//--> //--> //--> //-->
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
Econometric testing of the CAP...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Causality analysis
129
Kausalanalyse
129
Estimation theory
94
Schätztheorie
94
CAPM
87
Theorie
87
Theory
87
Estimation
50
Schätzung
50
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Time series analysis
34
Zeitreihenanalyse
34
Volatility
29
Volatilität
29
Statistical test
28
Statistischer Test
28
Capital income
25
Kapitaleinkommen
25
Regression analysis
24
Regressionsanalyse
24
Induktive Statistik
21
Statistical inference
21
Impact assessment
18
Wirkungsanalyse
18
Börsenkurs
16
Share price
16
Forecasting model
15
Prognoseverfahren
15
Risikoprämie
15
Risk premium
15
Instrumental variables
14
Portfolio selection
14
Portfolio-Management
14
IV-Schätzung
13
Panel
12
Panel study
12
Statistical distribution
12
Statistische Verteilung
12
Factor analysis
11
more ...
less ...
Online availability
All
Undetermined
112
Free
7
Type of publication
All
Article
215
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
216
Aufsatz in Zeitschrift
216
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
216
Author
All
Aït-Sahalia, Yacine
5
Renault, Eric
5
White, Halbert
5
Bandi, Federico M.
4
Callaway, Brantly
4
Clark, Todd E.
4
Ghysels, Eric
4
Heckman, James J.
4
Mykland, Per A.
4
Dufour, Jean-Marie
3
Engle, Robert F.
3
Fan, Yanqin
3
Han, Sukjin
3
Hansen, Lars Peter
3
Hsu, Yu-Chin
3
McCracken, Michael W.
3
Pelger, Markus
3
Sant'Anna, Pedro H. C.
3
Shaikh, Azeem M.
3
Todorov, Viktor
3
Zhang, Lan
3
Bauwens, Luc
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Breitung, Jörg
2
Chiang, Harold D.
2
Choi, In
2
Francq, Christian
2
Frölich, Markus
2
Garcia, René
2
Gospodinov, Nikolaj
2
Grammig, Joachim
2
Granger, C. W. J.
2
Haiqing Xu
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Jiang, Liang
2
Laurent, Sébastien
2
Mancini, Loriano
2
Motegi, Kaiji
2
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
606
MPRA Paper
597
Working paper / National Bureau of Economic Research, Inc.
494
NBER Working Paper
398
Journal of financial economics
330
Journal of banking & finance
290
Applied economics
263
The journal of finance : the journal of the American Finance Association
255
Finance research letters
254
International Journal of Energy Economics and Policy : IJEEP
245
The review of financial studies
232
Energy economics
209
Economic modelling
208
Discussion paper series / IZA
205
Economics letters
198
Journal of economic dynamics & control
181
International review of financial analysis
173
Journal of empirical finance
167
Applied economics letters
146
International review of economics & finance : IREF
146
Discussion paper / Centre for Economic Policy Research
142
Working paper
142
Journal of financial and quantitative analysis : JFQA
127
Management science : journal of the Institute for Operations Research and the Management Sciences
126
CESifo working papers
125
IZA Discussion Paper
124
The North American journal of economics and finance : a journal of financial economics studies
118
International journal of economics and finance
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Pacific-Basin finance journal
110
Journal of international financial markets, institutions & money
109
Journal of international money and finance
109
Research paper series / Swiss Finance Institute
106
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
106
Applied financial economics
105
International journal of economics and financial issues : IJEFI
104
Discussion papers / CEPR
101
The European journal of finance
95
Review of quantitative finance and accounting
94
more ...
less ...
Source
All
ECONIS (ZBW)
216
Showing
1
-
10
of
216
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Annals journal of econometrics: Causality and exogeneity in econometrics
Bauwens, Luc
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003348748
Saved in:
2
Causality and exogeneity in econometrics : editorial
Bauwens, Luc
;
Boswijk, Herman Peter
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
Saved in:
3
Granger causality and the sampling of economic processes
MacCrorie, J. Roderick
;
Chambers, Marcus J.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 311-336
Persistent link: https://www.econbiz.de/10003348756
Saved in:
4
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
5
Testing for short- and long-run causality : a frequency-domain approach
Breitung, Jörg
;
Candelon, Bertrand
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 363-378
Persistent link: https://www.econbiz.de/10003348759
Saved in:
6
Non-causality in bivariate binary time series
Mosconi, Rocco
;
Seri, Raffaello
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
Saved in:
7
A specification test for the propensity score using its distribution conditional on participation
Shaikh, Azeem M.
;
Simonsen, Marianne
;
Vytlacil, Edward
; …
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10003855073
Saved in:
8
Granger causality and path diagrams for multivariate time series
Eichler, Michael
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 334-353
Persistent link: https://www.econbiz.de/10003441751
Saved in:
9
Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
Saved in:
10
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
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...
//-->