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Search: subject:"Heterogenität"
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Subject
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Heteroskedastizität
1,331
Heteroscedasticity
1,322
Schätztheorie
572
Estimation theory
570
Theorie
516
Theory
514
ARCH model
335
ARCH-Modell
335
Zeitreihenanalyse
328
Time series analysis
324
Schätzung
271
Estimation
265
Heterogenität
255
Volatilität
192
Volatility
184
Regression analysis
158
Regressionsanalyse
158
Autokorrelation
142
Autocorrelation
137
Statistischer Test
136
Statistical test
134
VAR model
120
VAR-Modell
120
Bootstrap approach
93
Bootstrap-Verfahren
93
Schock
78
Shock
78
Markov chain
77
Markov-Kette
77
Forecasting model
74
Prognoseverfahren
74
Capital income
69
Kapitaleinkommen
69
Method of moments
69
Momentenmethode
69
USA
69
United States
68
Börsenkurs
66
Korrelation
66
Correlation
65
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Online availability
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Free
668
Undetermined
263
CC license
10
Type of publication
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Book / Working Paper
938
Article
697
Type of publication (narrower categories)
All
Article in journal
637
Aufsatz in Zeitschrift
637
Working Paper
407
Graue Literatur
406
Non-commercial literature
406
Arbeitspapier
396
Hochschulschrift
56
Thesis
45
Dissertation u.a. Prüfungsschriften
27
Collection of articles of several authors
20
Sammelwerk
20
Aufsatz im Buch
18
Aufsatzsammlung
18
Book section
18
Konferenzschrift
10
Bibliografie enthalten
9
Bibliography included
9
Article
8
Collection of articles written by one author
8
Sammlung
8
Conference proceedings
4
Amtsdruckschrift
2
Conference paper
2
Government document
2
Konferenzbeitrag
2
Lehrbuch
2
Mikroform
2
Systematic review
2
research-article
2
Übersichtsarbeit
2
Festschrift
1
Forschungsbericht
1
Textbook
1
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Language
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English
1,471
German
132
Undetermined
27
French
4
Czech
1
Turkish
1
Author
All
Lütkepohl, Helmut
61
Sun, Yixiao
33
Phillips, Peter C. B.
29
Taylor, Robert
23
Rigobón, Roberto
22
Newey, Whitney K.
19
Meitz, Mika
18
Saikkonen, Pentti
18
Cavaliere, Giuseppe
17
Chao, John C.
16
Swanson, Norman R.
16
Fritsch, Michael
15
Netšunajev, Aleksei
15
Hausman, Jerry A.
14
Schlaak, Thore
14
Stephan, Andreas
13
Woutersen, Tiemen
13
Anatolyev, Stanislav
12
Rombouts, Jeroen V. K.
12
Silva, João Santos
11
Vogelsang, Timothy J.
11
Garloff, Alfred
10
Nielsen, Morten Ørregaard
10
Velinov, Anton
10
West, Kenneth D.
10
Milunovich, George
9
Sentana, Enrique
9
Andrews, Donald W. K.
8
Bacchiocchi, Emanuele
8
Dette, Holger
8
Giraitis, Liudas
8
Gonçalves, Sílvia
8
Guggenberger, Patrik
8
Harris, David
8
Hwang, Jungbin
8
Kilian, Lutz
8
Malamud, Semyon
8
Podstawski, Maximilian
8
Sack, Brian
8
Yang, Minxian
8
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Institution
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National Bureau of Economic Research
15
Swiss National Centre of Competence in Research North South <Bern>
7
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
6
Institut zur Zukunft der Arbeit <Bonn>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Institut für Schweizerisches Bankwesen <Zürich>
5
London School of Economics and Political Science
5
University <Oxford> / Department of Economics
5
Center for Operations Research and Econometrics <Louvain-la-Neuve>
4
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
4
Centre for Analytical Finance <Århus>
3
Institut für Wirtschaftsinformatik <Göttingen> / Professur für Anwendungssysteme und E-Business
3
Institut für Wirtschaftsinformatik <Siegen>
3
Louisiana State University <Baton Rouge, La.> / E. J. Ourso College of Business
3
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
3
University <Nottingham> / Department of Economics
3
Zentrum für Europäische Wirtschaftsforschung (ZEW)
3
Boston College / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Fakultät Wirtschaftswissenschaften, Technische Universität Bergakademie Freiberg
2
Instituto Valenciano de Investigaciones Económicas
2
Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics
2
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
2
University of California, San Diego / Department of Economics
2
University of Exeter / Department of Economics
2
Universität <Bonn> / Wirtschaftswissenschaftlicher Fachbereich
2
Verlag Dr. Kovač
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Associazione Italiana Economisti del Lavoro
1
Brookhaven National Laboratory
1
Brown University / Department of Economics
1
Centre for Economic Research <Dublin>
1
Deutschland / Bundesministerium für Ernährung, Landwirtschaft und Forsten
1
Deutschland / Bundesministerium für Verbraucherschutz, Ernährung und Landwirtschaft
1
Eberhard Karls Universität Tübingen
1
Edward Elgar Publishing
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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Published in...
All
Journal of econometrics
86
Econometric theory
41
Econometric reviews
39
Economics letters
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
The econometrics journal
21
Journal of applied econometrics
13
NBER Working Paper
13
Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research
13
Cowles Foundation discussion paper
12
DIW Berlin Discussion Paper
12
CREATES research paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
FINRISK Working Paper Series
11
Working paper
11
Europäische Hochschulschriften / 5
10
Journal of empirical finance
10
SpringerLink / Bücher
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Applied economics
9
NBER working paper series
9
Working Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Working paper series / University of Zurich, Department of Economics
9
Applied economics letters
8
Applied financial economics
8
CESifo Working Paper Series
8
CESifo working papers
8
Cowles Foundation Discussion Paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economic modelling
8
Discussion paper series / IZA
7
Econometrics : open access journal
7
IZA Discussion Paper
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Journal of forecasting
7
Regional science & urban economics
7
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Source
All
ECONIS (ZBW)
1,438
USB Cologne (business full texts)
74
USB Cologne (EcoSocSci)
71
RePEc
27
EconStor
19
BASE
4
Other ZBW resources
2
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121
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121
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
122
Time-varying coefficient DAR model and stability measures for stablecoin prices : an application to Tether
Djogbenou, Antoine
;
Inan, Emre
;
Jasiak, Joann
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014478223
Saved in:
123
Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça
;
Ramser, Claudia Aline de Souza
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
Saved in:
124
Changepoint detection in heteroscedastic random coefficient autoregressive models
Horváth, Lajos
;
Trapani, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1300-1314
Persistent link: https://www.econbiz.de/10014448637
Saved in:
125
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
126
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
127
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
128
Risk vs upside uncertainty : application of quantile regression in investment analysis
Rehman, Seema
;
Khilji, Jameel Ahmed
;
Sharif, Saqib
- In:
Macroeconomics and finance in emerging market economies
16
(
2023
)
2
,
pp. 264-284
Persistent link: https://www.econbiz.de/10014319833
Saved in:
129
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
130
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
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