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subject:"United States"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Dufour, Jean-Marie"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Econometrics"
~subject:"Economic growth"
~subject:"Korrelation"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Econometrics
Economic growth
Korrelation
Theorie
54
Theory
54
Time series analysis
29
Zeitreihenanalyse
29
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
15
Schätztheorie
15
USA
11
Estimation
6
Schätzung
6
Statistical test
5
Statistischer Test
5
CAPM
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Prognoseverfahren
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Capital income
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Kapitaleinkommen
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Portfolio-Management
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Ankündigungseffekt
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Announcement effect
2
Börsenkurs
2
Correlation
2
Financial market
2
Finanzmarkt
2
Measurement
2
Messung
2
Option pricing theory
2
Optionspreistheorie
2
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2
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8
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16
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Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Heckman, James J.
22
Glaeser, Edward L.
18
Stiglitz, Joseph E.
15
Acemoglu, Daron
13
Caballero, Ricardo J.
13
Christiano, Lawrence J.
13
Cutler, David M.
13
Hall, Robert Ernest
13
Bekaert, Geert
12
Mulligan, Casey B.
12
Razin, Asaf
12
Jovanovic, Boyan
11
Beaudry, Paul
10
Eichenbaum, Martin S.
10
Feldstein, Martin S.
10
Diebold, Francis X.
9
Fullerton, Don
9
Hammour, Mohamad L.
9
Shimer, Robert
9
Alesina, Alberto
8
Auerbach, Alan J.
8
Blanchard, Olivier
8
Campbell, John Y.
8
Cooper, Russell W.
8
Helpman, Elhanan
8
Hodrick, Robert J.
8
Krueger, Alan B.
8
Lakdawalla, Darius
8
Lo, Andrew W.
8
Mitchell, Olivia S.
8
Neumark, David
8
Samwick, Andrew
8
Zeckhauser, Richard
8
Aizenman, Joshua
7
Basu, Susanto
7
Bernard, Andrew B.
7
Bils, Mark
7
Fisher, Jonas D. M.
7
Froot, Kenneth
7
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Economic modelling
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Working paper series / University of Zurich, Department of Economics
5
Handbooks in economics
4
Macroeconomic dynamics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Advanced texts in econometrics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Tinbergen Institute
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of monetary economics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in econometrics
1
Advances in econometrics : a research annual
1
Advances in futures and options research : a research annual
1
Applied economics
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Economica
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of macroeconomics
1
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ECONIS (ZBW)
16
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1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001415115
Saved in:
3
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
4
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
5
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
7
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
8
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
9
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
10
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
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