//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Li, Yong"
~person:"Pelger, Markus"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"CCAPM"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"High-dimensional data"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 27 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Autokorrelation
CCAPM
EU-Staaten
Estimation
Forecasting model
High-dimensional data
Innovation
Schätzung
Structural innovations
Theorie
Ökonometrisches Modell
Theory
13
Bayes-Statistik
5
Bayesian inference
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Kapitaleinkommen
4
CAPM
3
Latent variable models
3
Markov chain
3
Markov-Kette
3
Simulation
3
Decision theory
2
Factor analysis
2
Faktorenanalyse
2
Markov chain Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
PCA
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
AIC
1
Aggregation
1
Analysis of variance
1
Anomalies
1
Approximate factor model
1
Arbeitslosigkeit
1
Autocorrelation
1
Bayes factor
1
Business cycle
1
Business-cycle consumption
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
13
Author
All
Agudze, Komla M.
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Li, Yong
Pelger, Markus
Makridakis, Spyros G.
13
Assimakopoulos, V.
9
Hyndman, Rob J.
9
Spiliotis, Evangelos
9
Linton, Oliver
8
Koopman, Siem Jan
7
Diebold, Francis X.
6
Frazier, David T.
6
Marcellino, Massimiliano
6
Petropoulos, Fotios
6
Phillips, Peter C. B.
6
Yu, Jun
6
Arvanitis, Stelios
5
Aït-Sahalia, Yacine
5
Chan, Joshua
5
Hendry, David F.
5
Kang, Yanfei
5
Kapetanios, George
5
Kelly, Bryan T.
5
Koop, Gary
5
Lucas, André
5
Morellec, Erwan
5
Ruiz, Esther
5
Tsionas, Efthymios G.
5
Wang, Yudong
5
Zaman, Saeed
5
Ziel, Florian
5
Asai, Manabu
4
Barigozzi, Matteo
4
Carriero, Andrea
4
Casarin, Roberto
4
Catania, Leopoldo
4
Chen, Rong
4
Eicher, Theo S.
4
Galvão Júnior, Antônio Fialho
4
Gao, Jiti
4
Goude, Yannig
4
Hallin, Marc
4
Hecq, Alain W. J.
4
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
International journal of forecasting
Journal of econometrics
Journal of financial economics
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
FinanzArchiv : public finance analysis
3
Applied economics letters
2
Finance research letters
2
International tax and public finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Climate policy
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of mathematical finance
1
Mathematical social sciences
1
Metroeconomica : international review of economics
1
Resource and energy economics
1
Review of economic dynamics
1
Strategic entrepreneurship journal : SEJ
1
Structural change and economic dynamics : SC+ED
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
4
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
5
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
6
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
9
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
10
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->