//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Kapetanios, George"
~person:"Lütkepohl, Helmut"
~person:"Taylor, Robert"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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
| 28 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Theorie
76
Time series analysis
51
Zeitreihenanalyse
51
Estimation theory
42
Schätztheorie
42
Einheitswurzeltest
29
Unit root test
29
VAR model
18
VAR-Modell
18
Volatility
18
Volatilität
18
Bootstrap approach
16
Bootstrap-Verfahren
16
Cointegration
16
Kointegration
16
Estimation
15
Schätzung
15
Statistical test
14
Statistischer Test
14
Forecasting model
13
Prognoseverfahren
13
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Saisonale Schwankungen
9
Seasonal variations
9
Structural break
9
Strukturbruch
9
Capital income
8
Financial market
8
Finanzmarkt
8
Kapitaleinkommen
8
Regression analysis
8
Regressionsanalyse
8
Credit risk
7
Heteroscedasticity
7
Heteroskedastizität
7
Kreditrisiko
7
more ...
less ...
Online availability
All
Undetermined
16
Free
2
Type of publication
All
Article
79
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Systematic review
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Estonian
Spanish
Author
All
Gouriéroux, Christian
Jarrow, Robert A.
Kapetanios, George
Lütkepohl, Helmut
Taylor, Robert
Phillips, Peter C. B.
53
McAleer, Michael
27
Koop, Gary
24
Lee, Lung-fei
22
Maasoumi, Esfandiar
22
Pesaran, M. Hashem
22
Yu, Jun
21
Linton, Oliver
19
Swanson, Norman R.
18
Baltagi, Badi H.
17
Ghysels, Eric
17
Leybourne, Stephen James
17
Li, Qi
17
Schmidt, Peter
17
Xiao, Zhijie
16
Diebold, Francis X.
15
Granger, C. W. J.
15
Magnus, Jan R.
15
Kumbhakar, Subal
14
Park, Joon Y.
14
Renault, Eric
14
Steel, Mark F. J.
14
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Chib, Siddhartha
13
Dufour, Jean-Marie
13
Franses, Philip Hans
13
Timmermann, Allan
13
Whang, Yoon-jae
13
Bollerslev, Tim
12
Geweke, John
12
Hendry, David F.
12
Hsiao, Cheng
12
Ng, Serena
12
Saikkonen, Pentti
12
Teräsvirta, Timo
12
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
Journal of empirical finance
The econometrics journal
The journal of fixed income
Econometric theory
26
Economics letters
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Review of derivatives research
11
Journal of banking & finance
8
Oxford bulletin of economics and statistics
8
Journal of applied econometrics
7
Journal of economic dynamics & control
7
Annales d'économie et de statistique
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Finance research letters
6
International journal of forecasting
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
The journal of finance : the journal of the American Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
Journal of financial econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annals of finance
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Journal of economic surveys
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
7
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
8
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
Saved in:
9
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->