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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Theorie"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Search: subject:"Stochastischer Prozess"
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Theorie
United States
Zeitreihenanalyse
Stochastic process
37
Stochastischer Prozess
37
Theory
30
Time series analysis
5
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4
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Phillips, Peter C. B.
3
Tauchen, George Eugene
2
Todorov, Viktor
2
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1
Barberà, Salvador
1
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
453
Insurance / Mathematics & economics
155
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Journal of econometrics
138
Finance and stochastics
130
International journal of production research
128
International journal of theoretical and applied finance
122
Operations research
116
Operations research letters
102
Discussion paper / Tinbergen Institute
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Mathematics of operations research
81
International journal of production economics
76
Journal of economic dynamics & control
75
Econometric reviews
70
Risks : open access journal
65
INFORMS journal on computing : JOC
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Quantitative finance
62
Economics letters
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Journal of economic theory
55
Computational Management Science : CMS
53
Transportation research / E : an international journal
53
Working paper
51
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
50
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Econometric theory
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Discussion papers of interdisciplinary research project 373
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Management science : journal of the Institute for Operations Research and the Management Sciences
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SFB 649 discussion paper
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CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
42
Omega : the international journal of management science
41
SpringerLink / Bücher
41
Energy economics
40
Annals of operations research
37
IMA journal of management mathematics
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ECONIS (ZBW)
32
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
3
Survival versus profit maximization in a dynamic stochastic experiment
Oprea, Ryan
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2225-2255
Persistent link: https://www.econbiz.de/10011560352
Saved in:
4
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
5
Dynamic competition with random demand and costless search : a theory of price posting
Deneckere, Raymond J.
;
Peck, James
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1185-1247
Persistent link: https://www.econbiz.de/10009629014
Saved in:
6
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
7
Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
Saved in:
8
Identification and estimation of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1563-1604
Persistent link: https://www.econbiz.de/10009629520
Saved in:
9
Waiting for news in the market for lemons
Daley, Brendan
;
Green, Brett
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1433-1504
Persistent link: https://www.econbiz.de/10009629524
Saved in:
10
Mixed hitting-time models
Abbring, Jaap H.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 783-819
Persistent link: https://www.econbiz.de/10009534939
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