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
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Pesaran, M. Hashem"
~subject:"Estimation"
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
The formation of urban centers...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
31
Theory
31
Schätzung
11
Factor analysis
8
Faktorenanalyse
8
Panel
8
Panel study
8
Volatility
7
Volatilität
7
CAPM
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Time series analysis
6
Zeitreihenanalyse
6
Einheitswurzeltest
4
Forecasting model
4
Prognoseverfahren
4
Unit root test
4
Großbritannien
3
Market microstructure
3
Marktmikrostruktur
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Structural break
3
Strukturbruch
3
United Kingdom
3
VAR model
3
VAR-Modell
3
1972-1987
2
Aggregation
2
Börsenkurs
2
Capital income
2
Cointegration
2
Estimation theory
2
Factor models
2
Interest rate parity
2
Kapitaleinkommen
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Aït-Sahalia, Yacine
Pesaran, M. Hashem
Koop, Gary
5
Breitung, Jörg
4
Timmermann, Allan
4
Callaway, Brantly
3
Eickmeier, Sandra
3
Heckman, James J.
3
Koopman, Siem Jan
3
Schumacher, Christian
3
Steel, Mark F. J.
3
Todorov, Viktor
3
von Kalckreuth, Ulf
3
Andersen, Torben
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Blundell, Richard W.
2
Botosaru, Irene
2
Chernozhukov, Victor
2
Chudik, Alexander
2
Fernández, Carmen
2
Frühwirth-Schnatter, Sylvia
2
Gan, Li
2
Ghysels, Eric
2
Hallin, Marc
2
Hansen, Christian Bailey
2
Harvey, Andrew C.
2
He, Xuming
2
Kutlu, Levent
2
Lemke, Wolfgang
2
Li, Tong
2
Marcellino, Massimiliano Giuseppe
2
Mroz, Thomas A.
2
Oka, Tatsushi
2
Pettenuzzo, Davide
2
Phillips, Peter C. B.
2
Reitz, Stefan
2
Robinson, Peter M.
2
Rombouts, Jeroen V. K.
2
Sarafidis, Vasilis
2
more ...
less ...
Published in...
All
Bundesbank Series 1 Discussion Paper
Journal of econometrics
CESifo working papers
11
Cambridge working papers in economics
10
DAE working paper
8
CESifo Working Paper Series
5
Discussion paper series / IZA
4
Journal of applied econometrics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
IZA Discussion Paper
3
DNB working paper
2
Econometric reviews
2
IEPR Working Paper
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
Econometrics of imperfect competition
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IMF working paper
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The econometrics journal
1
The experiment in applied econometrics
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / European Central Bank
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
2
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Saved in:
3
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
4
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:
5
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:
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
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
8
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
9
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
Saved in:
10
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
