//--> //--> //--> //-->
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:"Firpo, Sérgio Pinheiro"
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Seo, Myung Hwan"
~person:"Xiu, Dacheng"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bayesian regularization"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Method of moments"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
| 26 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bayesian regularization
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Innovation
Method of moments
Regression analysis
Schätzung
Structural innovations
Ökonometrisches Modell
Theorie
19
Theory
19
Forecasting model
8
Prognoseverfahren
8
Volatility
6
Volatilität
6
Regressionsanalyse
5
Capital income
4
Kapitaleinkommen
4
Time series analysis
4
Zeitreihenanalyse
4
CAPM
3
Forecasting
3
Portfolio selection
3
Portfolio-Management
3
Analysis of variance
2
Big data
2
Factor analysis
2
Faktorenanalyse
2
Jumps
2
Modellierung
2
Momentenmethode
2
Quantile regression
2
Risikomanagement
2
Risk management
2
Scientific modelling
2
Varianzanalyse
2
Artificial intelligence
1
Asset allocation
1
Autoencoder
1
Bayes-Statistik
1
Bayesian inference
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Aït-Sahalia, Yacine
Firpo, Sérgio Pinheiro
Herwartz, Helmut
Patton, Andrew J.
Seo, Myung Hwan
Xiu, Dacheng
Hallin, Marc
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Linton, Oliver
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
Chen, Rong
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Gallant, A. Ronald
2
Gao, Jiti
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Ling, Shiqing
2
McAleer, Michael
2
Pelger, Markus
2
Sasaki, Yuya
2
Shin, Yongcheol
2
Sickles, Robin C.
2
Sun, Yixiao
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Tsay, Ruey S.
2
Vogt, Michael
2
Wang, Weining
2
Yang, Dan
2
Zhang, Rongmao
2
Zhang, Xinyu
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
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:
3
High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo
;
Anderson, Heather M.
;
Seo, Myung Hwan
; …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
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
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:
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
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:
8
Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
Saved in:
9
Measurement errors in quantile regression models
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 146-164
Persistent link: https://www.econbiz.de/10011818373
Saved in:
10
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->