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 theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Härdle, Wolfgang"
~person:"Jong, Robert M. de"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Estimation theory
Regressionsanalyse
Theorie
51
Theory
51
Schätztheorie
18
Time series analysis
15
Zeitreihenanalyse
15
Cointegration
10
Kointegration
10
VAR model
6
VAR-Modell
6
ARCH-Modell
5
Regression analysis
5
Autocorrelation
4
Autokorrelation
4
Einheitswurzeltest
4
Estimation
4
Nichtlineare Regression
4
Nichtparametrisches Verfahren
4
Nonlinear regression
4
Nonparametric statistics
4
Schätzung
4
Unit root test
4
Business network
3
Markov chain
3
Markov-Kette
3
Stochastic process
3
Stochastischer Prozess
3
Systemic risk
3
Systemrisiko
3
Unternehmensnetzwerk
3
Causality analysis
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Heteroscedasticity
2
Heteroskedastizität
2
Kausalanalyse
2
Multivariate Verteilung
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Härdle, Wolfgang
Jong, Robert M. de
Saikkonen, Pentti
Phillips, Peter C. B.
24
Linton, Oliver
18
Lee, Lung-fei
15
Li, Qi
11
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Gouriéroux, Christian
9
Koop, Gary
9
Baltagi, Badi H.
8
Hong, Yongmiao
8
Park, Joon Y.
8
White, Halbert
8
Bai, Jushan
7
Baillie, Richard
7
Chib, Siddhartha
7
Davidson, James E. H.
7
Newey, Whitney K.
7
Perron, Pierre
7
Whang, Yoon-jae
7
Chambers, Marcus J.
6
Donald, Stephen G.
6
Gallant, A. Ronald
6
Granger, C. W. J.
6
Hallin, Marc
6
Kohn, Robert
6
Lütkepohl, Helmut
6
Ng, Serena
6
Swanson, Norman R.
6
Teräsvirta, Timo
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Diebold, Francis X.
5
Galvão Júnior, Antônio Fialho
5
Ghysels, Eric
5
Hidalgo, Javier
5
Horowitz, Joel
5
more ...
less ...
Published in...
All
Econometric theory
Economic modelling
Journal of econometrics
Journal of empirical finance
SFB 649 discussion paper
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
CORE discussion paper : DP
17
Discussion papers of interdisciplinary research project 373
10
Discussion paper / A
7
Discussion paper / Center for Economic Research, Tilburg University
5
Nonparametric dynamic modelling
3
Department of Economics discussion paper series / University of Oxford
2
EUI working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
The econometrics journal
2
Annales d'économie et de statistique
1
Applied quantitative finance
1
Bank of Finland research discussion papers
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CIE working paper series
1
Contributions to statistics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric Society monographs
1
Econometrics papers
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Economics letters
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of forecasting
1
Journal of productivity analysis
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Quantitative finance
1
Research in international business and finance
1
Risk assessment : decisions in banking and finance
1
SSE EFI working paper series in economics and finance
1
The Singapore economic review
1
Tinbergen Institute research bulletin
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
4
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
5
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
6
A note on "convergence rates and asymptotic normality for series estimators" : uniform convergence rates
Jong, Robert M. de
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001703542
Saved in:
7
The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
Saved in:
8
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Econometric theory
18
(
2002
)
4
,
pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
Saved in:
9
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de
;
Davidson, James E. H.
- In:
Econometric theory
16
(
2000
)
5
,
pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
Saved in:
10
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
5
,
pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
