//--> //--> //--> //-->
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 econometrics"
~language:"eng"
~language:"ind"
~person:"Hsiao, Cheng"
~person:"Tauchen, George Eugene"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
19
Schätztheorie
19
Theorie
17
Theory
17
Volatility
15
Volatilität
15
Estimation
13
Schätzung
13
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Börsenkurs
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
Zeitreihenanalyse
8
Method of moments
7
Momentenmethode
7
Panel
7
Panel study
7
Statistical test
7
Statistischer Test
7
High-frequency data
6
Stochastic volatility
6
Ökonometrie
6
Capital income
5
Econometrics
5
Kapitaleinkommen
5
Specification test
4
Forecasting model
3
Induktive Statistik
3
Martingal
3
Martingale
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
Prognoseverfahren
3
Semimartingale
3
Statistical inference
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
41
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
46
Festschrift
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Aufsatzsammlung
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Indonesian
Author
All
Hsiao, Cheng
Tauchen, George Eugene
Phillips, Peter C. B.
66
Linton, Oliver
45
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Yu, Jun
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Todorov, Viktor
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
Fan, Yanqin
17
more ...
less ...
Institution
All
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
Published in...
All
Journal of econometrics
Econometric reviews
9
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of applied econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
China economic review : an international journal
3
Economics letters
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Monetary and economic studies
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
The review of economic studies
3
Econometric Society monographs
2
Econometrics : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Pacific economic review
2
Review of Pacific Basin financial markets and policies
2
The econometrics journal
2
The review of economics and statistics
2
The review of financial studies
2
Annals of economics and finance
1
Asia-Pacific journal of accounting & economics : APJAE
1
Computation and estimation in finance and economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric Society monographs series
1
Econometric methods and financial time series
1
Economic development and cultural change
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
India macroeconomics annual ...
1
International economic review
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of regional science
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
3
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
4
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:
5
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
6
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 114-128
Persistent link: https://www.econbiz.de/10012116128
Saved in:
7
Panel models with interactive effects
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 645-673
Persistent link: https://www.econbiz.de/10012110421
Saved in:
8
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:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->