation discussion paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometric theory
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Applied financial economics
1
Cowles Foundation Discussion Paper
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Global COE Hi-Stat discussion paper series
1
Handbook of econometrics ; Vol. 1
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The review of financial studies
1
Tools and techniques
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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1
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
2
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
Saved in:
3
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
4
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
5
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
6
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
7
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
8
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
9
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
10
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
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