//--> //--> //--> //-->
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"
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
An international capital asset...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,622
Theory
1,622
Estimation theory
390
Schätztheorie
390
Time series analysis
337
Zeitreihenanalyse
337
Estimation
179
Schätzung
179
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Volatility
138
Volatilität
138
Forecasting model
134
Prognoseverfahren
134
Statistical test
134
Statistischer Test
134
Regression analysis
117
Regressionsanalyse
117
Stochastic process
109
Stochastischer Prozess
109
USA
96
United States
96
Panel
93
Panel study
93
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
86
Statistische Verteilung
86
Ökonometrie
85
Method of moments
84
Momentenmethode
84
CAPM
83
Econometrics
83
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Markov chain
73
Markov-Kette
73
Cointegration
72
Kointegration
72
Bootstrap approach
70
more ...
less ...
Online availability
All
Undetermined
379
Free
4
Type of publication
All
Article
1,626
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,640
Aufsatz in Zeitschrift
1,640
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,662
Author
All
Phillips, Peter C. B.
37
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Granger, C. W. J.
13
Diebold, Francis X.
12
McAleer, Michael
12
Renault, Eric
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Ng, Serena
9
Robinson, Peter M.
9
Tauchen, George Eugene
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,299
Working paper / National Bureau of Economic Research, Inc.
6,815
NBER Working Paper
6,498
Economics letters
5,398
European journal of operational research : EJOR
5,010
Discussion paper / Centre for Economic Policy Research
4,607
CESifo working papers
3,670
Journal of economic theory
2,919
Working paper
2,847
Journal of economic dynamics & control
2,507
The American economic review
2,398
Discussion paper / Tinbergen Institute
2,389
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,330
Discussion paper series / IZA
2,235
Europäische Hochschulschriften / 5
2,176
International journal of production research
1,950
European economic review : EER
1,939
CESifo Working Paper
1,883
Games and economic behavior
1,865
SpringerLink / Bücher
1,839
Discussion paper
1,824
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
The economic journal : the journal of the Royal Economic Society
1,796
Economic modelling
1,776
Journal of banking & finance
1,770
Journal of public economics
1,754
Discussion paper / Center for Economic Research, Tilburg University
1,676
Applied economics
1,674
Management science : journal of the Institute for Operations Research and the Management Sciences
1,634
CESifo Working Paper Series
1,586
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,519
IZA Discussion Paper
1,503
Journal of monetary economics
1,460
IMF working papers
1,416
Discussion papers / CEPR
1,415
Public choice
1,391
International economic review
1,371
Social choice and welfare
1,318
more ...
less ...
Source
All
ECONIS (ZBW)
1,662
Showing
1
-
10
of
1,662
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
Saved in:
2
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
3
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
4
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:
5
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
6
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
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:
9
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
10
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->