//--> //--> //--> //-->
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:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Barigozzi, Matteo"
~person:"Blasques, Francisco"
~person:"Casarin, Roberto"
~person:"Cavaliere, Giuseppe"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor analysis"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Volatility"
~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
| 28 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
EU-Staaten
Estimation
Factor analysis
Innovation
Schätzung
Structural innovations
Volatility
Welt
Ökonometrisches Modell
Theorie
22
Theory
22
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
8
Prognoseverfahren
8
Volatilität
7
Bayes-Statistik
4
Bayesian inference
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Dynamic factor models
3
Faktorenanalyse
3
Markov chain
3
Markov-Kette
3
Analysis of variance
2
Autocorrelation
2
Bootstrap
2
Correlation
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Forecasting
2
Korrelation
2
Modellierung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risikomaß
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
14
Author
All
Agudze, Komla M.
Bandi, Federico M.
Barigozzi, Matteo
Blasques, Francisco
Casarin, Roberto
Cavaliere, Giuseppe
Heckman, James J.
Herwartz, Helmut
Patton, Andrew J.
Aït-Sahalia, Yacine
4
Chen, Rong
4
Hallin, Marc
4
Su, Liangjun
4
Asai, Manabu
3
Diebold, Francis X.
3
Gagliardini, Patrick
3
Hong, Yongmiao
3
Kapetanios, George
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Zhang, Zhengjun
3
Bai, Jushan
2
Barnett, William A.
2
Bianchi, Francesco
2
Boswijk, Herman Peter
2
Carriero, Andrea
2
Chan, Joshua
2
Chang, Chia-Lin
2
Christensen, Kim
2
Chu, Angus C.
2
Cozzi, Guido
2
Diewert, Walter E.
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Gouriéroux, Christian
2
Hwang, Jungbin
2
Kim, Dukpa
2
Liao, Yuan
2
Ling, Shiqing
2
Liu, Xialu
2
Maasoumi, Esfandiar
2
Oka, Tatsushi
2
Pelger, Markus
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Review of economic dynamics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Economics letters
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric theory
1
Economic modelling
1
Energy economics
1
International journal of forecasting
1
Journal of economic dynamics & control
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
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
2
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:
3
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
4
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:
5
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:
6
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:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
8
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
9
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:
10
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->