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:"Xiao, Zhijie"
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
22
Theory
22
Time series analysis
8
Zeitreihenanalyse
8
Volatility
6
Volatilität
6
CAPM
5
Estimation
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Statistical test
3
Statistischer Test
3
Capital income
2
Cointegration
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Kointegration
2
Option pricing theory
2
Optionspreistheorie
2
Panel
2
Panel study
2
Phillips curve
2
Phillips-Kurve
2
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
Big data
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Core
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
20
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
English
22
Author
All
Aït-Sahalia, Yacine
Xiao, Zhijie
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
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
Working paper / National Bureau of Economic Research, Inc.
17
Econometric theory
11
Cowles Foundation discussion paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of finance : the journal of the American Finance Association
5
NBER working paper series
4
Technical working paper / National Bureau of Economic Research
4
Econometric reviews
3
Economics letters
3
Ensaios econômicos
3
Journal of financial economics
3
The review of financial studies
3
Boston College working papers in economics
2
CEA_372Cass working paper series
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of macroeconomics
2
Journal of the American Statistical Association : JASA
2
Research paper series / Swiss Finance Institute
2
Working papers / Rodney L. White Center for Financial Research
2
Annales d'économie et de statistique
1
Cowles Foundation paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers in economics
1
Econometrics of imperfect competition
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
European journal of operational research : EJOR
1
Handbook of financial time series
1
Handbooks in finance
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
NBER technical working paper series
1
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
1
Practical issues in cointegration analysis
1
Swiss Finance Institute Research Paper
1
The econometrics journal
1
Tools and techniques
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
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
Nonparametric and robust methods in econometrics
Lima, Luiz Renato
;
Persegona, Marcelo Felipe Moreira
; …
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 79-80
Persistent link: https://www.econbiz.de/10003892685
Saved in:
3
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
4
Tests for changing mean with monotonic power
Juhl, Ted
;
Xiao, Zhijie
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10003813087
Saved in:
5
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:
6
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
7
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
8
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
9
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
10
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
