//--> //--> //--> //-->
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
A state space framework for au...
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
386
Schätztheorie
386
Time series analysis
342
Zeitreihenanalyse
342
Estimation
171
Schätzung
171
Nichtparametrisches Verfahren
144
Nonparametric statistics
144
Forecasting model
142
Prognoseverfahren
142
Volatility
131
Volatilität
131
Statistical test
129
Statistischer Test
129
Regression analysis
117
Regressionsanalyse
117
Stochastic process
110
Stochastischer Prozess
110
Bayes-Statistik
96
Bayesian inference
96
USA
96
United States
96
Panel
93
Panel study
93
Ökonometrie
84
Econometrics
82
Statistical distribution
82
Statistische Verteilung
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
80
Monte-Carlo-Simulation
80
Markov chain
75
Markov-Kette
75
Cointegration
72
Kointegration
72
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
366
Type of publication
All
Article
1,615
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,631
Aufsatz in Zeitschrift
1,631
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
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
1,651
Author
All
Phillips, Peter C. B.
36
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Pesaran, M. Hashem
15
Ghysels, Eric
14
Timmermann, Allan
14
Chib, Siddhartha
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dijk, Herman K. van
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Kohn, Robert
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
Gallant, A. Ronald
8
Hidalgo, Javier
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
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
6,918
Working paper / National Bureau of Economic Research, Inc.
6,550
NBER Working Paper
6,300
Economics letters
5,315
European journal of operational research : EJOR
5,002
Discussion paper / Centre for Economic Policy Research
4,547
CESifo working papers
3,635
Journal of economic theory
2,893
Working paper
2,840
Journal of economic dynamics & control
2,452
Discussion paper / Tinbergen Institute
2,388
The American economic review
2,374
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,216
Discussion paper series / IZA
2,208
Europäische Hochschulschriften / 5
2,156
International journal of production research
1,950
European economic review : EER
1,926
CESifo Working Paper
1,870
Games and economic behavior
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,814
Discussion paper
1,806
The economic journal : the journal of the Royal Economic Society
1,793
Economic modelling
1,762
SpringerLink / Bücher
1,750
Journal of public economics
1,746
Discussion paper / Center for Economic Research, Tilburg University
1,658
CESifo Working Paper Series
1,586
Applied economics
1,569
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,490
Management science : journal of the Institute for Operations Research and the Management Sciences
1,485
IMF working papers
1,438
Journal of monetary economics
1,412
Public choice
1,393
Journal of banking & finance
1,392
International economic review
1,375
Discussion papers / CEPR
1,347
Social choice and welfare
1,318
more ...
less ...
Source
All
ECONIS (ZBW)
1,651
Showing
1
-
10
of
1,651
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
2
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
3
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
4
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
5
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
6
A Quadratic Kalman Filter
Monfort, Alain
;
Renne, Jean-Paul
;
Roussellet, Guillaume
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10011498735
Saved in:
7
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
Saved in:
8
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
9
Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana
;
Zhu, Yinchu
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
Saved in:
10
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
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...
//-->