//--> //--> //--> //-->
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
[Rezension von: Ito, Takatoshi...
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
371
Schätztheorie
371
Time series analysis
328
Zeitreihenanalyse
328
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Forecasting model
131
Prognoseverfahren
131
Volatility
131
Volatilität
131
Statistical test
128
Statistischer Test
128
Regression analysis
114
Regressionsanalyse
114
Stochastic process
107
Stochastischer Prozess
107
USA
98
United States
98
Panel
91
Panel study
91
Bayes-Statistik
90
Bayesian inference
90
Ökonometrie
84
Econometrics
82
Statistical distribution
82
Statistische Verteilung
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Cointegration
72
Kointegration
72
Markov chain
72
Markov-Kette
72
Bootstrap approach
70
Bootstrap-Verfahren
70
more ...
less ...
Online availability
All
Undetermined
347
Type of publication
All
Article
1,587
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,602
Aufsatz in Zeitschrift
1,602
Collection of articles of several authors
50
Sammelwerk
50
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
1,622
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
Corradi, Valentina
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Hsiao, Cheng
10
Timmermann, Allan
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
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Gallant, A. Ronald
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
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
7,592
Working paper / National Bureau of Economic Research, Inc.
7,169
NBER Working Paper
6,875
Economics letters
5,400
European journal of operational research : EJOR
5,034
Discussion paper / Centre for Economic Policy Research
4,860
CESifo working papers
3,843
Working paper
3,124
Journal of economic theory
2,893
The American economic review
2,490
Journal of economic dynamics & control
2,455
Discussion paper series / IZA
2,415
Discussion paper / Tinbergen Institute
2,407
Computers & operations research : and their applications to problems of world concern ; an international journal
2,340
Europäische Hochschulschriften / 5
2,316
Journal of economic behavior & organization : JEBO
2,235
IMF working papers
2,149
European economic review : EER
2,010
CESifo Working Paper
2,001
The economic journal : the journal of the Royal Economic Society
1,963
International journal of production research
1,956
Discussion paper
1,921
SpringerLink / Bücher
1,902
Games and economic behavior
1,863
Applied economics
1,859
Economic modelling
1,859
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,813
Journal of public economics
1,777
CESifo Working Paper Series
1,713
Discussion paper / Center for Economic Research, Tilburg University
1,670
IZA Discussion Paper
1,634
IMF working paper
1,598
Policy research working paper : WPS
1,545
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,517
Management science : journal of the Institute for Operations Research and the Management Sciences
1,491
Journal of banking & finance
1,469
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,452
Journal of monetary economics
1,451
Discussion papers / CEPR
1,444
more ...
less ...
Source
All
ECONIS (ZBW)
1,622
Showing
1
-
10
of
1,622
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
2
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:
3
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
4
A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
Saved in:
5
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
6
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
7
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
Saved in:
8
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
9
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
10
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
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...
//-->