//--> //--> //--> //-->
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
On business cycle fluctuations...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,607
Theory
1,607
Estimation theory
901
Schätztheorie
901
Zeitreihenanalyse
676
Time series analysis
673
Estimation
465
Schätzung
461
Volatility
321
Volatilität
321
Forecasting model
280
Prognoseverfahren
280
Nichtparametrisches Verfahren
279
Nonparametric statistics
279
Regression analysis
237
Regressionsanalyse
237
USA
222
United States
220
Statistical test
202
Statistischer Test
202
Stochastic process
190
Stochastischer Prozess
190
Panel
184
Panel study
184
Statistical distribution
169
Statistische Verteilung
169
Bayes-Statistik
130
Bayesian inference
130
VAR model
125
VAR-Modell
125
Capital income
124
Kapitaleinkommen
124
Cointegration
121
Kointegration
120
ARCH model
117
ARCH-Modell
117
Bootstrap approach
113
Bootstrap-Verfahren
113
Method of moments
110
Momentenmethode
110
more ...
less ...
Online availability
All
Undetermined
800
Type of publication
All
Article
2,502
Book / Working Paper
46
Type of publication (narrower categories)
All
Article in journal
2,513
Aufsatz in Zeitschrift
2,513
Collection of articles of several authors
59
Sammelwerk
59
Conference paper
20
Konferenzbeitrag
20
Konferenzschrift
18
Conference proceedings
14
Festschrift
13
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,540
Undetermined
8
Author
All
Phillips, Peter C. B.
53
Linton, Oliver
35
Taylor, Robert
28
Ghysels, Eric
24
Bollerslev, Tim
22
Gouriéroux, Christian
21
Swanson, Norman R.
21
Pesaran, M. Hashem
20
Timmermann, Allan
20
Aït-Sahalia, Yacine
19
McAleer, Michael
19
Park, Joon Y.
19
Tauchen, George Eugene
19
Todorov, Viktor
19
Koop, Gary
18
Lee, Lung-fei
18
Xiao, Zhijie
18
Diebold, Francis X.
17
Yu, Jun
17
Andersen, Torben
16
Corradi, Valentina
16
Dufour, Jean-Marie
16
Gao, Jiti
16
Hsiao, Cheng
16
Robinson, Peter M.
16
Schmidt, Peter
16
Chen, Xiaohong
15
Li, Qi
15
White, Halbert
15
Leybourne, Stephen James
14
Renault, Eric
14
Slottje, Daniel Jonathan
14
Baltagi, Badi H.
13
Dijk, Herman K. van
13
Elliott, Graham
13
Granger, C. W. J.
13
Hong, Yongmiao
13
Mykland, Per A.
13
Patton, Andrew J.
13
Chib, Siddhartha
12
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
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
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
18,192
NBER working paper series
13,549
NBER Working Paper
10,584
Discussion paper / Centre for Economic Policy Research
7,404
Economics letters
6,920
Discussion paper series / IZA
6,404
CESifo working papers
5,681
European journal of operational research : EJOR
5,385
The American economic review
4,798
Working paper
4,781
Applied economics
4,467
IZA Discussion Papers
3,381
Economic modelling
3,137
IZA Discussion Paper
3,103
Discussion paper / Tinbergen Institute
3,084
CESifo Working Paper
3,074
Discussion paper
3,009
Journal of economic theory
2,950
Journal of economic dynamics & control
2,920
Applied economics letters
2,838
Journal of banking & finance
2,838
IMF working papers
2,755
Journal of economic behavior & organization : JEBO
2,629
American journal of agricultural economics
2,581
Europäische Hochschulschriften / 5
2,505
Computers & operations research : and their applications to problems of world concern ; an international journal
2,441
European economic review : EER
2,437
Energy economics
2,406
SpringerLink / Bücher
2,373
CESifo Working Paper Series
2,368
The economic journal : the journal of the Royal Economic Society
2,340
Discussion papers / CEPR
2,328
The journal of finance : the journal of the American Finance Association
2,268
Journal of public economics
2,247
Journal of monetary economics
2,222
International journal of production research
2,220
Working paper series / European Central Bank
2,151
The review of economics and statistics
2,045
Working Paper
2,044
more ...
less ...
Source
All
ECONIS (ZBW)
2,547
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,548
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
2
R-
estimation
in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
Large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
6
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
7
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:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Scalable inference for a full multivariate stochastic
volatility
model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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...
//-->