//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Aït-Sahalia, Yacine"
~person:"Herwartz, Helmut"
~person:"Patton, Andrew J."
~person:"Su, Liangjun"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Electronic trading"
~subject:"Estimation"
~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
| 24 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Electronic trading
Estimation
Forecasting model
Innovation
Regression analysis
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Theorie
16
Theory
16
Prognoseverfahren
6
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Factor analysis
3
Faktorenanalyse
3
Panel
3
Panel study
3
Portfolio selection
3
Portfolio-Management
3
Analysis of variance
2
CAPM
2
Capital income
2
Factor model
2
Forecasting
2
Jumps
2
Kapitaleinkommen
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Regressionsanalyse
2
Risikomanagement
2
Risk management
2
Scientific modelling
2
Varianzanalyse
2
Asset allocation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian regularization
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Aït-Sahalia, Yacine
Herwartz, Helmut
Patton, Andrew J.
Su, Liangjun
Diebold, Francis X.
5
Hallin, Marc
4
Jawadi, Fredj
4
Koop, Gary
4
Barigozzi, Matteo
3
Barnett, William A.
3
Blazsek, Szabolcs
3
Casarin, Roberto
3
Escribano, Álvaro
3
Galvão Júnior, Antônio Fialho
3
Ghysels, Eric
3
Linton, Oliver
3
Maheu, John M.
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
Aknouche, Abdelhakim
2
Asai, Manabu
2
Bai, Jushan
2
Billio, Monica
2
Boot, Tom
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Chiarella, Carl
2
Chong, Terence Tai-Leung
2
Diewert, Walter E.
2
Dimitrakopoulos, Stefanos
2
Donayre, Luiggi
2
Fabozzi, Frank J.
2
Fan, Jianqing
2
Fazzari, Steven M.
2
more ...
less ...
Published in...
All
CESifo Forum
Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
2
Journal of international money and finance
2
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
Energy economics
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
2
Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie
;
Su, Liangjun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
Saved in:
3
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
4
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:
5
Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
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
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
8
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->