//--> //--> //-->
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
subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Hautsch, Nikolaus"
~person:"Neumark, David"
~person:"Pesaran, M. Hashem"
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:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Estimation
9
Schätzung
9
Theorie
7
Theory
7
Volatility
4
Volatilität
4
Factor analysis
3
Faktorenanalyse
3
VAR model
3
VAR-Modell
3
Aggregation
2
CAPM
2
Capital income
2
Estimation theory
2
Forecasting model
2
Großbritannien
2
Kapitaleinkommen
2
Prognoseverfahren
2
Schätztheorie
2
Swap
2
United Kingdom
2
Zeitreihenanalyse
2
1972-1987
1
Beta risk
1
Betafaktor
1
Big data
1
Cointegration
1
Consumer price index
1
Deutschland
1
Equity risk premium
1
Factor model
1
Factor models
1
Fama-French factors
1
France
1
Frankreich
1
Germany
1
HJM approach
1
High-dimensional data
1
High-frequency data
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
Hautsch, Nikolaus
Neumark, David
Pesaran, M. Hashem
Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Tauchen, George Eugene
5
Andersen, Torben
3
Baltagi, Badi H.
3
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Aruoba, S. Borağan
2
Barigozzi, Matteo
2
Christensen, Kim
2
Diebold, Francis X.
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fulop, Andras
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Inoue, Atsushi
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Mroz, Thomas A.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Su, Liangjun
2
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
15
CESifo working papers
11
SFB 649 discussion paper
9
CFS working paper series
6
Cambridge working papers in economics
6
DAE working paper
5
Journal of applied econometrics
5
Discussion paper series / IZA
4
Applied quantitative finance
3
Industrial relations : a journal of economy & society
3
CESifo Working Paper
2
CESifo Working Paper Series
2
DNB working paper
2
IZA Discussion Paper
2
Journal of empirical finance
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
CREATES research paper
1
CoFE discussion papers
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Discussion papers in economics
1
Document de treball de l'IEB
1
Econometric reviews
1
Econometrics : open access journal
1
Econometrics of imperfect competition
1
European finance review : the official journal of the European Finance Association
1
Globalization Institute Working Paper
1
Handbook of economic forecasting ; 1
1
Health economics
1
IEPR Working Paper
1
ILR review : the journal of work and policy
1
IMF working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
2
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
3
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->