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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Asymmetric information"
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Stochastic process
Time series analysis
Asymmetric information
Theorie
633
Theory
633
Zeitreihenanalyse
55
Game theory
40
Spieltheorie
40
USA
40
United States
40
Estimation theory
37
Schätztheorie
37
Allgemeines Gleichgewicht
34
General equilibrium
34
Stochastischer Prozess
31
Asymmetrische Information
29
Einheitswurzeltest
27
Unit root test
27
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Method of moments
22
Momentenmethode
22
Regression analysis
21
Regressionsanalyse
21
Preismanagement
20
Pricing strategy
20
Modellierung
18
Scientific modelling
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Geldpolitik
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Monetary policy
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Neue politische Ökonomie
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Public choice
17
Estimation
16
Schätzung
16
Statistical test
16
Statistischer Test
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Börsenkurs
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Equilibrium model
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English
104
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Phillips, Peter C. B.
53
Bergemann, Dirk
13
Morris, Stephen
7
Lieberman, Offer
6
Yu, Jun
5
Chen, Xiaohong
4
Andrews, Donald W. K.
3
Deb, Joyee
3
Heumann, Tibor
3
Jin, Sainan
3
Mandelbrot, Benoît B.
3
Sun, Yixiao
3
Välimäki, Juuso
3
Wang, Qiying
3
Xiao, Zhijie
3
Han, Chirok
2
Hu, Ling
2
Liao, Zhipeng
2
Linton, Oliver
2
Magdalinos, Tassos
2
Ploberger, Werner
2
Shi, Zhentao
2
Shimotsu, Katsumi
2
Shin, Hyun Song
2
Skrzypacz, Andrzej
2
Solo, Victor
2
Sudhir, K.
2
Tsyvinski, Aleh
2
Yeh, Edmund M.
2
Zivot, Eric
2
Allen, Franklin
1
Amato, Jeffrey D.
1
Armstrong, Mark
1
Bar-Isaac, Heski
1
Barral, Julien
1
Biswas, Eva
1
Boerma, Job
1
Brooks, Ben
1
Calvet, Laurent E.
1
Carrasco, Marine
1
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University of Hong Kong / School of Economics and Finance
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Cowles Foundation discussion paper
European journal of operational research : EJOR
534
Economics letters
425
Journal of econometrics
398
International journal of forecasting
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of economic theory
262
Discussion paper / Tinbergen Institute
248
Journal of forecasting
231
Econometric theory
214
Discussion paper / Centre for Economic Policy Research
201
NBER working paper series
190
Working paper / National Bureau of Economic Research, Inc.
186
Economic modelling
182
NBER Working Paper
182
Insurance / Mathematics & economics
178
CESifo working papers
173
Econometric reviews
170
Journal of economic dynamics & control
167
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166
Economic theory : official journal of the Society for the Advancement of Economic Theory
162
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
156
International journal of production research
155
Computers & operations research : and their applications to problems of world concern ; an international journal
154
Finance and stochastics
139
Games and economic behavior
132
Management science : journal of the Institute for Operations Research and the Management Sciences
131
International journal of theoretical and applied finance
129
Operations research
127
Applied economics
126
Computational economics
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
International journal of production economics
111
Operations research letters
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
105
Journal of banking & finance
102
CREATES research paper
101
Applied economics letters
99
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ECONIS (ZBW)
104
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1
A unified approach to second and third degree price discrimination
Bergemann, Dirk
;
Heumann, Tibor
;
Wang, Michael C.
-
2024
Persistent link: https://www.econbiz.de/10014467498
Saved in:
2
Policy with stochastic hysteresis
Boerma, Job
;
Riabov, Georgii
;
Tsyvinski, Aleh
-
2023
Persistent link: https://www.econbiz.de/10014538958
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3
Extreme points of first-order stochastic dominance intervals : theory and applications
Yang, Kai Hao
;
Zentefis, Alexander K.
-
2023
Persistent link: https://www.econbiz.de/10014235301
Saved in:
4
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
6
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
7
Screening with persuasion
Bergemann, Dirk
;
Heumann, Tibor
;
Morris, Stephen
-
2022
Persistent link: https://www.econbiz.de/10013326693
Saved in:
8
Nonlinear pricing with finite information
Bergemann, Dirk
;
Yeh, Edmund M.
;
Zhang, Jinkun
-
2021
Persistent link: https://www.econbiz.de/10012618369
Saved in:
9
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
10
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
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