//--> //--> //--> //-->
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:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Fan, Jianqing"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Koop, Gary"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
| 28 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bayesian inference
Börsenkurs
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
17
Time series analysis
10
Zeitreihenanalyse
10
Bayes-Statistik
6
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
CAPM
4
Factor analysis
4
Faktorenanalyse
4
Volatility
4
Volatilität
4
Markov chain
3
Markov-Kette
3
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
VAR model
3
VAR-Modell
3
Bayesian
2
Forecasting
2
High-dimensional data
2
High-frequency data
2
Induktive Statistik
2
Macroeconomic forecasting
2
Markov chain Monte Carlo
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
17
Author
All
Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Fan, Jianqing
Heckman, James J.
Herwartz, Helmut
Koop, Gary
Pelger, Markus
Linton, Oliver
7
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Gao, Jiti
5
Tsionas, Efthymios G.
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Casarin, Roberto
4
Chen, Rong
4
Galvão Júnior, Antônio Fialho
4
Hallin, Marc
4
Hong, Yongmiao
4
Liao, Yuan
4
Patton, Andrew J.
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Su, Liangjun
4
Arvanitis, Stelios
3
Asai, Manabu
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Firpo, Sérgio Pinheiro
3
Gagliardini, Patrick
3
Härdle, Wolfgang
3
Kapetanios, George
3
Koo, Bonsoo
3
Lewbel, Arthur
3
Li, Yong
3
Lieberman, Offer
3
Maasoumi, Esfandiar
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Oka, Tatsushi
3
Park, Joon Y.
3
Pettenuzzo, Davide
3
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
International journal of forecasting
5
Journal of international money and finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Economics letters
2
Energy economics
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Annual review of financial economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial economics
1
Macroeconomic dynamics
1
NBER reporter online
1
Review of economic dynamics
1
The American economic review
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
3
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:
4
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:
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
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
9
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
10
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->