//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Blasques, Francisco"
~person:"Escribano, Álvaro"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Business-cycle consumption"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~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
| 30 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Business-cycle consumption
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
20
Time series analysis
11
Zeitreihenanalyse
11
Volatility
6
Volatilität
6
Factor analysis
5
Faktorenanalyse
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Dynamic factor models
3
Forecasting model
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Cointegration
2
Financial market
2
Finanzmarkt
2
High-dimensional data
2
High-frequency data
2
Kointegration
2
Nichtlineare Regression
2
Nonlinear regression
2
Oil price
2
PCA
2
Portfolio selection
2
Portfolio-Management
2
Preisrigidität
2
Price stickiness
2
Share price
2
Spillover effect
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
21
Author
All
Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Barigozzi, Matteo
Blasques, Francisco
Escribano, Álvaro
Heckman, James J.
Herwartz, Helmut
Pelger, Markus
Linton, Oliver
7
Semmler, Willi
7
Barnett, William A.
6
Chu, Angus C.
6
Phillips, Peter C. B.
6
Yu, Jun
6
Casarin, Roberto
5
Chiarella, Carl
5
Diebold, Francis X.
5
Gao, Jiti
5
Koop, Gary
5
Schorfheide, Frank
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Billio, Monica
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Gupta, Rangan
4
Hallin, Marc
4
Hong, Yongmiao
4
Jawadi, Fredj
4
Kapetanios, George
4
Lai, Ching-chong
4
Liao, Yuan
4
Patton, Andrew J.
4
Ramsey, James B.
4
Reichlin, Pietro
4
Seo, Myung Hwan
4
Serletis, Apostolos
4
Sola, Martin
4
Su, Liangjun
4
Wied, Dominik
4
Agénor, Pierre-Richard
3
Arvanitis, Stelios
3
Asai, Manabu
3
Bianchi, Francesco
3
Blazsek, Szabolcs
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of macroeconomics
Review of economic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
5
Energy economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
Econometric reviews
2
Economics letters
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Applied 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 econometric methods
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international trade & economic development : an international and comparative review
1
Macroeconomic dynamics
1
NBER reporter online
1
The American economic review
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
2
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
3
Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
Saved in:
4
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
5
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:
6
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
7
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
8
Patent propensity, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10011594700
Saved in:
9
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro
;
Torrado, María
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
Saved in:
10
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Fryzlewicz, Piotr
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 187-225
Persistent link: https://www.econbiz.de/10012110376
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->