//--> //--> //-->
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"
~person:"Andersen, Torben"
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
On the Jeffreys-Lindley's para...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
Estimation theory
3
Induktive Statistik
3
Schätztheorie
3
Statistical inference
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Fractional integration
2
Frequency domain inference
2
Kapitaleinkommen
2
Stable convergence
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Asset pricing
1
Asymptotic bias
1
Bias
1
Börsenkurs
1
CAPM
1
Cointegration
1
Dynamic factor models
1
Empirical characteristic function
1
Endogeneity bias
1
Estimation
1
Forecasting model
1
High-frequency data
1
Hypothesis testing
1
Incidental parameter problem
1
Inference
1
Large data sets
1
Local spectrum procedure
1
Nichtlineare Regression
1
Nichtparametrisches Verfahren
1
Nonlinear factor model
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Andersen, Torben
Andrews, Donald W. K.
9
Phillips, Peter C. B.
9
Delgado, Miguel A.
8
Khalaf, Lynda
8
Koop, Gary
8
Sun, Yixiao
8
Yu, Jun
8
Zhang, Xinyu
8
Dufour, Jean-Marie
7
Fan, Yanqin
7
Hsiao, Cheng
7
Clark, Todd E.
6
Dijk, Herman K. van
6
Li, Yong
6
Moreira, Marcelo J.
6
Taylor, Robert
6
Baltagi, Badi H.
5
Cai, Zongwu
5
Casarin, Roberto
5
Gallant, A. Ronald
5
Hausman, Jerry A.
5
Hong, Yongmiao
5
Jensen, Mark J.
5
Kleibergen, Frank
5
Linton, Oliver
5
Shi, Xiaoxia
5
Varneskov, Rasmus Tangsgaard
5
Whang, Yoon-jae
5
White, Halbert
5
Bai, Jushan
4
Billio, Monica
4
Carriero, Andrea
4
Escanciano, Juan Carlos
4
Gao, Jiti
4
Ghysels, Eric
4
Hansen, Christian Bailey
4
Horowitz, Joel
4
Inoue, Atsushi
4
Jun, Sung Jae
4
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
2
Econometric theory
2
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
2
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->