//--> //--> //--> //-->
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:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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
| 25 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Aggregation
Autokorrelation
EU-Staaten
Estimation
Innovation
Schätzung
Structural innovations
Theorie
Welt
Ökonometrisches Modell
Theory
17
Time series analysis
8
Zeitreihenanalyse
8
Volatility
5
Volatilität
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Markov chain
3
Markov-Kette
3
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Cointegration
2
Factor analysis
2
Faktorenanalyse
2
High-dimensional data
2
High-frequency data
2
Kointegration
2
PCA
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
1954-1995
1
Analysis of variance
1
Anomalies
1
Approximate factor model
1
Asset pricing
1
Autocorrelation
1
Bayesian regularization
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
1
Festschrift
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
17
Author
All
Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Herwartz, Helmut
Pelger, Markus
Phillips, Peter C. B.
37
Koop, Gary
17
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
15
Ghysels, Eric
14
Diebold, Francis X.
13
Serletis, Apostolos
13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Steel, Mark F. J.
12
Barnett, William A.
11
Chib, Siddhartha
11
Renault, Eric
11
Schmidt, Peter
11
Corradi, Valentina
10
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Teräsvirta, Timo
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Franses, Philip Hans
9
Hong, Yongmiao
9
Kumbhakar, Subal
9
Li, Qi
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
VanHoose, David D.
9
Whang, Yoon-jae
9
Agénor, Pierre-Richard
8
Baltagi, Badi H.
8
Chu, Angus C.
8
Gallant, A. Ronald
8
Gao, Jiti
8
more ...
less ...
Published in...
All
Environmental modeling & assessment
Journal of econometrics
Journal of macroeconomics
Review of economic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international money and finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Econometric reviews
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of forecasting
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Computational economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic inquiry
1
Economic modelling
1
Energy economics
1
Enometrica : review of the Vineyard Data Quantification Society and the European Association of Wine Economists
1
Finance : revue de l'Association Française de Finance
1
German economic review
1
International journal of central banking : IJCB
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
NBER reporter online
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The econometrics journal
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
4
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
5
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:
6
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:
7
Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
Saved in:
8
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
9
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
10
Bootstrap inference in systems of single equation error correction models
Herwartz, Helmut
;
Neumann, Michael H.
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10003002296
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->