//--> //--> //--> //-->
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
~isPartOf:"ECB Occasional Paper"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Ifo Beiträge zur Wirtschaftsforschung"
~isPartOf:"Journal of econometrics"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~language:"eng"
~language:"sqi"
~person:"Dufour, Jean-Marie"
~person:"Lee, Lung-fei"
~source:"econis"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Optionspreistheorie"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Fallstudie"
~type_genre:"Research Report"
~type_genre:"Thesis"
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:
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation
Optionspreistheorie
Theorie
Theory
25
Estimation theory
23
Schätztheorie
23
Autocorrelation
16
Autokorrelation
16
Räumliche Interaktion
14
Spatial interaction
14
Regional economics
12
Regionalökonomik
12
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Method of moments
9
Momentenmethode
9
Statistical test
8
Statistischer Test
8
Panel
7
Panel study
7
Regression analysis
6
Regressionsanalyse
6
Spatial autoregressive model
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Near-epoch dependence
4
Schätzung
4
Simulation
4
Time series analysis
4
Zeitreihenanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Fixed effects
3
Heteroscedasticity
3
Heteroskedastizität
3
Social relations
3
Soziale Beziehungen
3
Spatial autoregression
3
Statistical distribution
3
Statistische Verteilung
3
Tobit model
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Fallstudie
Research Report
Thesis
Aufsatz in Zeitschrift
28
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
Albanian
Author
All
Dufour, Jean-Marie
Lee, Lung-fei
Phillips, Peter C. B.
41
Linton, Oliver
23
Gouriéroux, Christian
19
Bollerslev, Tim
17
Ghysels, Eric
17
Koop, Gary
17
Tauchen, George Eugene
17
Todorov, Viktor
17
Swanson, Norman R.
16
Yu, Jun
16
Pesaran, M. Hashem
15
Aït-Sahalia, Yacine
14
Diebold, Francis X.
14
Hsiao, Cheng
14
Xiao, Zhijie
14
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Chib, Siddhartha
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Gallant, A. Ronald
10
Hong, Yongmiao
10
Mykland, Per A.
10
Patton, Andrew J.
10
Robinson, Peter M.
10
Shin, Yongcheol
10
Su, Liangjun
10
Xiu, Dacheng
10
more ...
less ...
Published in...
All
ECB Occasional Paper
Europäische Hochschulschriften / 5
Ifo Beiträge zur Wirtschaftsforschung
Journal of econometrics
Lecture notes in economics and mathematical systems : LNEMS
Econometric theory
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics letters
6
Regional science & urban economics
6
Journal of applied econometrics
5
The econometrics journal
5
Econometric reviews
4
International economic review
4
The review of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic dynamics & control
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Spatial economic analysis : the journal of the Regional Studies Association
2
Analysis of data on health
1
Annales d'économie et de statistique
1
Foundations and trends in econometrics
1
Global journal of economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Letters in spatial and resource sciences : LSRS
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
The Canadian journal of economics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
3
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
4
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
Saved in:
5
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
6
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
7
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
Saved in:
8
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:
9
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->