//--> //--> //-->
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
type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Markov-Kette"
~subject:"Statistische Verteilung"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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:"Theory"
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Statistische Verteilung
VAR-Modell
Theorie
39
Theory
39
Time series analysis
11
Zeitreihenanalyse
11
Econometrics
8
Ökonometrie
8
Estimation theory
7
Schätztheorie
7
Statistical test
7
Statistischer Test
7
Cointegration
5
Estimation
5
Kointegration
5
Schätzung
5
Markov chain
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Stochastic process
4
Stochastischer Prozess
4
VAR model
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Asymmetry
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Correlation
2
Econometric model
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Article in journal
Aufsatz in Zeitschrift
Case study
Working Paper
Collection of articles of several authors
1
Festschrift
1
Konferenzschrift
1
Language
All
English
10
Author
All
Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Koop, Gary
10
Chib, Siddhartha
6
Casarin, Roberto
5
Billio, Monica
4
Steel, Mark F. J.
4
Chan, Joshua
3
Corradi, Valentina
3
Korobilis, Dimitris
3
Li, Yong
3
Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Swanson, Norman R.
3
Yu, Jun
3
Bücher, Axel
2
Calvet, Laurent E.
2
Carrasco, Marine
2
Carriero, Andrea
2
Chang, Yoosoon
2
Chen, Bin
2
Chudik, Alexander
2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
Dijk, Herman K. van
2
Fan, Yanqin
2
Fernández, Carmen
2
Frühwirth-Schnatter, Sylvia
2
Giannone, Domenico
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Jin, Xin
2
Johansen, Søren
2
Kalli, Maria
2
Kapetanios, George
2
more ...
less ...
Published in...
All
Journal of econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
EUI working paper
10
CESifo working papers
4
Econometric theory
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
SFB 649 discussion paper
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of economic dynamics & control
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics discussion papers
1
International finance discussion papers
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Journal of the European Economic Association
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
2
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
3
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:
4
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
5
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
6
General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
Saved in:
7
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
8
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
9
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:
10
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->