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
Modeling and performance of bo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
120
Markov-Kette
120
Theorie
73
Theory
73
Monte Carlo simulation
47
Monte-Carlo-Simulation
47
Bayes-Statistik
32
Bayesian inference
32
Estimation
28
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Estimation theory
24
Schätztheorie
24
Volatility
18
Volatilität
18
Stochastic process
13
Stochastischer Prozess
13
Markov chain Monte Carlo
12
USA
11
United States
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Forecasting model
9
Prognoseverfahren
9
Regression analysis
9
Regressionsanalyse
9
VAR model
9
VAR-Modell
9
ARCH model
8
ARCH-Modell
8
Sampling
7
Stichprobenerhebung
7
Börsenkurs
6
Correlation
6
Korrelation
6
Latent variable models
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Share price
6
more ...
less ...
Online availability
All
Undetermined
44
Free
1
Type of publication
All
Article
120
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
120
Author
All
Chib, Siddhartha
6
Koop, Gary
6
Li, Yong
5
Yu, Jun
5
Dijk, Herman K. van
4
Kim, Chang-jin
4
Bauwens, Luc
3
Billio, Monica
3
Calvet, Laurent E.
3
Jin, Xin
3
Kohn, Robert
3
Maheu, John M.
3
Steel, Mark F. J.
3
Zeng, Tao
3
Aït-Sahalia, Yacine
2
Casarin, Roberto
2
Deschamps, Jean-Philippe
2
Dijk, Dick van
2
Dufour, Jean-Marie
2
Fernández, Carmen
2
Fisher, Adlai
2
Giordani, Paolo
2
Gouriéroux, Christian
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Han
2
Hu, Yingyao
2
Jochmans, Koen
2
Kalli, Maria
2
King, Maxwell L.
2
Koopman, Siem Jan
2
Lucas, André
2
Monfort, Alain
2
Munkin, Murat K.
2
Piger, Jeremy Max
2
Sola, Martin
2
Timmermann, Allan
2
Trivedi, Pravin K.
2
more ...
less ...
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
221
Insurance / Mathematics & economics
145
Operations research letters
87
Economic modelling
81
Discussion paper / Tinbergen Institute
78
Mathematics of operations research
78
Mathematical methods of operations research
75
Economics letters
72
International journal of production research
72
Journal of economic dynamics & control
71
International journal of theoretical and applied finance
69
Operations research
64
Risks : open access journal
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Working paper
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Energy economics
56
Applied economics
53
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
47
Journal of economic theory
47
Computational economics
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of forecasting
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Quantitative finance
40
Applied economics letters
39
Working paper / National Bureau of Economic Research, Inc.
39
Finance research letters
38
Dynamic games and applications : DGA
36
Finance and stochastics
34
Journal of empirical finance
34
Macroeconomic dynamics
34
International review of financial analysis
33
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
more ...
less ...
Source
All
ECONIS (ZBW)
120
Showing
1
-
10
of
120
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
2
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
3
Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
Saved in:
4
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav
;
Tsurumi, Hiroki
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
Saved in:
5
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
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 Bayesian mixed logit-probit model for multinomial choice
Burda, Martin
;
Harding, Matthew
;
Hausman, Jerry A.
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10003809312
Saved in:
8
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin
;
Brooks, Robert
;
King, Maxwell L.
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
Saved in:
9
A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo
;
Kohn, Robert
;
Dijk, Dick van
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
Saved in:
10
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
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...
