//--> //--> //--> //-->
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
The accounting variable and st...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
426
Schätztheorie
426
Time series analysis
357
Zeitreihenanalyse
357
Estimation
207
Schätzung
207
Volatility
178
Volatilität
178
Nichtparametrisches Verfahren
153
Nonparametric statistics
153
Forecasting model
145
Prognoseverfahren
145
Statistical test
132
Statistischer Test
132
Stochastic process
127
Stochastischer Prozess
127
Regression analysis
123
Regressionsanalyse
123
Börsenkurs
105
Share price
104
USA
97
United States
97
Statistical distribution
94
Statistische Verteilung
94
Panel
92
Panel study
92
Bayes-Statistik
91
Bayesian inference
91
Capital income
86
Kapitaleinkommen
86
Method of moments
85
Momentenmethode
85
Ökonometrie
85
Econometrics
83
CAPM
80
ARCH model
79
ARCH-Modell
79
Monte Carlo simulation
78
more ...
less ...
Online availability
All
Undetermined
408
Type of publication
All
Article
1,668
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,682
Aufsatz in Zeitschrift
1,682
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,702
Undetermined
1
Author
All
Phillips, Peter C. B.
36
Ghysels, Eric
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Tauchen, George Eugene
14
Granger, C. W. J.
13
McAleer, Michael
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Renault, Eric
12
Schmidt, Peter
12
Chib, Siddhartha
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Todorov, Viktor
11
Xiao, Zhijie
11
Bollerslev, Tim
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Taylor, Robert
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Ng, Serena
9
Park, Joon Y.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
Gallant, A. Ronald
8
Hidalgo, Javier
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
7,477
Working paper / National Bureau of Economic Research, Inc.
7,058
NBER Working Paper
6,685
Economics letters
5,457
European journal of operational research : EJOR
5,016
Discussion paper / Centre for Economic Policy Research
4,678
CESifo working papers
3,729
Working paper
2,911
Journal of economic theory
2,907
Journal of economic dynamics & control
2,514
Discussion paper / Tinbergen Institute
2,426
The American economic review
2,425
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,292
Discussion paper series / IZA
2,228
Europäische Hochschulschriften / 5
2,194
Journal of banking & finance
1,990
International journal of production research
1,951
European economic review : EER
1,944
CESifo Working Paper
1,923
Economic modelling
1,912
Applied economics
1,903
Games and economic behavior
1,864
Discussion paper
1,859
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,824
The economic journal : the journal of the Royal Economic Society
1,803
SpringerLink / Bücher
1,793
Journal of public economics
1,753
Discussion paper / Center for Economic Research, Tilburg University
1,686
Management science : journal of the Institute for Operations Research and the Management Sciences
1,644
CESifo Working Paper Series
1,627
Finance research letters
1,544
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,530
IZA Discussion Paper
1,504
IMF working papers
1,463
Journal of monetary economics
1,455
Journal of financial economics
1,450
Applied economics letters
1,436
The journal of finance : the journal of the American Finance Association
1,416
more ...
less ...
Source
All
ECONIS (ZBW)
1,703
Showing
1
-
10
of
1,703
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
3
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
4
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
5
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:
6
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
9
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
10
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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...
//-->