//--> //--> //--> //-->
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:"Koop, Gary"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Time series analysis
10
Zeitreihenanalyse
10
Estimation
9
Schätzung
9
Volatility
7
Volatilität
7
Bayes-Statistik
6
Bayesian inference
6
Markov chain
6
Markov-Kette
6
CAPM
5
Forecasting model
5
Prognoseverfahren
5
VAR model
5
VAR-Modell
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
USA
4
United States
4
Market microstructure
3
Marktmikrostruktur
3
Regression analysis
3
Regressionsanalyse
3
Bayesian
2
Capital income
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Forecasting
2
Kapitaleinkommen
2
Macroeconomic forecasting
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Production function
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Aït-Sahalia, Yacine
Koop, Gary
Phillips, Peter C. B.
36
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
Dufour, Jean-Marie
9
Feenstra, Robert C.
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
Strathclyde discussion papers in economics
19
Working paper / National Bureau of Economic Research, Inc.
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Federal Reserve Bank of Cleveland working paper series
7
Discussion paper / Tinbergen Institute
6
Journal of applied econometrics
6
Discussion papers / University of Leicester, Department of Economics
5
FRB of Cleveland Working Paper
5
The journal of finance : the journal of the American Finance Association
5
CAMA working paper series
4
Discussion papers / Adam Smith Business School, University of Glasgow
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER working paper series
4
Technical working paper / National Bureau of Economic Research
4
Discussion paper / Center for Economic Research, Tilburg University
3
International journal of forecasting
3
Journal of empirical finance
3
Journal of financial economics
3
Staff reports / Federal Reserve Bank of New York
3
The econometrics journal
3
The review of financial studies
3
CORE discussion paper : DP
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion papers / CEPR
2
ECB Working Paper
2
Econometric exercises
2
Econometric reviews
2
European economic review : EER
2
Finance working papers
2
International economic review
2
Journal of forecasting
2
Research paper series / Swiss Finance Institute
2
Staff Report
2
Tinbergen Institute Discussion Paper
2
Working papers / Rodney L. White Center for Financial Research
2
ANU working papers in economics and econometrics
1
Annales d'économie et de statistique
1
CAMA Working Paper
1
CAMP working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
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
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:
3
Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John
;
Koop, Gary
;
Paap, Richard
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
Saved in:
4
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
5
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
6
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
Saved in:
7
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10001211364
Saved in:
8
Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
Saved in:
9
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
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...
//-->