//--> //--> //--> //-->
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:"Journal of applied econometrics"
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
Further Evidence from Aggregat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State space model
20
Zustandsraummodell
20
Theorie
9
Theory
9
Estimation
6
Schätzung
6
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
Forecasting model
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Factor analysis
3
Faktorenanalyse
3
Business cycle
2
Börsenkurs
2
Deutschland
2
Dynamische Wirtschaftstheorie
2
Economic convergence
2
Economic dynamics
2
Forecasting
2
Germany
2
Konjunktur
2
Panel
2
Panel study
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Wirtschaftliche Konvergenz
2
1948-2011
1
1970-2001
1
Algorithm
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Koopman, Siem Jan
3
Chan, Joshua
2
Ahn, Hie Joo
1
Andreasen, Martin Møller
1
Angelini, Giovanni
1
Audrino, Francesco
1
Balke, Nathan S.
1
Barra, István
1
Carvalho, Vasco M.
1
Cavaliere, Giuseppe
1
Christoffel, Kai
1
Coenen, Günter
1
Corsi, Fulvio
1
Creal, Drew
1
Deschamps, Jean-Philippe
1
Eisenstat, Eric
1
Fanelli, Luca
1
Fernández-Villaverde, Jesús
1
Forbes, Catherine Scipione
1
Grassi, Stefano
1
Harvey, Andrew C.
1
Heiss, Florian
1
Hoogerheide, Lennart
1
Kapetanios, George
1
Koop, Gary
1
Kulish, Mariano
1
Lahiri, Kajal
1
Lucas, André
1
Luginbuhl, Rob
1
Maneesoonthorn, Worapree
1
Marczak, Martyna
1
Martin, Gael M.
1
Mazzi, Gian Luigi
1
Monokroussos, George
1
Nonejad, Nima
1
Pagan, Adrian R.
1
Peluso, Stefano
1
Potter, Simon M.
1
Proietti, Tommaso
1
Rubio-Ramírez, Juan Francisco
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Discussion paper / Tinbergen Institute
97
Economic modelling
89
Economics letters
61
International journal of forecasting
55
Computational economics
54
Energy economics
53
Journal of econometrics
53
Finance research letters
52
CEPR Discussion Papers
48
Journal of economic dynamics & control
46
MPRA Paper
45
Journal of forecasting
44
Applied economics
41
CAMA working paper series
39
Tinbergen Institute Discussion Papers
37
Discussion paper / Centre for Economic Policy Research
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
International review of economics & finance : IREF
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Tinbergen Institute Discussion Paper
33
Working paper
33
Applied economics letters
32
NBER working paper series
32
The North American journal of economics and finance : a journal of financial economics studies
31
CESifo working papers
30
Working paper / National Bureau of Economic Research, Inc.
29
ECB Working Paper
27
NBER Working Paper
26
International review of financial analysis
25
IMF working papers
24
Working Paper
24
Finance and economics discussion series
22
Econometric reviews
21
Journal of macroeconomics
21
Working paper series / European Central Bank
21
CESifo Working Paper
20
Discussion paper
19
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.
;
Wohar, Mark E.
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
Saved in:
2
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
Saved in:
3
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
4
Sequential numerical integration in nonlinear state space models for microeconometric panel data
Heiss, Florian
- In:
Journal of applied econometrics
23
(
2008
)
3
,
pp. 373-389
Persistent link: https://www.econbiz.de/10003705122
Saved in:
5
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
6
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 929-955
Persistent link: https://www.econbiz.de/10010351092
Saved in:
7
Estimating dynamic equilibrium economies : linear versus nonlinear likelihood
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 891-910
Persistent link: https://www.econbiz.de/10003243451
Saved in:
8
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
Saved in:
9
Convergence in the trends and cycles of euro-zone income
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10002729133
Saved in:
10
Time-varying intercepts and equilibrium analysis : an extension of the dynamic almost ideal demand model
Deschamps, Jean-Philippe
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001754966
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->