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~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:"Engle, Robert F."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Hsiao, Cheng"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Ökonometrie"
~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"
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Ökonometrie
Theorie
63
Theory
63
Estimation theory
54
Schätztheorie
54
Volatility
41
Volatilität
41
Time series analysis
40
Zeitreihenanalyse
40
Estimation
35
Schätzung
35
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Forecasting model
21
Prognoseverfahren
21
Capital income
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Kapitaleinkommen
19
Panel
19
Panel study
19
Börsenkurs
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Share price
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Stochastic process
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Stochastischer Prozess
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Method of moments
13
Momentenmethode
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Statistical test
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Statistischer Test
13
CAPM
11
Correlation
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Korrelation
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Regression analysis
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Regressionsanalyse
11
Financial market
10
Finanzmarkt
10
High-frequency data
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Econometrics
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USA
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United States
9
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8
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Article
5
Book / Working Paper
5
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Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
10
Sammelwerk
6
Festschrift
4
Konferenzschrift
2
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1
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1
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1
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Language
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English
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Author
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Chiang, Thomas C.
Engle, Robert F.
Fitzenberger, Bernd
Gao, Jiti
Hsiao, Cheng
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Ghysels, Eric
7
Aigner, Dennis J.
4
Bauwens, Luc
4
Cai, Zongwu
4
Hong, Yongmiao
4
Barnett, William A.
3
Boswijk, Herman Peter
3
Dijk, Herman K. van
3
Geweke, John
3
Golan, Amos
3
Granger, C. W. J.
3
Hendry, David F.
3
Hu, Yingyao
3
Li, Qi
3
McAleer, Michael
3
Sickles, Robin C.
3
Veredas, David
3
Zellner, Arnold
3
Amemiya, Takeshi
2
Bhargava, Alok
2
Diewert, Walter E.
2
Dufour, Jean-Marie
2
Elliott, Graham
2
Horowitz, Joel
2
Härdle, Wolfgang
2
Keuzenkamp, Hugo A.
2
Kumbhakar, Subal
2
Li, Tong
2
Lima, Luiz Renato
2
Maasoumi, Esfandiar
2
Magnus, Jan R.
2
Marsh, Lawrence C.
2
Pesaran, M. Hashem
2
Rombouts, Jeroen V. K.
2
Scaillet, Olivier
2
Urbain, Jean-Pierre
2
Wang, Hansheng
2
White, Halbert
2
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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
Advanced texts in econometrics
1
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annual review of economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics ; Vol. 1
1
Handbook of econometrics ; Vol. 2
1
Handbooks in economics
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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ECONIS (ZBW)
10
Showing
1
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of
10
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date (oldest first)
1
Special Issue of the Journal of Econometrics on "Econometric Estimation and Testing : essays in Honour of Maxwell King"
Gao, Jiti
;
Anderson, Heather M.
;
Li, Tong
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 201-203
Persistent link: https://www.econbiz.de/10012483215
Saved in:
2
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
3
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana
;
Kristensen, Dennis
;
Renault, Eric
; …
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
Saved in:
4
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
5
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
6
Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001772158
Saved in:
7
Special anniversary issue: open forum on the current state and future challenges of econometrics
Hsiao, Cheng
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001546147
Saved in:
8
Studies in estimation and testing
Hsiao, Cheng
(
contributor
);
Perrigne, Isabelle
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585151
Saved in:
9
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
10
Studies in econometrics in honor of Dennis J. Aigner
Hsiao, Cheng
(
contributor
);
Aigner, Dennis J.
(
honouree
); …
- In:
Journal of econometrics
56
(
1993
)
1
Persistent link: https://www.econbiz.de/10001140416
Saved in:
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