//--> //--> //-->
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:"Herwartz, Helmut"
~person:"Taylor, Robert"
~person:"Wang, Weining"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor model"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Bildungsertrag
EU-Staaten
Estimation
Factor model
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
11
Theory
11
Volatility
6
Volatilität
6
Regressionsanalyse
4
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Zeitreihenanalyse
3
Business network
2
Börsenkurs
2
CAPM
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Systemic risk
2
Systemrisiko
2
Unternehmensnetzwerk
2
ARMA model
1
ARMA-Modell
1
Ansteckungseffekt
1
Autocorrelation
1
Autokorrelation
1
Autoregression
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian regularization
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Aït-Sahalia, Yacine
Herwartz, Helmut
Taylor, Robert
Wang, Weining
Hallin, Marc
4
Su, Liangjun
4
Barigozzi, Matteo
3
Galvão Júnior, Antônio Fialho
3
Hong, Yongmiao
3
Phillips, Peter C. B.
3
Zhang, Zhengjun
3
Asai, Manabu
2
Bai, Jushan
2
Barnett, William A.
2
Chen, Rong
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Härdle, Wolfgang
2
Kim, Dukpa
2
Linton, Oliver
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Oka, Tatsushi
2
Pelger, Markus
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Seo, Myung Hwan
2
Shin, Yongcheol
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Vogt, Michael
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Yichong
2
Agudze, Komla M.
1
Andersen, Torben
1
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
Economics letters
1
Energy economics
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
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)
10
Showing
1
-
10
of
10
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
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
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:
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
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
7
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:
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
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->