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
Sample tangency portfolio, rep...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,623
Theory
1,623
Estimation theory
387
Schätztheorie
387
Time series analysis
333
Zeitreihenanalyse
333
Estimation
175
Schätzung
175
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Forecasting model
138
Prognoseverfahren
138
Volatility
136
Volatilität
136
Statistical test
131
Statistischer Test
131
Regression analysis
116
Regressionsanalyse
116
Stochastic process
108
Stochastischer Prozess
108
USA
95
United States
95
Panel
93
Panel study
93
Bayes-Statistik
91
Bayesian inference
91
Statistical distribution
86
Statistische Verteilung
86
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
72
Kointegration
72
Markov chain
72
Markov-Kette
72
Bootstrap approach
71
Bootstrap-Verfahren
71
more ...
less ...
Online availability
All
Undetermined
380
Free
4
Type of publication
All
Article
1,622
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,636
Aufsatz in Zeitschrift
1,636
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
5
Conference paper
5
Konferenzbeitrag
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,658
Author
All
Phillips, Peter C. B.
37
Linton, Oliver
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Chen, Xiaohong
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
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
7,379
Working paper / National Bureau of Economic Research, Inc.
6,906
NBER Working Paper
6,549
Economics letters
5,406
European journal of operational research : EJOR
5,113
Discussion paper / Centre for Economic Policy Research
4,671
CESifo working papers
3,692
Journal of economic theory
2,914
Working paper
2,879
Journal of economic dynamics & control
2,534
Discussion paper / Tinbergen Institute
2,415
The American economic review
2,407
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,327
Discussion paper series / IZA
2,252
Europäische Hochschulschriften / 5
2,210
International journal of production research
1,960
European economic review : EER
1,942
SpringerLink / Bücher
1,918
Journal of banking & finance
1,899
CESifo Working Paper
1,893
Games and economic behavior
1,865
Discussion paper
1,842
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
Economic modelling
1,806
The economic journal : the journal of the Royal Economic Society
1,804
Journal of public economics
1,768
Applied economics
1,745
Discussion paper / Center for Economic Research, Tilburg University
1,700
Management science : journal of the Institute for Operations Research and the Management Sciences
1,653
CESifo Working Paper Series
1,596
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,515
IZA Discussion Paper
1,509
Journal of monetary economics
1,453
Discussion papers / CEPR
1,451
IMF working papers
1,448
Public choice
1,393
International economic review
1,374
Finance research letters
1,321
more ...
less ...
Source
All
ECONIS (ZBW)
1,658
Showing
1
-
10
of
1,658
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
3
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
Saved in:
4
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
5
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
6
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
7
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
8
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
9
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
10
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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...
