//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Journal of international economics"
~person:"Aït-Sahalia, Yacine"
~person:"Dufour, Jean-Marie"
~person:"Feenstra, Robert C."
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
Formationstheorie und Geschich...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
29
Theory
29
Estimation
7
Schätzung
7
CAPM
6
Volatility
6
Volatilität
6
Regression analysis
4
Regressionsanalyse
4
Statistical test
4
Statistischer Test
4
Market microstructure
3
Marktmikrostruktur
3
Portfolio selection
3
Portfolio-Management
3
USA
3
United States
3
Capital income
2
Econometrics
2
Exchange rate
2
Factor analysis
2
Faktorenanalyse
2
Handelsliberalisierung
2
International economy
2
Internationale Wirtschaft
2
Japan
2
Kapitaleinkommen
2
Kaufkraftparität
2
Option pricing theory
2
Optionspreistheorie
2
Preiskonvergenz
2
Preismanagement
2
Price convergence
2
Pricing strategy
2
Purchasing power parity
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Trade liberalization
2
Wechselkurs
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
29
Author
All
Aït-Sahalia, Yacine
Dufour, Jean-Marie
Feenstra, Robert C.
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Devereux, Michael B.
12
Granger, C. W. J.
12
McAleer, Michael
12
Saggi, Kamal
12
Schmidt, Peter
12
Chib, Siddhartha
11
Markusen, James R.
11
Renault, Eric
11
Staiger, Robert W.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Van Wincoop, Eric
10
Whang, Yoon-jae
10
Dinopoulos, Elias
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Spencer, Barbara J.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international economics
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
26
NBER Working Paper
23
Cahier / Département de Sciences Économiques, Université de Montréal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Cahier / Départment de Sciences Économiques, Université de Montréal
6
The review of economics and statistics
6
Economics letters
5
The journal of finance : the journal of the American Finance Association
5
International economic review
4
Technical working paper / National Bureau of Economic Research
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Deutsche Bundesbank
3
Journal of financial economics
3
Journal of monetary economics
3
L' Actualité économique : revue trimest.
3
The American economic review
3
The Canadian journal of economics
3
The review of financial studies
3
Annales d'économie et de statistique
2
Discussion Paper Series 1
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
National Bureau of Economic Research Studies in Income and Wealth
2
Research paper series / Swiss Finance Institute
2
Seminar discussion paper / Research Seminar in International Economics, Department of Economics, University of Michigan
2
Seminar paper / Institute for International Economic Studies, University of Stockholm
2
Working paper / Bank of Canada
2
Working papers / Rodney L. White Center for Financial Research
2
A National Bureau of Economic Research conference report
1
Business groups and trade in East Asia
1
CEA_372Cass working paper series
1
CIRANO - Scientific Publications 2013s-39
1
CIRANO Scientific Publication
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
3
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
4
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
5
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
6
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
7
Market share and exchange rate pass-through in world automobile trade
Feenstra, Robert C.
- In:
Journal of international economics
40
(
1996
)
1
,
pp. 187-207
Persistent link: https://www.econbiz.de/10001208639
Saved in:
8
Trade and foreign direct investment in China : a political economy approach
Branstetter, Lee
;
Feenstra, Robert C.
- In:
Journal of international economics
58
(
2002
)
2
,
pp. 335-358
Persistent link: https://www.econbiz.de/10001704238
Saved in:
9
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
10
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->