//--> //--> //--> //-->
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"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Theorie
61
Theory
61
Estimation theory
39
Schätztheorie
39
Time series analysis
37
Zeitreihenanalyse
37
Regression analysis
19
Regressionsanalyse
19
Stochastic process
16
Stochastischer Prozess
16
Estimation
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Schätzung
15
Einheitswurzeltest
12
Unit root test
12
Volatility
12
Volatilität
12
Cointegration
10
Kointegration
10
Statistical test
10
Statistischer Test
10
Autocorrelation
9
Autokorrelation
9
Econometrics
9
Ökonometrie
9
Panel
8
Panel study
8
Statistical distribution
7
Statistische Verteilung
7
Forecasting model
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
6
Multivariate Analyse
6
Multivariate analysis
6
Prognoseverfahren
6
Scientific modelling
6
Correlation
5
Endogeneity
5
more ...
less ...
Online availability
All
Undetermined
41
Type of publication
All
Article
105
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
Article
Bibliografie
Book section
Working Paper
Aufsatz in Zeitschrift
112
Collection of articles of several authors
7
Sammelwerk
7
Festschrift
6
Konferenzschrift
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Hong, Yongmiao
Härdle, Wolfgang
Kanbur, Ravi
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
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
Hsiao, Cheng
26
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
Schmidt, Peter
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
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 ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
239
Cowles Foundation discussion paper
210
SFB 649 discussion paper
184
Discussion paper / Tinbergen Institute
139
Working paper
135
Tinbergen Institute Discussion Paper
131
Econometric theory
89
Working papers / Cornell University, Charles H. Dyson School of Applied Economics and Management
81
Discussion papers of interdisciplinary research project 373
57
Working papers / Cornell University, Department of Applied Economics and Management
56
SFB 373 Discussion Paper
52
Applied economics
46
Discussion paper / Centre for Economic Policy Research
41
Econometric reviews
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
CORE discussion paper : DP
30
Economics letters
30
Journal of economic surveys
29
Working papers in economics and econometrics
29
American journal of agricultural economics
24
Journal of Risk and Financial Management
23
Journal of risk and financial management : JRFM
23
Discussion paper series / IZA
21
IZA Discussion Papers
21
Economia internazionale
19
Policy research working paper : WPS
19
Discussion paper / A
17
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Annals of financial economics
16
The econometrics journal
16
Applied financial economics
15
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
15
IRTG 1792 discussion paper
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
School of Accounting, Finance and Economics & FEMARC working paper series
15
Journal of applied econometrics
14
Working papers in quantitative economics and econometrics
14
Discussion paper / Center for Economic Research, Tilburg University
13
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
71
-
80
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
72
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
73
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
74
An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
Saved in:
75
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
Saved in:
76
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
77
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
78
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
79
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
80
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->