//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Aït-Sahalia, Yacine"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~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
| 23 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Ökonometrisches Modell
Theorie
12
Theory
12
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Factor analysis
3
Faktorenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
High-frequency data
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Share price
2
Aggregation
1
Asset pricing
1
Autocorrelation
1
Bayesian regularization
1
Beta risk
1
Betafaktor
1
Big data
1
Business cycle
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Agudze, Komla M.
Andersen, Torben
Aït-Sahalia, Yacine
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Afonso, Oscar
4
Hallin, Marc
4
Pisani, Massimiliano
4
Zhang, Zhengjun
4
Apergēs, Nikolaos
3
Barigozzi, Matteo
3
Chang, Chun Ping
3
Chen, Shyh-Wei
3
Jiang, Cuixia
3
McAleer, Michael
3
Phillips, Peter C. B.
3
Poon, Aubrey
3
Su, Liangjun
3
Xu, Qifa
3
Arčabić, Vladimir
2
Asai, Manabu
2
Barnett, William A.
2
Boikos, Spyridon
2
Brana, Sophie
2
Bucci, Alberto
2
Casarin, Roberto
2
Cavaliere, Giuseppe
2
Charfeddine, Lanouar
2
Chen, Rong
2
Cross, Jamie
2
Frühwirth-Schnatter, Sylvia
2
Gil, Pedro Mazeda
2
Gomes, S.
2
Gong, Qiang
2
Guerrero, David E.
2
Hong, Yongmiao
2
Hwang, Jungbin
2
Jacquinot, Pascal
2
Kenourgios, Dimitris
2
Latorre Muñoz, María C.
2
Lee, Junsoo
2
Ling, Shiqing
2
Martínez-García, Enrique
2
more ...
less ...
Published in...
All
Economic modelling
Environmental modeling & assessment
Journal of econometrics
Econometric reviews
1
Econometric theory
1
Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of international money and finance
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
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:
2
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:
3
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:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
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:
7
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:
8
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:
9
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
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...
//-->