//--> //--> //--> //-->
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
Integer compromise allocation...
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
389
Schätztheorie
389
Time series analysis
347
Zeitreihenanalyse
347
Estimation
176
Schätzung
176
Nichtparametrisches Verfahren
149
Nonparametric statistics
149
Forecasting model
135
Prognoseverfahren
135
Volatility
135
Volatilität
135
Statistical test
130
Statistischer Test
130
Regression analysis
117
Regressionsanalyse
117
Stochastic process
111
Stochastischer Prozess
111
USA
95
United States
95
Panel
94
Panel study
94
Bayes-Statistik
89
Bayesian inference
89
Statistical distribution
89
Statistische Verteilung
89
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Cointegration
75
Kointegration
75
Markov chain
74
Markov-Kette
74
Bootstrap approach
70
Bootstrap-Verfahren
70
more ...
less ...
Online availability
All
Undetermined
368
Free
4
Type of publication
All
Article
1,624
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
1,639
Aufsatz in Zeitschrift
1,639
Collection of articles of several authors
50
Sammelwerk
50
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
1,661
Author
All
Phillips, Peter C. B.
37
Koop, Gary
17
Yu, Jun
17
Gouriéroux, Christian
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Pesaran, M. Hashem
15
Ghysels, Eric
14
McAleer, Michael
13
Diebold, Francis X.
12
Granger, C. W. J.
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Chen, Xiaohong
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
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
6,872
Working paper / National Bureau of Economic Research, Inc.
6,487
NBER Working Paper
6,247
Economics letters
5,300
European journal of operational research : EJOR
4,995
Discussion paper / Centre for Economic Policy Research
4,483
CESifo working papers
3,612
Journal of economic theory
2,902
Working paper
2,778
Journal of economic dynamics & control
2,431
Discussion paper / Tinbergen Institute
2,361
The American economic review
2,361
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
Journal of economic behavior & organization : JEBO
2,214
Discussion paper series / IZA
2,208
Europäische Hochschulschriften / 5
2,162
International journal of production research
1,959
European economic review : EER
1,923
Games and economic behavior
1,863
CESifo Working Paper
1,857
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,789
Discussion paper
1,786
Journal of public economics
1,750
SpringerLink / Bücher
1,738
Economic modelling
1,675
Discussion paper / Center for Economic Research, Tilburg University
1,661
CESifo Working Paper Series
1,577
Applied economics
1,538
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
1,490
Management science : journal of the Institute for Operations Research and the Management Sciences
1,473
Journal of monetary economics
1,435
Public choice
1,393
IMF working papers
1,391
Journal of banking & finance
1,390
International economic review
1,371
Discussion papers / CEPR
1,324
Social choice and welfare
1,317
more ...
less ...
Source
All
ECONIS (ZBW)
1,661
Showing
1
-
10
of
1,661
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
2
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:
3
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10003425505
Saved in:
4
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
7
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
8
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
9
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
10
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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...
//-->