//--> //--> //--> //-->
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
The SR Approach: a new Estimat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
5
Schätztheorie
5
Theorie
4
Theory
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Cointegration
2
Kointegration
2
Time series analysis
2
Volatility
2
Volatilität
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
1988-1995
1
AK-Vasicek model
1
ARCH model
1
ARCH-Modell
1
Anleihe
1
Arbeitsmarkttheorie
1
Arbitrage-free Nelson–Siegel model
1
Big Data
1
Big data
1
Bond
1
Bond data
1
Bond market
1
CAPM
1
Datenmodell
1
Deterministic trends
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Estimation
1
Exchange rate
1
Extended Kalman filter
1
Factor models
1
Fixed-coupon bond prices
1
Forecast
1
Forecasting model
1
Fractional cointegration
1
GMM
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
9
Undetermined
4
Author
All
Christensen, Bent Jesper
12
Nielsen, Morten Ørregaard
4
Andreasen, Martin Møller
2
Busch, Thomas
2
Dahl, Christian M.
2
Iglesias, Emma M.
2
Christensen, Jens H. E.
1
Gouriéroux, Christian
1
Kiefer, Nicholas M.
1
Kiefer, Nicholas Maximilian
1
Posch, Olaf
1
Rudebusch, Glenn D.
1
Varneskov, Rasmus Tangsgaard
1
Wel, Michel van der
1
more ...
less ...
Published in...
All
Journal of econometrics
CREATES Research Papers
487
Economics Working Papers / School of Economics and Management, University of Aarhus
298
CREATES research paper
31
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Development Research Working Paper Series
8
Bank of England Working Paper
7
CREATES Research Paper
6
Queen's Economics Department Working Paper
6
Queen's Economics Department working paper
6
Working Papers / Economics Department, Queen's University
6
Journal of Econometrics
5
Journal of applied econometrics
5
Working paper
5
Journal of labor economics
4
Working papers / Bank of England
4
CESifo Working Paper
3
Insurance / Mathematics & economics
3
Journal of Applied Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NBER working paper series
3
Review of economic dynamics
3
CESifo Working Paper Series
2
CESifo working papers
2
ECB Working Paper
2
Economics letters
2
Economics working paper
2
European economic review : EER
2
FEDS Working Paper
2
Finance and economics discussion series
2
Journal of Labor Economics
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Mathematical Finance
2
Nationaløkonomisk tidsskrift
2
Revista latinoamericana de desarrollo económico
2
Staff working papers / Bank of England
2
The review of economics and statistics
2
Working papers series / Federal Reserve Bank of San Francisco
2
2010 Meeting Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
4
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
3
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
Saved in:
4
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Saved in:
5
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
6
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
7
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
8
Inference in non-linear panel models with partially missing observations: The case of the equilibrium search model
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10006792316
Saved in:
9
Duration, transition and count data models
Gouriéroux, Christian
(
contributor
); …
- In:
Journal of econometrics
79,2 : Annals of econometrics
(
1997
)
Persistent link: https://www.econbiz.de/10004320918
Saved in:
10
Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper
;
Dahl, Christian M.
;
Iglesias, …
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 458-472
Persistent link: https://www.econbiz.de/10009613927
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->