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
How Likely is it to Hit a Barr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
31
ARMA-Modell
31
Theorie
17
Theory
17
Time series analysis
15
Zeitreihenanalyse
15
Volatility
6
Volatilität
6
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
Markov chain
4
Markov-Kette
4
Schätzung
4
Cointegration
3
Kointegration
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
ARFIMA
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Exchange rate
2
Forecasting
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Hecq, Alain W. J.
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Bhardwaj, Geetesh
1
Billio, Monica
1
Bollerslev, Tim
1
Cavaliere, Giuseppe
1
Chan, Joshua C. C.
1
Chen, Rong
1
Chen, Willa W.
1
Chevillon, Guillaume
1
Cubadda, Gianluca
1
Davidson, James E. H.
1
Deistler, Manfred
1
Deo, Rohit S.
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Duan, Jin-Chuan
1
Felsenstein, Elisabeth
1
Francq, Christian
1
Franses, Philip Hans
1
Giersbergen, Noud P. A. van
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hsiao, Cheng
1
Hsieh, Meng-chen
1
Hurvich, Clifford M.
1
Kapetanios, George
1
Kiviet, J. F.
1
Kleibergen, Frank
1
Koelbl, Lukas
1
Kuersteiner, Guido M.
1
Laurent, Sébastien
1
Li, Wai Keung
1
Liesenfeld, Roman
1
Ling, Shiqing
1
Martin, Gael M.
1
Martin, Vance
1
Monfort, Alain
1
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
37
The PDMA handbook of new product development
35
International journal of forecasting
34
Europäische Hochschulschriften / 5
31
IO-Management-Zeitschrift
31
Journal of forecasting
30
Working Paper
30
Econometric theory
25
Applied economics
22
Business horizons
20
Industrielle Organisation : Zeitschrift für Betriebswissenschaft, Management, Produktionstechnik und Organisation
20
Discussion paper / Tinbergen Institute
17
IO : Management-Zeitschrift industrielle Organisation
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Computational economics
14
Discussion paper / Centre for Economic Policy Research
14
Management-Zeitschrift : IO
14
Working paper / National Bureau of Economic Research, Inc.
14
Working paper
13
Diskussionspapier
12
Harvard-Manager : Periodikum zu Theorie u. Praxis d. Managements
12
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
12
Journal of business strategy
12
NBER working paper series
12
Applied financial economics
11
Beiträge zum Produktmarketing
11
Fortschrittliche Betriebsführung und Industrial engineering : FB IE
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
SpringerLink / Bücher
11
Advances in business and management forecasting
10
CoFE Discussion Paper
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
10
Esomar congress
10
Ifo Schnelldienst
10
International journal of economics and financial issues : IJEFI
10
MPRA Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10001998874
Saved in:
2
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
Ling, Shiqing
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 849-873
Persistent link: https://www.econbiz.de/10003569985
Saved in:
3
Asymptotics for duration-driven long range dependent processes
Hsieh, Meng-chen
;
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 913-949
Persistent link: https://www.econbiz.de/10003571367
Saved in:
4
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
5
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
6
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Saved in:
7
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
8
Generalized ARMA models with martingale difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
9
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
