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
Dynamic Competition and Expect...
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
440
Schätztheorie
440
Time series analysis
368
Zeitreihenanalyse
368
Estimation
218
Schätzung
218
Volatility
198
Volatilität
198
Forecasting model
156
Prognoseverfahren
156
Nichtparametrisches Verfahren
155
Nonparametric statistics
155
Capital income
137
Kapitaleinkommen
137
Statistical test
132
Statistischer Test
132
Stochastic process
130
Stochastischer Prozess
130
Regression analysis
127
Regressionsanalyse
127
Börsenkurs
105
Share price
104
USA
99
United States
99
Panel
93
Panel study
93
Statistical distribution
93
Statistische Verteilung
93
Bayes-Statistik
92
Bayesian inference
92
Ökonometrie
84
Method of moments
83
Momentenmethode
83
ARCH model
82
ARCH-Modell
82
Econometrics
82
Monte Carlo simulation
79
Monte-Carlo-Simulation
79
more ...
less ...
Online availability
All
Undetermined
430
Type of publication
All
Article
1,694
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,709
Aufsatz in Zeitschrift
1,709
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
14
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
1,729
Undetermined
1
Author
All
Phillips, Peter C. B.
36
Ghysels, Eric
16
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Bollerslev, Tim
14
Pesaran, M. Hashem
14
Tauchen, George Eugene
14
Diebold, Francis X.
13
McAleer, Michael
13
Todorov, Viktor
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
Schmidt, Peter
12
Taylor, Robert
12
Timmermann, Allan
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Andersen, Torben
10
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Mykland, Per A.
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Park, Joon Y.
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Gallant, A. Ronald
8
Hidalgo, Javier
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
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
NBER working paper series
7,802
Working paper / National Bureau of Economic Research, Inc.
7,386
NBER Working Paper
6,978
Economics letters
5,623
European journal of operational research : EJOR
5,108
Discussion paper / Centre for Economic Policy Research
4,893
CESifo working papers
3,876
Working paper
3,026
Journal of economic theory
2,935
The American economic review
2,510
Journal of economic dynamics & control
2,502
Discussion paper / Tinbergen Institute
2,480
Journal of economic behavior & organization : JEBO
2,412
Discussion paper series / IZA
2,372
Computers & operations research : and their applications to problems of world concern ; an international journal
2,343
Europäische Hochschulschriften / 5
2,271
Journal of banking & finance
2,211
Applied economics
2,082
CESifo Working Paper
2,024
European economic review : EER
1,994
International journal of production research
1,983
Economic modelling
1,965
Discussion paper
1,960
Games and economic behavior
1,910
SpringerLink / Bücher
1,865
The economic journal : the journal of the Royal Economic Society
1,847
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,831
Journal of public economics
1,792
Management science : journal of the Institute for Operations Research and the Management Sciences
1,781
Finance research letters
1,748
CESifo Working Paper Series
1,728
Discussion paper / Center for Economic Research, Tilburg University
1,727
IZA Discussion Paper
1,598
Applied economics letters
1,574
Journal of financial economics
1,556
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,548
The journal of finance : the journal of the American Finance Association
1,528
Discussion papers / CEPR
1,513
IMF working papers
1,512
more ...
less ...
Source
All
ECONIS (ZBW)
1,730
Showing
1
-
10
of
1,730
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
2
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
7
Statistical inferences for price staleness
Kolokolov, Aleksey
;
Livieri, Giulia
;
Pirino, Davide
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 32-81
Persistent link: https://www.econbiz.de/10012482896
Saved in:
8
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
9
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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...
