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
Estimating Firm-Specific Impli...
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
578
Schätztheorie
578
Estimation
466
Schätzung
462
Time series analysis
391
Zeitreihenanalyse
391
Nichtparametrisches Verfahren
229
Nonparametric statistics
229
Volatility
206
Volatilität
206
Regression analysis
178
Regressionsanalyse
178
Forecasting model
171
Prognoseverfahren
171
Panel
163
Panel study
163
Statistical test
150
Statistischer Test
150
Stochastic process
140
Stochastischer Prozess
140
USA
119
United States
119
Statistical distribution
104
Statistische Verteilung
104
Bayes-Statistik
102
Bayesian inference
102
Method of moments
96
Momentenmethode
96
Capital income
93
Kapitaleinkommen
93
Ökonometrie
87
Econometrics
85
Monte Carlo simulation
84
Monte-Carlo-Simulation
84
Cointegration
83
Kointegration
83
Börsenkurs
81
Markov chain
81
more ...
less ...
Online availability
All
Undetermined
568
Type of publication
All
Article
1,912
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,927
Aufsatz in Zeitschrift
1,927
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
16
Conference paper
14
Konferenzbeitrag
14
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,947
Undetermined
1
Author
All
Phillips, Peter C. B.
41
Linton, Oliver
23
Gouriéroux, Christian
18
Lee, Lung-fei
18
Ghysels, Eric
17
Koop, Gary
17
Tauchen, George Eugene
17
Bollerslev, Tim
16
Schmidt, Peter
16
Swanson, Norman R.
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Hsiao, Cheng
14
McAleer, Michael
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Granger, C. W. J.
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
Park, Joon Y.
12
Renault, Eric
12
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Li, Qi
11
Steel, Mark F. J.
11
Taylor, Robert
11
White, Halbert
11
Barnett, William A.
10
Hong, Yongmiao
10
Maasoumi, Esfandiar
10
Ng, Serena
10
Patton, Andrew J.
10
Robinson, Peter M.
10
Su, Liangjun
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Khalaf, Lynda
9
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
9,069
Working paper / National Bureau of Economic Research, Inc.
8,737
NBER Working Paper
8,154
Economics letters
5,805
Discussion paper / Centre for Economic Policy Research
5,627
European journal of operational research : EJOR
5,056
Discussion paper series / IZA
4,959
CESifo working papers
4,940
Working paper
3,619
Applied economics
3,025
Journal of economic theory
2,908
CESifo Working Paper
2,755
Discussion paper / Tinbergen Institute
2,752
IZA Discussion Paper
2,647
The American economic review
2,617
Journal of economic dynamics & control
2,610
IZA Discussion Papers
2,571
Discussion paper
2,494
Journal of economic behavior & organization : JEBO
2,392
Economic modelling
2,365
Computers & operations research : and their applications to problems of world concern ; an international journal
2,339
Europäische Hochschulschriften / 5
2,240
CESifo Working Paper Series
2,148
Applied economics letters
2,114
European economic review : EER
2,103
International journal of production research
1,952
The economic journal : the journal of the Royal Economic Society
1,916
Journal of banking & finance
1,897
Journal of public economics
1,891
Games and economic behavior
1,869
SpringerLink / Bücher
1,862
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,825
Discussion paper / Center for Economic Research, Tilburg University
1,760
Discussion papers / CEPR
1,676
Management science : journal of the Institute for Operations Research and the Management Sciences
1,641
IMF working papers
1,625
Working Paper
1,569
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,555
Journal of monetary economics
1,545
more ...
less ...
Source
All
ECONIS (ZBW)
1,948
Showing
1
-
10
of
1,948
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
2
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
3
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
4
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:
5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
7
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
8
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
9
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
10
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
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...
