//--> //--> //--> //-->
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
An overview of post-crisis ter...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
373
Schätztheorie
373
Time series analysis
329
Zeitreihenanalyse
329
Estimation
174
Schätzung
174
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Forecasting model
133
Prognoseverfahren
133
Volatility
133
Volatilität
133
Statistical test
129
Statistischer Test
129
Regression analysis
114
Regressionsanalyse
114
Stochastic process
109
Stochastischer Prozess
109
USA
99
United States
99
Panel
92
Panel study
92
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
78
Monte-Carlo-Simulation
78
Cointegration
73
Kointegration
73
Markov chain
73
Markov-Kette
73
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
356
Type of publication
All
Article
1,607
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
1,622
Aufsatz in Zeitschrift
1,622
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,642
Author
All
Phillips, Peter C. B.
36
Gouriéroux, Christian
17
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Diebold, Francis X.
14
Ghysels, Eric
14
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Barnett, William A.
9
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Gallant, A. Ronald
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Magnus, Jan R.
8
Monfort, Alain
8
Ng, Serena
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
7,673
Working paper / National Bureau of Economic Research, Inc.
7,188
NBER Working Paper
6,919
Economics letters
5,409
European journal of operational research : EJOR
5,015
Discussion paper / Centre for Economic Policy Research
4,855
CESifo working papers
3,810
Working paper
3,042
Journal of economic theory
2,902
Journal of economic dynamics & control
2,536
The American economic review
2,460
Discussion paper / Tinbergen Institute
2,439
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Discussion paper series / IZA
2,274
Journal of economic behavior & organization : JEBO
2,261
Europäische Hochschulschriften / 5
2,176
European economic review : EER
1,984
CESifo Working Paper
1,954
SpringerLink / Bücher
1,953
International journal of production research
1,948
IMF working papers
1,943
Discussion paper
1,940
Economic modelling
1,916
Journal of banking & finance
1,890
Games and economic behavior
1,865
The economic journal : the journal of the Royal Economic Society
1,836
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
Applied economics
1,763
Journal of public economics
1,748
Discussion paper / Center for Economic Research, Tilburg University
1,695
CESifo Working Paper Series
1,675
IZA Discussion Paper
1,565
Discussion papers / CEPR
1,533
Management science : journal of the Institute for Operations Research and the Management Sciences
1,529
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,516
Journal of monetary economics
1,511
Public choice
1,398
International economic review
1,378
IMF working paper
1,365
more ...
less ...
Source
All
ECONIS (ZBW)
1,642
Showing
1
-
10
of
1,642
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
3
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
4
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
5
Intelligible factors for the yield curve
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
Saved in:
6
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
Saved in:
7
Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying
;
Niu, Linlin
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
Saved in:
8
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
9
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Saved in:
10
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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...
//-->