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subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"1993-1999"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Subject
All
United States
1993-1999
Economic growth
Estimation theory
Share price
Theorie
1,588
Theory
1,588
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
104
Stochastischer Prozess
104
USA
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
26
Type of publication
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Article
465
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference proceedings
Systematic review
Article in journal
469
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
4
Language
All
English
469
Author
All
Phillips, Peter C. B.
7
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Diebold, Francis X.
5
Franses, Philip Hans
5
Kohn, Robert
5
Koop, Gary
5
Steel, Mark F. J.
5
Baltagi, Badi H.
4
Granger, C. W. J.
4
King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Chen, Songnian
3
Donald, Stephen G.
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Grammig, Joachim
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Osiewalski, Jacek
3
Paap, Richard
3
Pesaran, M. Hashem
3
Powell, James
3
Ridder, Geert
3
Savin, N. Eugene
3
Shively, Thomas S.
3
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Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Economics letters
683
The American economic review
357
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
336
European journal of operational research : EJOR
335
The review of financial studies
334
The review of economics and statistics
332
The journal of finance : the journal of the American Finance Association
316
Applied economics
297
Econometric theory
293
American journal of agricultural economics
272
Journal of monetary economics
261
Journal of banking & finance
243
Economic modelling
237
Journal of applied econometrics
230
Journal of economic dynamics & control
228
Journal of financial economics
228
Journal of macroeconomics
212
Journal of political economy
211
Computers & operations research : and their applications to problems of world concern ; an international journal
210
International economic review
193
Applied economics letters
183
Journal of money, credit and banking : JMCB
178
Econometric reviews
174
Southern economic journal
166
Macroeconomic dynamics
162
European economic review : EER
160
Economic inquiry : journal of the Western Economic Association International
156
Journal of quantitative economics : official journal of the Indian Econometric Society
152
International journal of production research
148
Journal of economic behavior & organization : JEBO
148
The journal of futures markets
140
The review of economic studies
138
Public choice
137
The economic journal : the journal of the Royal Economic Society
137
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
Oxford bulletin of economics and statistics
132
The quarterly journal of economics
132
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ECONIS (ZBW)
469
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469
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
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:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
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:
6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
8
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
9
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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