//--> //--> //--> //-->
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:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
66
Schätztheorie
66
Theorie
54
Theory
54
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Time series analysis
36
Volatility
36
Volatilität
36
Zeitreihenanalyse
36
Estimation
34
Schätzung
34
Panel
18
Panel study
18
Forecasting model
17
Prognoseverfahren
17
Regression analysis
17
Regressionsanalyse
17
Capital income
16
Kapitaleinkommen
16
Stochastic process
16
Stochastischer Prozess
16
Börsenkurs
14
Share price
14
High-frequency data
10
Method of moments
10
Momentenmethode
10
Statistical test
10
Statistischer Test
10
CAPM
8
Econometrics
8
Ökonometrie
8
Cointegration
7
Kointegration
7
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic volatility
7
Correlation
6
more ...
less ...
Online availability
All
Undetermined
67
Free
1
Type of publication
All
Article
147
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
154
Sammelwerk
5
Festschrift
4
Aufsatzsammlung
3
Konferenzschrift
3
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
more ...
less ...
Language
All
English
Macedonian
Norwegian
Romanian
Undetermined
Author
All
Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
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
Hsiao, Cheng
30
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
Diebold, Francis X.
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
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 theory
32
Econometric reviews
27
Economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Jahrbücher für Nationalökonomie und Statistik
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of financial econometrics
7
The econometrics journal
7
International review of economics & finance : IREF
6
Journal of applied econometrics
6
Labour economics : official journal of the European Association of Labour Economists
6
The review of financial studies
6
Annals of economics and finance
5
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
Cambridge working papers in economics
4
Econometrics : open access journal
4
German economic review
4
International economic review
4
Journal of economics & business
4
Journal of empirical finance
4
Quantitative economics : QE ; journal of the Econometric Society
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The review of economics and statistics
4
China economic review : an international journal
3
Finance research letters
3
Handbook of financial time series
3
Journal for labour market research
3
Journal of banking & finance
3
Journal of economic theory
3
Journal of electronic commerce research : JECR
3
Journal of international money and finance
3
Journal of the American Statistical Association : JASA
3
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
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
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:
7
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:
8
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:
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...
//-->