//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Monetary policy"
~subject:"Time series analysis"
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
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monetary policy
Time series analysis
Theorie
3,003
Theory
3,003
Zeitreihenanalyse
334
Estimation theory
293
Schätztheorie
293
Geldpolitik
289
Estimation
257
Schätzung
256
Portfolio selection
191
Portfolio-Management
191
Volatility
164
Volatilität
164
USA
158
United States
158
Learning process
155
Lernprozess
155
Stochastic process
150
Stochastischer Prozess
150
CAPM
140
Business cycle
132
Konjunktur
132
Capital income
128
Kapitaleinkommen
128
Rational expectations
128
Rationale Erwartung
128
Risk
125
Risiko
124
Forecasting model
119
Prognoseverfahren
119
Schock
117
Shock
117
Fiscal policy
113
Endogenes Wachstumsmodell
112
Endogenous growth model
112
Finanzpolitik
112
Dynamic equilibrium
107
Dynamisches Gleichgewicht
107
Overlapping Generations
107
more ...
less ...
Online availability
All
Undetermined
266
Free
7
Type of publication
All
Article
608
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
604
Aufsatz in Zeitschrift
604
Conference paper
12
Konferenzbeitrag
12
Collection of articles of several authors
6
Sammelwerk
6
Rezension
3
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
614
Author
All
Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Chan, Joshua
6
Maasoumi, Esfandiar
6
Spanos, Aris
6
Kapetanios, George
5
Kilian, Lutz
5
Lütkepohl, Helmut
5
Andreou, Elena
4
Aoki, Masanao
4
Dennis, Richard J.
4
Faia, Ester
4
Franses, Philip Hans
4
Fujiwara, Ippei
4
Havenner, Arthur
4
McAleer, Michael
4
McElroy, Tucker
4
Aguiar-Conraria, Luís
3
Baltagi, Badi H.
3
Bhattacharya, Joydeep
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Bovenberg, Ary Lans
3
Brock, William A.
3
Cavaliere, Giuseppe
3
Cogley, Timothy
3
Ellison, Martin
3
Gao, Jiti
3
Harvey, David I.
3
Hendry, David F.
3
Hsiao, Cheng
3
Koopman, Siem Jan
3
Kozicki, Sharon
3
Kurozumi, Takushi
3
Leith, Campbell B.
3
Leybourne, Stephen James
3
Lucas, André
3
Martins, Manuel Mota Freitas
3
more ...
less ...
Published in...
All
Econometric reviews
Journal of economic dynamics & control
NBER working paper series
720
NBER Working Paper
702
Journal of econometrics
680
Economics letters
636
Working paper / National Bureau of Economic Research, Inc.
579
International journal of forecasting
577
Discussion paper / Centre for Economic Policy Research
451
Economic modelling
415
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
412
Journal of monetary economics
403
Applied economics
382
Discussion paper / Tinbergen Institute
363
Journal of macroeconomics
346
Journal of forecasting
337
Working paper
332
Econometric theory
316
CESifo working papers
289
Working paper series / European Central Bank
289
Journal of money, credit and banking : JMCB
286
Applied economics letters
277
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
251
Macroeconomic dynamics
236
Discussion papers / CEPR
225
IMF working papers
225
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
222
Energy economics
212
Journal of international money and finance
207
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Finance and economics discussion series
189
Discussion paper
181
CREATES research paper
168
Journal of applied econometrics
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
European economic review : EER
153
International review of economics & finance : IREF
153
Computational economics
149
ECB Working Paper
145
IMF working paper
144
more ...
less ...
Source
All
ECONIS (ZBW)
614
Showing
1
-
10
of
614
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
2
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
3
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
4
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
5
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
Saved in:
6
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
7
Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 228-246
Persistent link: https://www.econbiz.de/10012038592
Saved in:
8
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
9
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
10
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->