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 dynamic investment model wit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,645
Theory
1,645
Estimation theory
392
Schätztheorie
392
Time series analysis
339
Zeitreihenanalyse
339
Estimation
179
Schätzung
179
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Volatility
144
Volatilität
144
Forecasting model
142
Prognoseverfahren
142
Statistical test
132
Statistischer Test
132
Regression analysis
119
Regressionsanalyse
119
Stochastic process
111
Stochastischer Prozess
111
Panel
95
Panel study
95
USA
95
United States
95
Bayes-Statistik
92
Bayesian inference
92
Statistical distribution
88
Statistische Verteilung
88
Ökonometrie
85
Econometrics
83
Method of moments
83
Momentenmethode
83
Monte Carlo simulation
79
Monte-Carlo-Simulation
79
Markov chain
74
Markov-Kette
74
Bootstrap approach
72
Bootstrap-Verfahren
72
Cointegration
72
Kointegration
72
more ...
less ...
Online availability
All
Undetermined
402
Free
9
Type of publication
All
Article
1,655
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,669
Aufsatz in Zeitschrift
1,669
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
5
Conference paper
5
Konferenzbeitrag
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,691
Author
All
Phillips, Peter C. B.
37
Linton, Oliver
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Bollerslev, Tim
8
Chen, Xiaohong
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
King, Maxwell L.
8
Kohn, Robert
8
Kumbhakar, Subal
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
7,177
Working paper / National Bureau of Economic Research, Inc.
6,768
NBER Working Paper
6,455
Economics letters
5,439
European journal of operational research : EJOR
5,122
Discussion paper / Centre for Economic Policy Research
4,608
CESifo working papers
3,674
Journal of economic theory
2,913
Working paper
2,858
Journal of economic dynamics & control
2,521
Discussion paper / Tinbergen Institute
2,402
The American economic review
2,393
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,261
Discussion paper series / IZA
2,242
Europäische Hochschulschriften / 5
2,204
European economic review : EER
1,980
International journal of production research
1,960
CESifo Working Paper
1,881
SpringerLink / Bücher
1,880
Games and economic behavior
1,865
Discussion paper
1,857
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
The economic journal : the journal of the Royal Economic Society
1,800
Journal of public economics
1,790
Economic modelling
1,764
Journal of banking & finance
1,747
Discussion paper / Center for Economic Research, Tilburg University
1,689
Applied economics
1,688
CESifo Working Paper Series
1,596
Management science : journal of the Institute for Operations Research and the Management Sciences
1,587
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,515
IZA Discussion Paper
1,505
Journal of monetary economics
1,448
IMF working papers
1,431
Discussion papers / CEPR
1,411
Public choice
1,393
International economic review
1,375
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,691
Showing
1
-
10
of
1,691
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine
;
Bickel, Peter J.
;
Stoker, Thomas …
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Saved in:
2
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
3
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
6
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
7
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
8
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
9
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
10
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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...
