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"
~person:"Aït-Sahalia, Yacine"
~person:"Chen, Rong"
~person:"Fan, Jianqing"
~person:"Oka, Tatsushi"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
| 22 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
15
Theory
15
Time series analysis
8
Zeitreihenanalyse
8
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
Factor model
3
Portfolio selection
3
Portfolio-Management
3
Regressionsanalyse
3
Börsenkurs
2
CAPM
2
High-frequency data
2
Principal components
2
Risikomanagement
2
Risikomaß
2
Risikoprämie
2
Risk management
2
Risk measure
2
Risk premium
2
Share price
2
Yield curve
2
Zinsstruktur
2
ARMA model
1
ARMA-Modell
1
Anleihe
1
Asymptotic properties
1
Ausreißer
1
Autocorrelation
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Aït-Sahalia, Yacine
Chen, Rong
Fan, Jianqing
Oka, Tatsushi
Taylor, Robert
Hallin, Marc
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Herwartz, Helmut
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Zhang, Zhengjun
3
Asai, Manabu
2
Bai, Jushan
2
Barnett, William A.
2
Cavaliere, Giuseppe
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Kim, Dukpa
2
Ling, Shiqing
2
Linton, Oliver
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Pelger, Markus
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Seo, Myung Hwan
2
Shin, Yongcheol
2
Sun, Yixiao
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Tsay, Ruey S.
2
Vogt, Michael
2
Wang, Weining
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric reviews
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
2
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:
3
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly
;
Li, Tong
;
Oka, Tatsushi
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
Saved in:
4
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
5
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Saved in:
6
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
7
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
8
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
9
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
10
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
