//--> //--> //--> //-->
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"
~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:"Cointegration"
~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"
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
Cointegration
Prognoseverfahren
Schätzung
Theorie
43
Theory
43
Estimation theory
40
Schätztheorie
40
Volatility
34
Volatilität
34
Time series analysis
31
Zeitreihenanalyse
31
Estimation
28
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Forecasting model
17
Stochastic process
16
Stochastischer Prozess
16
Capital income
14
Kapitaleinkommen
14
Panel
12
Panel study
12
Börsenkurs
11
Share price
11
High-frequency data
10
Method of moments
9
Momentenmethode
9
Regression analysis
9
Regressionsanalyse
9
CAPM
8
Stochastic volatility
7
Financial market
6
Finanzmarkt
6
Induktive Statistik
6
Statistical inference
6
Statistical test
6
Statistischer Test
6
ARCH model
5
ARCH-Modell
5
Correlation
5
Econometrics
5
more ...
less ...
Online availability
All
Undetermined
30
Free
1
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Aufsatz in Zeitschrift
43
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
Todorov, Viktor
20
Bollerslev, Tim
19
Phillips, Peter C. B.
18
Su, Liangjun
15
Diebold, Francis X.
14
Ghysels, Eric
14
Koop, Gary
14
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Taylor, Robert
13
Linton, Oliver
12
Clark, Todd E.
11
Andersen, Torben
10
Dijk, Herman K. van
10
Lütkepohl, Helmut
10
McCracken, Michael W.
10
Nielsen, Morten Ørregaard
10
Boswijk, Herman Peter
9
Kelly, Bryan T.
9
Marcellino, Massimiliano
9
Ng, Serena
9
Rossi, Barbara
9
Cai, Zongwu
8
Johansen, Søren
8
Leybourne, Stephen James
8
Li, Jia
8
Ravazzolo, Francesco
8
Schorfheide, Frank
8
Baltagi, Badi H.
7
Corradi, Valentina
7
Dijk, Dick van
7
Elliott, Graham
7
Giacomini, Raffaella
7
Hsiao, Cheng
7
Kapetanios, George
7
Koopman, Siem Jan
7
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Cambridge working papers in economics
3
German economic review
3
Handbook of financial time series
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Labour economics : official journal of the European Association of Labour Economists
3
Econometric theory
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
Finance research letters
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of population economics
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Advances in financial planning and forecasting
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 reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Essays in honor of Joon Y. Park : econometric theory
1
European financial management : the journal of the European Financial Management Association
1
Finance a úvěr
1
Forecasting volatility in the financial markets
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
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
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
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:
6
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:
7
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:
8
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:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->