//--> //--> //--> //-->
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
Liquidity and interest rates
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
371
Schätztheorie
371
Time series analysis
328
Zeitreihenanalyse
328
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
130
Prognoseverfahren
130
Volatility
130
Volatilität
130
Statistical test
129
Statistischer Test
129
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
Stochastischer Prozess
105
USA
96
United States
96
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
72
Kointegration
72
Markov chain
72
Markov-Kette
72
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
349
Type of publication
All
Article
1,584
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,600
Aufsatz in Zeitschrift
1,600
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,619
Author
All
Phillips, Peter C. B.
36
Ghysels, Eric
16
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Linton, Oliver
15
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Park, Joon Y.
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Teräsvirta, Timo
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.
6,908
NBER Working Paper
6,627
Economics letters
5,354
European journal of operational research : EJOR
4,963
Discussion paper / Centre for Economic Policy Research
4,671
CESifo working papers
3,650
Journal of economic theory
2,912
Working paper
2,797
Journal of economic dynamics & control
2,465
The American economic review
2,417
Discussion paper / Tinbergen Institute
2,380
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Journal of economic behavior & organization : JEBO
2,231
Discussion paper series / IZA
2,206
Europäische Hochschulschriften / 5
2,191
European economic review : EER
1,971
International journal of production research
1,934
CESifo Working Paper
1,898
Games and economic behavior
1,872
Discussion paper
1,855
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
The economic journal : the journal of the Royal Economic Society
1,811
Economic modelling
1,804
SpringerLink / Bücher
1,788
Journal of banking & finance
1,764
Journal of public economics
1,752
Applied economics
1,715
Discussion paper / Center for Economic Research, Tilburg University
1,687
CESifo Working Paper Series
1,612
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
Management science : journal of the Institute for Operations Research and the Management Sciences
1,515
IZA Discussion Paper
1,505
Journal of monetary economics
1,466
Public choice
1,397
Discussion papers / CEPR
1,387
International economic review
1,380
IMF working papers
1,340
Social choice and welfare
1,321
more ...
less ...
Source
All
ECONIS (ZBW)
1,619
Showing
1
-
10
of
1,619
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rational expectations, inflation and the nominal interest rate
Crockett, Jean A.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
Saved in:
2
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
3
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
4
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
5
Mixture of distribution hypothesis : analyzing daily
liquidity
frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
6
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
7
Logit versus discriminant analysis : a specification test and application to corporate bankruptcies
Lo, Andrew W.
- In:
Journal of econometrics
31
(
1986
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10003619351
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
10
Statistical inferences for price staleness
Kolokolov, Aleksey
;
Livieri, Giulia
;
Pirino, Davide
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 32-81
Persistent link: https://www.econbiz.de/10012482896
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...
//-->