//--> //--> //--> //-->
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
The co-movement and causality...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
676
Time series analysis
673
Theorie
446
Theory
446
Estimation theory
400
Schätztheorie
400
USA
222
United States
220
Estimation
197
Schätzung
196
Volatility
138
Volatilität
138
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
Causality analysis
112
Kausalanalyse
112
Forecasting model
106
Prognoseverfahren
106
Regression analysis
83
Regressionsanalyse
83
Statistical test
80
Statistischer Test
80
Stochastic process
79
Stochastischer Prozess
79
Cointegration
63
Kointegration
62
Börsenkurs
55
Share price
55
VAR model
55
VAR-Modell
55
Panel
53
Panel study
53
State space model
53
Zustandsraummodell
53
Capital income
52
Kapitaleinkommen
52
Einheitswurzeltest
51
Factor analysis
51
Faktorenanalyse
51
Unit root test
51
more ...
less ...
Online availability
All
Undetermined
368
Type of publication
All
Article
993
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
994
Aufsatz in Zeitschrift
994
Collection of articles of several authors
22
Sammelwerk
22
Konferenzschrift
9
Festschrift
7
Conference paper
6
Conference proceedings
6
Konferenzbeitrag
6
Aufsatzsammlung
2
more ...
less ...
Language
All
English
1,006
Undetermined
4
Author
All
Phillips, Peter C. B.
28
Taylor, Robert
18
Linton, Oliver
14
Koop, Gary
12
Chen, Xiaohong
10
Leybourne, Stephen James
10
Park, Joon Y.
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Bollerslev, Tim
9
Hallin, Marc
9
Swanson, Norman R.
9
Todorov, Viktor
9
Andersen, Torben
8
Fan, Yanqin
8
Ghysels, Eric
8
Hong, Yongmiao
8
Slottje, Daniel Jonathan
8
Yu, Jun
8
Gao, Jiti
7
Harvey, David I.
7
Koopman, Siem Jan
7
Li, Jia
7
McAleer, Michael
7
Pesaran, M. Hashem
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Velasco, Carlos
7
White, Halbert
7
Bauwens, Luc
6
Chen, Rong
6
Diebold, Francis X.
6
Engle, Robert F.
6
Francq, Christian
6
Franses, Philip Hans
6
Gouriéroux, Christian
6
Horváth, Lajos
6
Li, Qi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
more ...
less ...
Institution
All
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
Working paper / National Bureau of Economic Research, Inc.
11,876
NBER working paper series
4,588
The American economic review
2,451
Discussion paper / Centre for Economic Policy Research
2,161
NBER Working Paper
2,134
Discussion paper series / IZA
2,102
Applied economics
1,979
American journal of agricultural economics
1,606
The review of economics and statistics
1,570
Working paper
1,563
The journal of finance : the journal of the American Finance Association
1,526
Economics letters
1,480
The review of financial studies
1,431
Journal of banking & finance
1,184
Applied economics letters
1,080
CESifo working papers
1,061
Energy economics
1,033
The journal of real estate finance and economics
986
IZA Discussion Papers
981
Journal of financial economics
977
Finance and economics discussion series
952
Economic review
935
Economic modelling
924
Southern economic journal
917
Economic inquiry : journal of the Western Economic Association International
887
Monthly labor review : MLR
873
National tax journal
869
Journal of financial and quantitative analysis : JFQA
868
The journal of futures markets
849
Journal of money, credit and banking : JMCB
821
Finance research letters
814
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
803
Journal of human resources : JHR
796
Journal of urban economics
796
International journal of forecasting
769
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
717
Journal of political economy
715
The journal of economic perspectives : EP ; a journal of the American Economic Association
715
Applied financial economics
701
more ...
less ...
Source
All
ECONIS (ZBW)
1,009
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,010
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
3
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:
4
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:
5
Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
Chen, Heng
;
Fan, Yanqin
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 476-502
Persistent link: https://www.econbiz.de/10012304074
Saved in:
6
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
7
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
Saved in:
8
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
9
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
10
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:
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...
//-->