//--> //--> //--> //-->
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
Copula-based dependence charac...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,645
Theory
1,645
Zeitreihenanalyse
717
Time series analysis
714
Estimation theory
675
Schätztheorie
675
Estimation
247
Schätzung
246
Nichtparametrisches Verfahren
202
Nonparametric statistics
202
Volatility
202
Volatilität
202
Forecasting model
175
Prognoseverfahren
175
Regression analysis
171
Regressionsanalyse
171
Statistical test
170
Statistischer Test
170
Stochastic process
144
Stochastischer Prozess
144
Panel
123
Panel study
123
Markov chain
120
Markov-Kette
120
Cointegration
113
Kointegration
112
Bayes-Statistik
108
Bayesian inference
108
USA
104
United States
104
Statistical distribution
101
Statistische Verteilung
101
Monte Carlo simulation
97
Monte-Carlo-Simulation
97
Einheitswurzeltest
94
Unit root test
94
Ökonometrie
94
Bootstrap approach
93
Bootstrap-Verfahren
93
VAR model
93
more ...
less ...
Online availability
All
Undetermined
595
Free
16
Type of publication
All
Article
2,027
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
2,037
Aufsatz in Zeitschrift
2,037
Collection of articles of several authors
54
Sammelwerk
54
Konferenzschrift
16
Conference proceedings
13
Festschrift
12
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,067
Undetermined
1
Author
All
Phillips, Peter C. B.
50
Linton, Oliver
25
Taylor, Robert
23
Gouriéroux, Christian
19
Yu, Jun
19
Koop, Gary
18
Ghysels, Eric
17
Swanson, Norman R.
17
Lee, Lung-fei
16
Pesaran, M. Hashem
16
Robinson, Peter M.
16
Aït-Sahalia, Yacine
15
Park, Joon Y.
15
Xiao, Zhijie
15
Chen, Xiaohong
13
Dijk, Herman K. van
13
Dufour, Jean-Marie
13
Gao, Jiti
13
Leybourne, Stephen James
13
McAleer, Michael
13
Renault, Eric
13
Schmidt, Peter
13
Bollerslev, Tim
12
Diebold, Francis X.
12
Granger, C. W. J.
12
Hong, Yongmiao
12
Koopman, Siem Jan
12
Li, Qi
12
Patton, Andrew J.
12
Tauchen, George Eugene
12
Timmermann, Allan
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Elliott, Graham
11
Hallin, Marc
11
Hsiao, Cheng
11
Steel, Mark F. J.
11
Teräsvirta, Timo
11
Todorov, Viktor
11
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
6,985
Working paper / National Bureau of Economic Research, Inc.
6,587
NBER Working Paper
6,375
Economics letters
5,573
European journal of operational research : EJOR
5,104
Discussion paper / Centre for Economic Policy Research
4,573
CESifo working papers
3,716
Working paper
2,925
Journal of economic theory
2,915
Discussion paper / Tinbergen Institute
2,534
Journal of economic dynamics & control
2,502
The American economic review
2,379
Computers & operations research : and their applications to problems of world concern ; an international journal
2,357
Discussion paper series / IZA
2,248
Journal of economic behavior & organization : JEBO
2,222
Europäische Hochschulschriften / 5
2,167
International journal of production research
1,992
European economic review : EER
1,991
CESifo Working Paper
1,890
Discussion paper
1,874
Games and economic behavior
1,874
Economic modelling
1,865
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,821
The economic journal : the journal of the Royal Economic Society
1,808
Journal of public economics
1,778
Applied economics
1,777
SpringerLink / Bücher
1,770
Discussion paper / Center for Economic Research, Tilburg University
1,677
CESifo Working Paper Series
1,611
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,532
Management science : journal of the Institute for Operations Research and the Management Sciences
1,521
IZA Discussion Paper
1,502
Journal of monetary economics
1,465
IMF working papers
1,446
Journal of banking & finance
1,442
Public choice
1,398
International economic review
1,381
Discussion papers / CEPR
1,357
International journal of production economics
1,325
more ...
less ...
Source
All
ECONIS (ZBW)
2,067
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,068
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
2
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
4
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
7
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
8
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
9
Moments of Markov switching models
Timmermann, Allan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 75-111
Persistent link: https://www.econbiz.de/10001466745
Saved in:
10
Business cycle durations
Filardo, Andrew J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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...
//-->