//--> //--> //-->
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:"Koop, Gary"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Factor model"
~subject:"Forecasting 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
Forecasting model
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
10
Theory
10
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Prognoseverfahren
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
3
Kapitaleinkommen
3
Regressionsanalyse
3
VAR model
3
VAR-Modell
3
Bayesian
2
Börsenkurs
2
CAPM
2
Factor analysis
2
Faktorenanalyse
2
Macroeconomic forecasting
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
ARMA model
1
ARMA-Modell
1
Bayesian VARs
1
Beta risk
1
Betafaktor
1
Big data
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Economic forecast
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Aït-Sahalia, Yacine
Koop, Gary
Taylor, Robert
Diebold, Francis X.
5
Hallin, Marc
4
Patton, Andrew J.
4
Su, Liangjun
4
Barigozzi, Matteo
3
Chen, Rong
3
Galvão Júnior, Antônio Fialho
3
Herwartz, Helmut
3
Hong, Yongmiao
3
Linton, Oliver
3
Oka, Tatsushi
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Schorfheide, Frank
3
Seo, Myung Hwan
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Zhang, Zhengjun
3
Asai, Manabu
2
Bai, Jushan
2
Barnett, William A.
2
Boot, Tom
2
Casarin, Roberto
2
Diewert, Walter E.
2
Fan, Jianqing
2
Firpo, Sérgio Pinheiro
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Ghysels, Eric
2
Härdle, Wolfgang
2
Jin, Xin
2
Kapetanios, George
2
Kim, Dukpa
2
Koo, Bonsoo
2
Korobilis, Dimitris
2
Liao, Yuan
2
Maasoumi, Esfandiar
2
Maheu, John M.
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Econometric reviews
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->