//--> //--> //--> //-->
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
Backtesting for counterparty c...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
466
Schätzung
462
Theorie
295
Theory
295
Estimation theory
268
Schätztheorie
268
USA
222
United States
220
Time series analysis
144
Zeitreihenanalyse
144
Monte Carlo simulation
134
Monte-Carlo-Simulation
133
Volatility
130
Volatilität
130
Nichtparametrisches Verfahren
119
Nonparametric statistics
119
Panel
107
Panel study
107
Regression analysis
93
Regressionsanalyse
93
Forecasting model
80
Prognoseverfahren
80
Markov chain
71
Markov-Kette
71
Capital income
63
Kapitaleinkommen
63
Stochastic process
61
Stochastischer Prozess
61
Bayes-Statistik
60
Bayesian inference
60
Börsenkurs
60
Share price
60
Statistical test
47
Statistischer Test
47
Factor analysis
42
Faktorenanalyse
42
ARCH model
39
ARCH-Modell
39
Panel data
38
Statistical distribution
36
more ...
less ...
Online availability
All
Undetermined
326
Type of publication
All
Article
755
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
750
Aufsatz in Zeitschrift
750
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
5
Sammelwerk
5
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
757
Undetermined
3
Author
All
Todorov, Viktor
14
Bollerslev, Tim
10
Koop, Gary
10
Tauchen, George Eugene
10
Linton, Oliver
9
Pesaran, M. Hashem
9
Ghysels, Eric
8
Phillips, Peter C. B.
8
Slottje, Daniel Jonathan
8
Su, Liangjun
8
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Chib, Siddhartha
6
Diebold, Francis X.
6
Dijk, Herman K. van
6
Dufour, Jean-Marie
6
Koopman, Siem Jan
6
McAleer, Michael
6
Park, Joon Y.
6
Sickles, Robin C.
6
Baltagi, Badi H.
5
Engle, Robert F.
5
Francq, Christian
5
Gao, Jiti
5
Gouriéroux, Christian
5
Heckman, James J.
5
Khalaf, Lynda
5
Kim, Donggyu
5
Li, Jia
5
Li, Yong
5
Lu, Xun
5
Sasaki, Yuya
5
Schmidt, Peter
5
Shin, Yongcheol
5
Yu, Jun
5
Zakoïan, Jean-Michel
5
Asai, Manabu
4
Callaway, Brantly
4
Chernozhukov, Victor
4
Fulop, Andras
4
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
12,560
NBER working paper series
5,837
Discussion paper series / IZA
4,430
NBER Working Paper
3,495
Discussion paper / Centre for Economic Policy Research
2,966
Applied economics
2,799
The American economic review
2,536
IZA Discussion Papers
2,265
Working paper
2,090
CESifo working papers
2,051
Journal of banking & finance
1,708
American journal of agricultural economics
1,648
Applied economics letters
1,595
IZA Discussion Paper
1,582
Economics letters
1,580
The review of economics and statistics
1,579
The journal of finance : the journal of the American Finance Association
1,543
The review of financial studies
1,433
Discussion paper
1,248
Journal of financial economics
1,146
Economic modelling
1,142
Finance and economics discussion series
1,054
Energy economics
1,005
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
944
The journal of futures markets
944
Southern economic journal
938
Economic review
935
CESifo Working Paper
928
Journal of money, credit and banking : JMCB
909
Economic inquiry : journal of the Western Economic Association International
906
Journal of financial and quantitative analysis : JFQA
903
Discussion papers / CEPR
865
National tax journal
861
Monthly labor review : MLR
860
Journal of human resources : JHR
803
International review of economics & finance : IREF
794
Journal of international money and finance
787
Finance research letters
776
Applied financial economics
762
more ...
less ...
Source
All
ECONIS (ZBW)
760
Showing
1
-
10
of
760
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Individual effects and dynamics in count data models
Blundell, Richard W.
;
Griffith, Rachel
;
Windmeijer, Frank
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
Saved in:
4
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Saved in:
5
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Saved in:
6
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
7
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
8
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
9
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
10
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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...
//-->