//--> //--> //--> //-->
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
Monte Carlo smoothing for nonl...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,698
Schätztheorie
1,698
Theorie
725
Theory
725
Zeitreihenanalyse
700
Time series analysis
697
Nichtparametrisches Verfahren
373
Nonparametric statistics
373
Regression analysis
312
Regressionsanalyse
312
Estimation
295
Schätzung
292
Statistical test
207
Statistischer Test
207
Panel
194
Panel study
194
Volatility
178
Volatilität
178
Forecasting model
146
Prognoseverfahren
146
Monte Carlo simulation
137
Monte-Carlo-Simulation
136
Method of moments
118
Momentenmethode
117
Stochastic process
115
Stochastischer Prozess
115
Bootstrap approach
105
Bootstrap-Verfahren
105
Autocorrelation
101
Autokorrelation
101
Bayes-Statistik
101
Bayesian inference
101
Induktive Statistik
99
Statistical inference
99
Cointegration
96
Kointegration
95
Maximum likelihood estimation
94
Maximum-Likelihood-Schätzung
94
Nichtlineare Regression
93
Nonlinear regression
93
more ...
less ...
Online availability
All
Undetermined
901
Free
18
Type of publication
All
Article
2,156
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
2,131
Aufsatz in Zeitschrift
2,131
Collection of articles of several authors
34
Sammelwerk
34
Conference paper
25
Konferenzbeitrag
25
Konferenzschrift
11
Festschrift
9
Conference proceedings
8
Aufsatzsammlung
4
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,180
Undetermined
1
Author
All
Phillips, Peter C. B.
50
Linton, Oliver
27
Robinson, Peter M.
23
Lee, Lung-fei
22
Chen, Songnian
21
Su, Liangjun
21
Taylor, Robert
21
Gao, Jiti
20
Park, Joon Y.
20
Chen, Xiaohong
18
Li, Qi
18
Yu, Jun
18
Fan, Yanqin
16
Chib, Siddhartha
15
Gouriéroux, Christian
15
Swanson, Norman R.
15
Koop, Gary
14
Koopman, Siem Jan
14
White, Halbert
14
Bai, Jushan
13
Cai, Zongwu
13
Francq, Christian
13
Hallin, Marc
13
Sun, Yixiao
13
Todorov, Viktor
13
Florens, Jean-Pierre
12
Hong, Han
12
Hsiao, Cheng
12
Pesaran, M. Hashem
12
Xiao, Zhijie
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Leybourne, Stephen James
11
Schmidt, Peter
11
Zakoïan, Jean-Michel
11
Andersen, Torben
10
Baltagi, Badi H.
10
Corradi, Valentina
10
Hong, Yongmiao
10
Horowitz, Joel
10
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Economics letters
1,365
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
930
Econometric theory
903
International journal of forecasting
690
Econometric reviews
618
Discussion paper / Tinbergen Institute
592
Applied economics
518
NBER Working Paper
486
NBER working paper series
461
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
436
CEMMAP working papers / Centre for Microdata Methods and Practice
433
Economic modelling
432
Journal of forecasting
426
Applied economics letters
420
Working paper
386
Journal of applied econometrics
384
Journal of the American Statistical Association : JASA
374
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
372
Working paper / National Bureau of Economic Research, Inc.
364
The econometrics journal
346
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
339
Working paper / Department of Econometrics and Business Statistics, Monash University
333
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
319
European journal of operational research : EJOR
316
Série des documents de travail / Centre de Recherche en Économie et Statistique
296
Oxford bulletin of economics and statistics
293
Cowles Foundation discussion paper
286
Energy economics
283
Computational economics
252
CREATES research paper
250
CESifo working papers
246
Discussion paper series / IZA
242
Journal of economic dynamics & control
238
Discussion paper / Center for Economic Research, Tilburg University
236
Discussion paper
233
Econometrics : open access journal
221
The review of economics and statistics
210
Journal of quantitative economics : official journal of the Indian Econometric Society
198
Discussion paper / Centre for Economic Policy Research
197
more ...
less ...
Source
All
ECONIS (ZBW)
2,180
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,181
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert
;
Sun, Yutao
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
Saved in:
3
Impulse response analysis for structural dynamic models with nonlinear regressors
Gonçalvesa, Sílvia
;
Herrer, Ana María
;
Kilian, Lutz
; …
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10013279032
Saved in:
4
Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
Saved in:
5
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
6
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
Saved in:
7
Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
Saved in:
8
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan
;
Guo, Bin
;
Yao, Qiwei
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Saved in:
9
Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui
;
Chung, Ray S. W.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
Saved in:
10
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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...
//-->