//--> //--> //--> //-->
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:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Balcombe, Kelvin G."
~person:"Chen, Xiaohong"
~person:"Cross, Jamie"
~person:"Gallant, A. Ronald"
~person:"Li, Yong"
~person:"Liao, Yuan"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Method of moments"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Kapitaleinkommen
Method of moments
Theorie
17
Theory
17
Bayesian inference
8
Time series analysis
8
Zeitreihenanalyse
8
Volatility
6
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Börsenkurs
3
Factor analysis
3
Faktorenanalyse
3
Induktive Statistik
3
Latent variable models
3
Markov chain
3
Markov-Kette
3
Momentenmethode
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Share price
3
State space model
3
Statistical inference
3
Stochastic volatility
3
Zustandsraummodell
3
Decision theory
2
High-frequency data
2
Leverage effects
2
Long memory
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Asai, Manabu
Balcombe, Kelvin G.
Chen, Xiaohong
Cross, Jamie
Gallant, A. Ronald
Li, Yong
Liao, Yuan
Koop, Gary
4
Zhang, Zhengjun
4
Casarin, Roberto
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Xiu, Dacheng
3
Yu, Jun
3
Zhang, Xinyu
3
Aït-Sahalia, Yacine
2
Billio, Monica
2
Carriero, Andrea
2
Chan, Joshua
2
Fisher, Mark
2
Frühwirth-Schnatter, Sylvia
2
Hwang, Jungbin
2
Jensen, Mark J.
2
Korobilis, Dimitris
2
Ma, Guiyuan
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Norets, Andriy
2
Parmeter, Christopher F.
2
Pelger, Markus
2
Poon, Aubrey
2
Ravazzolo, Francesco
2
Renault, Eric
2
Seo, Myung Hwan
2
Shang, Yuhuang
2
Siu, Chi Chung
2
Sun, Yixiao
2
Timmermann, Allan
2
Zhang, Chuanhai
2
Zhang, Yaojie
2
Zheng, Tingguo
2
Zhu, Song-Ping
2
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Finance research letters
2
Journal of forecasting
2
Applied economics letters
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of time series econometrics
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
2
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
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:
5
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
6
Bayesian inference for partially identified smooth convex models
Liao, Yuan
;
Simoni, Anna
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 338-360
Persistent link: https://www.econbiz.de/10012303804
Saved in:
7
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
8
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
9
Do bubbles have an explosive signature in markov switching models?
Balcombe, Kelvin G.
;
Fraser, Iain M.
- In:
Economic modelling
66
(
2017
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011813660
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->