//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Diebold, Francis X."
~person:"Gao, Jiti"
~person:"Hsiao, Cheng"
~person:"Li, Qi"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
Theorie
79
Theory
79
Estimation theory
77
Schätztheorie
77
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Time series analysis
41
Zeitreihenanalyse
41
Estimation
38
Schätzung
38
Volatility
38
Volatilität
38
Forecasting model
32
Prognoseverfahren
32
Panel
24
Panel study
24
Capital income
20
Kapitaleinkommen
20
Regression analysis
18
Regressionsanalyse
18
Stochastic process
17
Stochastischer Prozess
17
Statistical test
15
Statistischer Test
15
Börsenkurs
14
Method of moments
14
Momentenmethode
14
Share price
14
Ökonometrie
14
Econometrics
13
USA
11
United States
11
High-frequency data
10
Financial market
9
Finanzmarkt
9
CAPM
8
Cointegration
8
Kointegration
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
more ...
less ...
Online availability
All
Undetermined
79
Free
1
Type of publication
All
Article
189
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
202
Sammelwerk
11
Festschrift
8
Konferenzschrift
6
Aufsatzsammlung
4
Conference paper
4
Konferenzbeitrag
4
Conference proceedings
2
Systematic review
1
more ...
less ...
Language
All
English
Macedonian
Norwegian
Romanian
Undetermined
Author
All
Chiang, Thomas C.
Diebold, Francis X.
Gao, Jiti
Hsiao, Cheng
Li, Qi
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
71
Lee, Cheng F.
50
Linton, Oliver
49
Ghysels, Eric
45
Taylor, Robert
40
Su, Liangjun
39
Koop, Gary
38
Lee, Lung-fei
38
Stulz, René M.
37
Timmermann, Allan
37
Pesaran, M. Hashem
35
Bollerslev, Tim
33
Robinson, Peter M.
30
Aït-Sahalia, Yacine
29
Todorov, Viktor
29
Park, Joon Y.
27
Swanson, Norman R.
27
White, Halbert
27
Bai, Jushan
26
Gouriéroux, Christian
26
Koopman, Siem Jan
26
Ng, Serena
26
Yu, Jun
26
Chen, Songnian
24
Dufour, Jean-Marie
24
Lewbel, Arthur
24
Schmidt, Peter
24
Andrews, Donald W. K.
23
Chen, Xiaohong
23
Stock, James H.
23
Baltagi, Badi H.
22
Engle, Robert F.
22
Fan, Jianqing
22
more ...
less ...
Institution
All
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
International Conference on Econometrics <2016, Melbourne>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Econometric reviews
40
Econometric theory
38
Economics letters
23
Journal of applied econometrics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
The econometrics journal
10
The review of economics and statistics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International economic review
7
Journal of financial econometrics
7
Annals of economics and finance
6
China economic review : an international journal
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of forecasting
6
International review of economics & finance : IREF
6
The American economic review
6
The review of financial studies
6
Global finance journal
5
Journal of international financial markets, institutions & money
5
Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
5
The review of economic studies
5
Cambridge working papers in economics
4
Energy economics
4
Essays in honor of Cheng Hsiao
4
Journal of banking & finance
4
Journal of economics & business
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of the American Statistical Association : JASA
4
Quantitative economics : QE ; journal of the Econometric Society
4
The Oxford handbook of panel data
4
The journal of finance : the journal of the American Finance Association
4
Econometrics : open access journal
3
Essays in honor of Aman Ullah
3
more ...
less ...
Source
All
ECONIS (ZBW)
202
Showing
1
-
10
of
202
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
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
5
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:
6
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:
7
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
10
Testing for unobserved heterogeneity via k-means clustering
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 737-751
Persistent link: https://www.econbiz.de/10014448431
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->