//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Momentenmethode"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Momentenmethode
Prognoseverfahren
Schätzung
Theorie
44
Theory
44
Estimation theory
40
Schätztheorie
40
Volatility
36
Volatilität
36
Time series analysis
31
Zeitreihenanalyse
31
Estimation
30
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Forecasting model
17
Capital income
16
Kapitaleinkommen
16
Stochastic process
16
Stochastischer Prozess
16
Börsenkurs
13
Share price
13
Panel
12
Panel study
12
High-frequency data
10
CAPM
9
Method of moments
9
Regression analysis
9
Regressionsanalyse
9
Stochastic volatility
7
ARCH model
6
ARCH-Modell
6
Financial market
6
Finanzmarkt
6
Induktive Statistik
6
Statistical inference
6
Statistical test
6
Statistischer Test
6
Cointegration
5
Correlation
5
Econometrics
5
more ...
less ...
Online availability
All
Undetermined
36
Free
1
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
51
Language
All
English
Macedonian
Norwegian
Romanian
Undetermined
Author
All
Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Timmermann, Allan
24
Bollerslev, Tim
21
Todorov, Viktor
21
Ghysels, Eric
19
Su, Liangjun
19
Pesaran, M. Hashem
16
Diebold, Francis X.
14
Gupta, Rangan
14
Koop, Gary
13
Linton, Oliver
13
Lee, Lung-fei
12
Clark, Todd E.
11
Swanson, Norman R.
11
Andersen, Torben
10
Hsiao, Cheng
10
McCracken, Michael W.
10
Phillips, Peter C. B.
10
Taylor, Robert
10
Dijk, Herman K. van
9
Kelly, Bryan T.
9
Li, Jia
9
Marcellino, Massimiliano
9
Rossi, Barbara
9
Sarafidis, Vasilis
9
Baltagi, Badi H.
8
Bouri, Elie
8
Cai, Zongwu
8
Gallant, A. Ronald
8
Inoue, Atsushi
8
Koopman, Siem Jan
8
Li, Kunpeng
8
Ng, Serena
8
Ravazzolo, Francesco
8
Schmidt, Peter
8
Schorfheide, Frank
8
Carrasco, Marine
7
Chen, Xiaohong
7
more ...
less ...
Published in...
All
Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Econometric reviews
5
Cambridge working papers in economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
German economic review
3
Handbook of financial time series
3
International review of economics & finance : IREF
3
Labour economics : official journal of the European Association of Labour Economists
3
The econometrics journal
3
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Cambridge-INET working papers
1
Computation and estimation in finance and economics
1
Econometric theory
1
Essays in honor of Joon Y. Park : econometric theory
1
European financial management : the journal of the European Financial Management Association
1
Forecasting volatility in the financial markets
1
Handbook of econometrics ; Vol. 6B
1
Handbook of economic forecasting ; Volume 2B
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
International journal of forecasting
1
Inventi impact: emerging economies
1
Jahrbücher für Nationalökonomie und Statistik
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
4
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
5
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
6
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
7
Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
Saved in:
8
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
9
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
10
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->