//--> //--> //-->
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:"Frühwirth-Schnatter, Sylvia"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
6
Theory
6
Volatility
4
Volatilität
4
Factor analysis
3
Faktorenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Time series analysis
2
Zeitreihenanalyse
2
Bayesian Lasso
1
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Double gamma prior
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial market
1
Finanzmarkt
1
Hierarchical priors
1
High frequency trading
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
Japan
1
Jumps
1
Kalman filter
1
Latent factor model
1
Likelihood approximation
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Frühwirth-Schnatter, Sylvia
Hallin, Marc
4
Barigozzi, Matteo
3
Herwartz, Helmut
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Zhang, Zhengjun
3
Asai, Manabu
2
Barnett, William A.
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Gao, Jiti
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Kim, Dukpa
2
Ling, Shiqing
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Oka, Tatsushi
2
Pelger, Markus
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Sun, Yixiao
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Tsay, Ruey S.
2
Xiu, Dacheng
2
Yang, Dan
2
Zhang, Rongmao
2
Zhang, Xinyu
2
Agudze, Komla M.
1
Andersen, Torben
1
Aruoba, S. Borağan
1
Babii, Andrii
1
Bai, Jushan
1
Bailey, Natalia
1
Ball, Ryan T.
1
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
2
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:
3
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->