//--> //--> //--> //-->
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
Falling margins and rising cos...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
676
Time series analysis
673
Theorie
408
Theory
408
Estimation theory
340
Schätztheorie
340
USA
222
United States
220
Estimation
163
Schätzung
162
Volatility
122
Volatilität
122
Forecasting model
97
Prognoseverfahren
97
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Stochastic process
74
Stochastischer Prozess
74
Regression analysis
64
Regressionsanalyse
64
Statistical test
64
Statistischer Test
64
Cointegration
61
Kointegration
60
VAR model
53
VAR-Modell
53
Einheitswurzeltest
50
Factor analysis
50
Faktorenanalyse
50
Unit root test
50
ARCH model
47
ARCH-Modell
47
Börsenkurs
47
Share price
47
Capital income
46
Kapitaleinkommen
46
Panel
44
Panel study
44
Autocorrelation
41
Autokorrelation
41
more ...
less ...
Online availability
All
Undetermined
301
Type of publication
All
Article
862
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
862
Aufsatz in Zeitschrift
862
Collection of articles of several authors
20
Sammelwerk
20
Konferenzschrift
8
Festschrift
7
Conference proceedings
5
Conference paper
3
Konferenzbeitrag
3
Aufsatzsammlung
2
more ...
less ...
Language
All
English
874
Undetermined
3
Author
All
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
14
Koop, Gary
12
Chen, Xiaohong
10
Leybourne, Stephen James
10
Park, Joon Y.
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Hallin, Marc
9
Bollerslev, Tim
8
Slottje, Daniel Jonathan
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
McAleer, Michael
7
Pesaran, M. Hashem
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Chen, Rong
6
Diebold, Francis X.
6
Engle, Robert F.
6
Francq, Christian
6
Franses, Philip Hans
6
Ghysels, Eric
6
Hong, Yongmiao
6
Horváth, Lajos
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
more ...
less ...
Institution
All
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
Working paper / National Bureau of Economic Research, Inc.
11,514
NBER working paper series
3,818
The American economic review
2,403
Discussion paper / Centre for Economic Policy Research
1,992
Discussion paper series / IZA
1,856
American journal of agricultural economics
1,573
NBER Working Paper
1,543
Applied economics
1,520
The review of economics and statistics
1,488
The journal of finance : the journal of the American Finance Association
1,485
The review of financial studies
1,390
Working paper
1,386
Economics letters
1,308
Journal of banking & finance
1,007
Economic review
930
IZA Discussion Papers
919
Southern economic journal
897
Finance and economics discussion series
896
Journal of financial economics
894
CESifo working papers
884
Economic inquiry : journal of the Western Economic Association International
875
Monthly labor review : MLR
870
National tax journal
854
Journal of financial and quantitative analysis : JFQA
828
The journal of futures markets
809
Journal of human resources : JHR
775
Journal of money, credit and banking : JMCB
770
International journal of forecasting
740
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
724
Applied economics letters
717
The journal of economic perspectives : EP ; a journal of the American Economic Association
701
Journal of political economy
697
Energy economics
694
The quarterly journal of economics
653
The journal of law & economics
651
Challenge
633
European journal of operational research : EJOR
614
American economic journal : a journal of the American Economic Association
608
Business horizons
600
more ...
less ...
Source
All
ECONIS (ZBW)
876
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
877
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
2
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
3
Testing for short- and long-run causality : a frequency-domain approach
Breitung, Jörg
;
Candelon, Bertrand
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 363-378
Persistent link: https://www.econbiz.de/10003348759
Saved in:
4
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
Saved in:
5
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
6
A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael
;
Walter, Ronja
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
Saved in:
7
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Saved in:
8
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
9
Model selection in the presence of nonstationarity
Kim, Jae-young
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 247-257
Persistent link: https://www.econbiz.de/10009671312
Saved in:
10
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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...
//-->