//--> //--> //-->
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 macroeconomics"
~person:"Hallin, Marc"
~person:"Hinich, Melvin J."
~subject:"Neoclassical synthesis"
~subject:"Rationale Erwartung"
~subject:"Zeitreihenanalyse"
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
Marketing
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Neoclassical synthesis
Rationale Erwartung
Zeitreihenanalyse
Theorie
9
Theory
9
Time series analysis
8
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Dynamic factor models
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Schätzung
2
Conditional heteroskedasticity
1
Discretely observed Lévy processes
1
Distribution-freeness
1
Einheitswurzeltest
1
Financial connectedness
1
Financial market
1
Finanzmarkt
1
Forecasting
1
GARCH
1
GARCH models
1
Geldmenge
1
Heteroscedasticity
1
Heteroskedastizität
1
High-dimensional time series
1
Index
1
Index number
1
Locally stationary dynamic factor models
1
Money supply
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Panel
1
Panel study
1
Prediction intervals
1
R-estimation
1
Realized volatility
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Hallin, Marc
Hinich, Melvin J.
Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
8
Xiao, Zhijie
8
Yu, Jun
7
Mariano, Roberto S.
6
Chen, Xiaohong
5
McAleer, Michael
5
Park, Joon Y.
5
Teräsvirta, Timo
5
Baillie, Richard
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Corradi, Valentina
4
Di Bartolomeo, Giovanni
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Ng, Serena
4
Pesaran, M. Hashem
4
Taylor, Robert
4
Velasco, Carlos
4
Acocella, Nicola
3
Andersen, Torben
3
Anderson, Richard G.
3
Bai, Jushan
3
Bauwens, Luc
3
Chan, Joshua
3
Chang, Yoosoon
3
Chen, Rong
3
Gouriéroux, Christian
3
Hecq, Alain W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of macroeconomics
ECARES working paper
20
Macroeconomic dynamics
6
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
2
Journal of the American Statistical Association : JASA
2
CentER Discussion Paper Series
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
EUI working paper
1
Econometric theory
1
Econometrics : open access journal
1
Economics working paper series
1
Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
LEM Working Paper Series
1
LEM working paper series
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The theory of monetary aggregation
1
Working papers series in theoretical and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
2
Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.
;
Foster, John
;
Wild, Phillip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
Saved in:
3
Comments on "Structural change in macroeconomic time series"
Rothman, Philip
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
Saved in:
4
The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
Barnett, William A.
- In:
Journal of econometrics
33
(
1986
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001036157
Saved in:
5
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
6
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
7
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
8
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->