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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Cai, Zongwu"
~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"
~subject:"Statistischer Test"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Econometrics
Economic growth
Korrelation
Statistischer Test
Theorie
44
Theory
44
Time series analysis
23
Zeitreihenanalyse
23
Saisonale Schwankungen
18
Seasonal variations
18
Estimation theory
13
Schätztheorie
13
Statistical test
5
Forecasting model
4
Prognoseverfahren
4
USA
4
Ökonometrie
4
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3
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3
Börsenkurs
2
CAPM
2
Correlation
2
Financial market
2
Finanzmarkt
2
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2
Statistical distribution
2
Statistical theory
2
Statistische Methodenlehre
2
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00.10.1992
1
ARCH model
1
ARCH-Modell
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1
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1
Agricultural market
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1
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14
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Cai, Zongwu
Dufour, Jean-Marie
Engle, Robert F.
Franses, Philip Hans
Ghysels, Eric
7
Hsiao, Cheng
6
Hong, Yongmiao
5
Khalaf, Lynda
5
McAleer, Michael
5
Phillips, Peter C. B.
5
Whang, Yoon-jae
5
Aigner, Dennis J.
4
Carrasco, Marine
4
Chen, Xiaohong
4
Koop, Gary
4
Li, Qi
4
Xiao, Zhijie
4
Andrews, Donald W. K.
3
Barnett, William A.
3
Darolles, Serge
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Geweke, John
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Heckman, James J.
3
King, Maxwell L.
3
Linton, Oliver
3
Lucas, André
3
Maasoumi, Esfandiar
3
Pesaran, M. Hashem
3
Prucha, Ingmar R.
3
Renault, Eric
3
Steel, Mark F. J.
3
Yu, Jun
3
Amemiya, Takeshi
2
Andreou, Elena
2
Atkinson, Scott Estes
2
Bera, Anil K.
2
Boswijk, Herman Peter
2
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Cahier / Département de Sciences Économiques, Université de Montréal
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
6
Econometric Institute research papers
5
Working paper series / University of Zurich, Department of Economics
5
Cahier / Départment de Sciences Économiques, Université de Montréal
4
Handbooks in economics
4
Journal of applied econometrics
4
Discussion paper / Tinbergen Institute
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Macroeconomic dynamics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Advanced texts in econometrics
2
Discussion paper / Deutsche Bundesbank
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of monetary economics
2
Oxford bulletin of economics and statistics
2
Report / Erasmus Center for Financial Research, Erasmus University
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
CRREP working paper 2017-01
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
ERIM report series research in management
1
Econometric analysis of financial and economic time series ; part B
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Economic modelling
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
International journal of forecasting
1
Jingji-lunwen
1
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ECONIS (ZBW)
14
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14
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1
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
2
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
3
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
4
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
9
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:
10
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
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