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subject:"Einheitswurzeltest"
~isPartOf:"Journal of econometrics"
~subject:"Panel"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Einheitswurzeltest
Panel
Volatilität
Time series analysis
662
Zeitreihenanalyse
662
Theorie
319
Theory
319
Estimation theory
308
Schätztheorie
308
Estimation
115
Schätzung
114
Volatility
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Panel study
38
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
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2
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Article in journal
176
Aufsatz in Zeitschrift
176
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English
177
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Phillips, Peter C. B.
11
Taylor, Robert
9
Todorov, Viktor
7
Li, Jia
6
Andersen, Torben
5
Hallin, Marc
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Barigozzi, Matteo
4
Bollerslev, Tim
4
Harvey, David I.
4
Leybourne, Stephen James
4
Linton, Oliver
4
McAleer, Michael
4
Park, Joon Y.
4
Patton, Andrew J.
4
Westerlund, Joakim
4
Cavaliere, Giuseppe
3
Chang, Yoosoon
3
Fan, Jianqing
3
Kong, Xin-Bing
3
Lieberman, Offer
3
Medeiros, Marcelo C.
3
Perron, Benoit
3
Wang, Yazhen
3
Amsler, Christine Elaine
2
Asai, Manabu
2
Bai, Jushan
2
Baltagi, Badi H.
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Kim
2
Clinet, Simon
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Hounyo, Ulrich
2
Jong, Robert M. de
2
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Journal of econometrics
Economic modelling
92
Energy economics
84
Economics letters
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Applied economics
71
International journal of forecasting
71
Applied economics letters
68
Econometric reviews
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of empirical finance
52
Finance research letters
49
Econometric theory
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of forecasting
41
International review of economics & finance : IREF
40
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
31
Journal of financial econometrics
29
Journal of risk and financial management : JRFM
29
The econometrics journal
29
Computational economics
28
Journal of banking & finance
26
Quantitative finance
26
Econometrics : open access journal
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Research in international business and finance
24
The empirical economics letters : a monthly international journal of economics
21
Journal of economic dynamics & control
20
Journal of applied econometrics
19
Journal of international financial markets, institutions & money
18
Oxford bulletin of economics and statistics
18
Applied financial economics
17
International Journal of Energy Economics and Policy : IJEEP
17
International journal of finance & economics : IJFE
16
Journal of time series econometrics
16
International journal of economics and financial issues : IJEFI
15
Journal of economics and finance
15
Journal of financial economics
14
International journal of economics and finance
13
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ECONIS (ZBW)
177
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1
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10
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177
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
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:
3
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:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
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:
7
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:
8
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:
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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