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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"und"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Theory
Volatility
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
463
Type of publication
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Article
1,774
Book / Working Paper
31
Type of publication (narrower categories)
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Arbeitspapier
Article in journal
Fallstudie
Statistik
Aufsatz in Zeitschrift
1,805
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
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1
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English
Italian
Lithuanian
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Phillips, Peter C. B.
37
Bollerslev, Tim
21
Gouriéroux, Christian
18
Linton, Oliver
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Ghysels, Eric
17
Swanson, Norman R.
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
McAleer, Michael
16
Pesaran, M. Hashem
14
Corradi, Valentina
13
Diebold, Francis X.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Patton, Andrew J.
12
Renault, Eric
12
Taylor, Robert
12
Xiao, Zhijie
12
Andersen, Torben
11
Granger, C. W. J.
11
Mykland, Per A.
11
Park, Joon Y.
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Gallant, A. Ronald
10
Hsiao, Cheng
10
Timmermann, Allan
10
Barnett, William A.
9
Hong, Yongmiao
9
Kohn, Robert
9
Li, Qi
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Xiu, Dacheng
9
Baltagi, Badi H.
8
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
7,871
Economics letters
5,648
Discussion paper / Centre for Economic Policy Research
5,590
European journal of operational research : EJOR
4,963
CESifo working papers
4,144
Working paper
3,233
Discussion paper series / IZA
3,167
Journal of economic theory
2,894
Journal of economic dynamics & control
2,649
Discussion paper / Tinbergen Institute
2,560
Applied economics
2,512
The American economic review
2,444
Computers & operations research : and their applications to problems of world concern ; an international journal
2,333
Journal of economic behavior & organization : JEBO
2,310
Economic modelling
2,304
IMF working papers
2,234
European economic review : EER
2,148
International journal of production research
1,950
Journal of banking & finance
1,899
Discussion paper
1,884
Games and economic behavior
1,864
Discussion papers / CEPR
1,825
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,822
The economic journal : the journal of the Royal Economic Society
1,800
Journal of public economics
1,785
Discussion paper / Center for Economic Research, Tilburg University
1,755
Journal of monetary economics
1,690
Energy economics
1,685
Applied economics letters
1,580
Management science : journal of the Institute for Operations Research and the Management Sciences
1,539
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,507
Journal of international money and finance
1,476
IMF working paper
1,436
Public choice
1,403
Journal of macroeconomics
1,380
International economic review
1,379
Journal of international economics
1,372
Social choice and welfare
1,325
Finance research letters
1,313
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Source
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ECONIS (ZBW)
1,805
Showing
1
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10
of
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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