//--> //--> //--> //-->
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"
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: subject:"factor"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor analysis
106
Faktorenanalyse
104
Theorie
77
Theory
77
Estimation theory
69
Schätztheorie
69
Time series analysis
62
Zeitreihenanalyse
62
Estimation
56
Schätzung
56
Panel
34
Panel study
34
Forecasting model
32
Prognoseverfahren
32
Factor model
29
Volatility
25
Volatilität
25
Factor models
24
Capital income
22
Kapitaleinkommen
22
Principal components
15
CAPM
14
Regression analysis
14
Regressionsanalyse
14
Bayes-Statistik
13
Bayesian inference
13
Correlation
10
Induktive Statistik
10
Korrelation
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Portfolio selection
10
Portfolio-Management
10
Statistical inference
10
Stochastic process
10
Stochastischer Prozess
10
Structural break
9
Strukturbruch
9
ARCH model
8
ARCH-Modell
8
more ...
less ...
Online availability
All
Undetermined
120
Type of publication
All
Article
170
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
171
Aufsatz in Zeitschrift
171
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
171
Author
All
Fan, Jianqing
10
Bai, Jushan
9
Hallin, Marc
6
Xiu, Dacheng
6
Barigozzi, Matteo
5
Ng, Serena
5
Gouriéroux, Christian
4
Han, Xu
4
Kim, Donggyu
4
Li, Kunpeng
4
Liao, Yuan
4
Pesaran, M. Hashem
4
Sarafidis, Vasilis
4
Su, Liangjun
4
Westerlund, Joakim
4
Gagliardini, Patrick
3
Gonçalves, Sílvia
3
Heckman, James J.
3
Kao, Chihwa
3
Kapetanios, George
3
Koopman, Siem Jan
3
Li, Yong
3
Linton, Oliver
3
Lippi, Marco
3
Lu, Lina
3
Perron, Benoit
3
Prucha, Ingmar R.
3
Wang, Fa
3
Yu, Jun
3
Andersen, Torben
2
Ando, Tomohiro
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Chen, Rong
2
Chudik, Alexander
2
Cui, Guowei
2
Ergemen, Yunus Emre
2
Forni, Mario
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
more ...
less ...
Published in...
All
Journal of econometrics
SpringerLink / Bücher
568
Working paper / National Bureau of Economic Research, Inc.
398
NBER working paper series
393
MPRA Paper
325
NBER Working Paper
319
IMF Working Papers
261
CESifo working papers
223
Discussion paper series / IZA
211
Working paper
200
Psychometrika
198
Economics letters
191
Discussion paper / Centre for Economic Policy Research
189
Europäische Hochschulschriften / 5
182
Applied economics
175
CEPR Discussion Papers
175
Springer eBook Collection
168
Working Paper
154
Gabler Edition Wissenschaft
144
Economic modelling
142
Journal of business research : JBR
139
Discussion paper / Tinbergen Institute
133
IZA Discussion Papers
133
International journal of project management : the journal of The International Project Management Association
129
Energy economics
126
Discussion paper
125
ECB Working Paper
124
CESifo Working Paper
111
CESifo Working Paper Series
107
Finance research letters
106
Technological forecasting & social change : an international journal
97
Applied economics letters
96
International review of economics & finance : IREF
95
Journal of international economics
94
IZA Discussion Paper
85
Discussion papers / CEPR
84
IMF working papers
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Review of international economics
83
International journal of forecasting
82
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Group fused Lasso for large
factor
models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
3
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
4
Testing for structural changes in large dimensional
factor
models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in
factor
models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
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:
8
Large volatility matrix analysis using global and national
factor
models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
9
Uniform predictive inference for
factor
models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
Maximum likelihood estimation and inference for high dimensional generalized
factor
models with application to
factor
-augmented regressions
Wang, Fa
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 180-200
Persistent link: https://www.econbiz.de/10013441851
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->