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Search: subject:"Multivariate"
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Multivariate Analyse
63
Multivariate analysis
63
Theorie
51
Theory
51
Estimation theory
49
Schätztheorie
49
Time series analysis
41
Zeitreihenanalyse
41
Multivariate Verteilung
27
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27
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23
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23
Estimation
20
Nichtparametrisches Verfahren
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20
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Factor analysis
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Faktorenanalyse
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Markov chain
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10
Multiple Regression
9
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124
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Fan, Yanqin
5
Chen, Xiaohong
4
MacKinnon, James G.
4
McAleer, Michael
4
Asai, Manabu
3
Gouriéroux, Christian
3
Hafner, Christian M.
3
Jasiak, Joann
3
Nielsen, Morten Ørregaard
3
Phillips, Peter C. B.
3
Webb, Matthew
3
Wied, Dominik
3
Bücher, Axel
2
Chen, Bin
2
Francq, Christian
2
Hallin, Marc
2
Hong, Yongmiao
2
King, Maxwell L.
2
Koop, Gary
2
Laurent, Sébastien
2
Liu, Ruixuan
2
Oh, Dong Hwan
2
Oka, Tatsushi
2
Okhrin, Ostap
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Sentana, Enrique
2
Shephard, Neil G.
2
Timmermann, Allan
2
Zhang, Xibin
2
Aiolfi, Marco
1
Akker, Ramon van den
1
Akram, Muhammad
1
Alonso, Andrés M.
1
Amengual, Dante
1
Andrade, Philippe
1
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1
Asimit, Alexandru V.
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Journal of econometrics
Insurance / Mathematics & economics
157
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
106
Applied economics
94
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
71
Discussion paper / Tinbergen Institute
70
Risks : open access journal
63
International journal of forecasting
62
Journal of banking & finance
62
International journal of production research
60
Annals of the Institute of Statistical Mathematics
57
Finance research letters
57
Econometric reviews
55
Economics letters
54
Working paper
53
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Computational economics
36
Tinbergen Institute Discussion Paper
36
Working Paper
36
Applied economics letters
35
Europäische Hochschulschriften / 5
35
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
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ECONIS (ZBW)
125
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125
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1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Stationary vine copula models for
multivariate
time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
Inference related to common breaks in a
multivariate
system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
6
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
7
Efficient estimation and filtering for
multivariate
jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
8
Identification of structural
multivariate
GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
10
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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