//--> //--> //--> //-->
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 effect of transaction cost...
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
377
Schätztheorie
377
Time series analysis
326
Zeitreihenanalyse
326
Estimation
169
Schätzung
169
Nichtparametrisches Verfahren
159
Nonparametric statistics
159
Statistical test
130
Statistischer Test
130
Forecasting model
128
Prognoseverfahren
128
Volatility
125
Volatilität
125
Regression analysis
115
Regressionsanalyse
115
Stochastic process
106
Stochastischer Prozess
106
USA
95
United States
95
Panel
91
Panel study
91
Bayes-Statistik
90
Bayesian inference
90
Ökonometrie
86
Econometrics
84
Method of moments
84
Momentenmethode
84
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
69
Bootstrap-Verfahren
69
more ...
less ...
Online availability
All
Undetermined
359
Type of publication
All
Article
1,607
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,623
Aufsatz in Zeitschrift
1,623
Collection of articles of several authors
50
Sammelwerk
50
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
1,643
Author
All
Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
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
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Kumbhakar, Subal
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
White, Halbert
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
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
6,972
Working paper / National Bureau of Economic Research, Inc.
6,568
NBER Working Paper
6,348
Economics letters
5,483
European journal of operational research : EJOR
5,073
Discussion paper / Centre for Economic Policy Research
4,560
CESifo working papers
3,691
Journal of economic theory
2,992
Working paper
2,845
Discussion paper / Tinbergen Institute
2,455
Journal of economic dynamics & control
2,448
The American economic review
2,410
Computers & operations research : and their applications to problems of world concern ; an international journal
2,347
Journal of economic behavior & organization : JEBO
2,311
Discussion paper series / IZA
2,217
Europäische Hochschulschriften / 5
2,168
Games and economic behavior
2,067
International journal of production research
1,971
European economic review : EER
1,970
CESifo Working Paper
1,886
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,862
Discussion paper
1,853
The economic journal : the journal of the Royal Economic Society
1,809
Journal of public economics
1,769
SpringerLink / Bücher
1,756
Economic modelling
1,690
Discussion paper / Center for Economic Research, Tilburg University
1,681
CESifo Working Paper Series
1,623
Management science : journal of the Institute for Operations Research and the Management Sciences
1,568
Applied economics
1,550
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,525
IZA Discussion Paper
1,498
Journal of banking & finance
1,427
Public choice
1,412
Journal of monetary economics
1,405
IMF working papers
1,397
International economic review
1,376
Discussion papers / CEPR
1,371
Social choice and welfare
1,329
more ...
less ...
Source
All
ECONIS (ZBW)
1,643
Showing
1
-
10
of
1,643
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
Saved in:
2
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
3
Randomization, endogeneity and laboratory experiments : the role of cash balances in private value auctions
Ham, John C.
;
Kagel, John H.
;
Lehrer, Steven F.
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10002526718
Saved in:
4
Conditionally independent private information in OCS wildcat auctions
Li, Tong
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
Saved in:
5
Reference Bayesian inference in nonregular models
Sareen, Samita
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10001738897
Saved in:
6
Deriving an estimate of the optimal reserve price : an application to British Columbian timber sales
Paarsch, Harry J.
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 333-357
Persistent link: https://www.econbiz.de/10001219969
Saved in:
7
Open outcry auctions with secret reserve prices : an empirical application to executive auctions of tenant owner's apartments in Sweden
Eklöf, Matias
;
Lunander, Anders
- In:
Journal of econometrics
114
(
2003
)
2
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001750808
Saved in:
8
Econometric models of asymmetric ascending auctions
Hong, Han
;
Shum, Matthew
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 327-358
Persistent link: https://www.econbiz.de/10001731322
Saved in:
9
Deciding between the common and private value paradigms in empirical models of auctions
Paarsch, Harry J.
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001118269
Saved in:
10
The estimation of transaction costs in arbitrage models
Spiller, Pablo T.
- In:
Journal of econometrics
3
(
1988
),
pp. 309-326
Persistent link: https://www.econbiz.de/10001052238
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...
//-->