//--> //--> //--> //-->
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
Testing the martingale differe...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,751
Schätztheorie
1,751
Theorie
580
Theory
580
Nichtparametrisches Verfahren
573
Nonparametric statistics
573
Zeitreihenanalyse
398
Time series analysis
397
Regression analysis
356
Regressionsanalyse
356
Estimation
289
Schätzung
285
Statistical test
211
Statistischer Test
211
Panel
201
Panel study
201
Volatility
160
Volatilität
160
Monte Carlo simulation
141
Monte-Carlo-Simulation
140
Method of moments
127
Momentenmethode
126
Induktive Statistik
108
Statistical inference
108
Bootstrap approach
105
Bootstrap-Verfahren
105
Forecasting model
100
Prognoseverfahren
100
Bayes-Statistik
96
Bayesian inference
96
Statistical distribution
95
Statistische Verteilung
95
Maximum likelihood estimation
94
Maximum-Likelihood-Schätzung
94
Stochastic process
93
Stochastischer Prozess
93
Instrumental variables
88
Autocorrelation
86
Autokorrelation
86
Cointegration
84
more ...
less ...
Online availability
All
Undetermined
895
Free
29
Type of publication
All
Article
2,089
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
2,059
Aufsatz in Zeitschrift
2,059
Collection of articles of several authors
29
Sammelwerk
29
Conference paper
27
Konferenzbeitrag
27
Konferenzschrift
8
Conference proceedings
6
Festschrift
5
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,108
Author
All
Phillips, Peter C. B.
43
Linton, Oliver
35
Li, Qi
23
Su, Liangjun
23
Chen, Xiaohong
22
Lee, Lung-fei
22
Robinson, Peter M.
22
Chen, Songnian
21
Gao, Jiti
21
Chib, Siddhartha
15
Fan, Yanqin
15
Cai, Zongwu
14
Gouriéroux, Christian
14
Hsiao, Cheng
14
Lewbel, Arthur
14
Hong, Han
13
Horowitz, Joel
13
Hu, Yingyao
13
Park, Joon Y.
13
Simar, Léopold
13
Todorov, Viktor
13
Yu, Jun
13
Baltagi, Badi H.
12
Florens, Jean-Pierre
12
Koop, Gary
12
Newey, Whitney K.
12
Sun, Yixiao
12
Taylor, Robert
12
White, Halbert
12
Xiao, Zhijie
12
Andrews, Donald W. K.
11
Aït-Sahalia, Yacine
11
Bai, Jushan
11
Francq, Christian
11
Koopman, Siem Jan
11
Li, Degui
11
Gallant, A. Ronald
10
Hoderlein, Stefan
10
Kristensen, Dennis
10
Pesaran, M. Hashem
10
more ...
less ...
Institution
All
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Economics letters
1,110
Econometric theory
810
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
747
Econometric reviews
535
CEMMAP working papers / Centre for Microdata Methods and Practice
527
Discussion paper / Tinbergen Institute
449
NBER Working Paper
402
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
387
Journal of the American Statistical Association : JASA
373
NBER working paper series
369
European journal of operational research : EJOR
323
The econometrics journal
316
Journal of applied econometrics
308
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
291
Série des documents de travail / Centre de Recherche en Économie et Statistique
287
Working paper / National Bureau of Economic Research, Inc.
278
International journal of forecasting
274
Applied economics
273
Applied economics letters
270
Cowles Foundation discussion paper
270
Discussion paper series / IZA
268
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
251
Discussion paper / Center for Economic Research, Tilburg University
240
Working paper
236
Working paper / Department of Econometrics and Business Statistics, Monash University
236
Computational economics
230
Oxford bulletin of economics and statistics
223
Journal of forecasting
216
Economic modelling
203
Discussion paper
199
Econometrics : open access journal
185
The review of economics and statistics
177
Journal of quantitative economics : official journal of the Indian Econometric Society
174
Quantitative economics : QE ; journal of the Econometric Society
172
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
172
Insurance / Mathematics & economics
171
CREATES research paper
168
Discussion papers of interdisciplinary research project 373
163
IZA Discussion Paper
163
more ...
less ...
Source
All
ECONIS (ZBW)
2,108
Showing
1
-
10
of
2,108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
3
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
Saved in:
4
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
5
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
6
Testing semiparametric conditional moment restrictions using conditional
martingale
transforms
Song, Kyungchul
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 74-84
Persistent link: https://www.econbiz.de/10003931787
Saved in:
7
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
8
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
9
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
10
Testing a linear dynamic panel data model against nonlinear alternatives
Lee, Yoon-jin
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10010255452
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...
//-->