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
Modeling Credit Contagion Via...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,646
Theory
1,646
Estimation theory
371
Schätztheorie
371
Time series analysis
334
Zeitreihenanalyse
334
Estimation
181
Schätzung
181
Nichtparametrisches Verfahren
146
Nonparametric statistics
146
Forecasting model
142
Prognoseverfahren
142
Volatility
139
Volatilität
139
Statistical test
132
Statistischer Test
132
Regression analysis
119
Regressionsanalyse
119
Stochastic process
109
Stochastischer Prozess
109
USA
96
United States
96
Panel
94
Panel study
94
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
85
Statistische Verteilung
85
Ökonometrie
85
Econometrics
83
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
80
Monte-Carlo-Simulation
80
Markov chain
73
Markov-Kette
73
Cointegration
72
Kointegration
72
Bootstrap approach
70
Bootstrap-Verfahren
70
more ...
less ...
Online availability
All
Undetermined
382
Free
8
Type of publication
All
Article
1,635
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,649
Aufsatz in Zeitschrift
1,649
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Aufsatzsammlung
5
Conference paper
5
Konferenzbeitrag
5
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,671
Author
All
Phillips, Peter C. B.
37
Yu, Jun
17
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Ghysels, Eric
15
Linton, Oliver
15
Pesaran, M. Hashem
14
Aït-Sahalia, Yacine
13
McAleer, Michael
13
Diebold, Francis X.
12
Granger, C. W. J.
12
Schmidt, Peter
12
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Barnett, William A.
9
Bollerslev, Tim
9
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
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
7,337
Working paper / National Bureau of Economic Research, Inc.
6,786
NBER Working Paper
6,548
Economics letters
5,505
European journal of operational research : EJOR
5,108
Discussion paper / Centre for Economic Policy Research
4,847
CESifo working papers
3,979
Working paper
3,061
Journal of economic theory
2,908
Journal of economic dynamics & control
2,494
Discussion paper / Tinbergen Institute
2,465
The American economic review
2,405
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Discussion paper series / IZA
2,276
Journal of economic behavior & organization : JEBO
2,234
Europäische Hochschulschriften / 5
2,177
CESifo Working Paper
2,173
European economic review : EER
2,058
International journal of production research
1,991
Discussion paper
1,977
Economic modelling
1,902
Games and economic behavior
1,864
SpringerLink / Bücher
1,841
CESifo Working Paper Series
1,831
The economic journal : the journal of the Royal Economic Society
1,818
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Journal of public economics
1,782
Applied economics
1,699
Discussion paper / Center for Economic Research, Tilburg University
1,682
IMF working papers
1,669
Journal of banking & finance
1,651
ECB Working Paper
1,625
IZA Discussion Paper
1,527
Management science : journal of the Institute for Operations Research and the Management Sciences
1,525
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,524
Journal of monetary economics
1,491
Discussion papers / CEPR
1,489
Public choice
1,403
International economic review
1,373
more ...
less ...
Source
All
ECONIS (ZBW)
1,671
Showing
1
-
10
of
1,671
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
Mutual excitation in
Eurozone
sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
3
Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
4
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:
5
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:
6
Determination of vector error correction models in high dimensions
Liang, Chong
;
Schienle, Melanie
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 418-441
Persistent link: https://www.econbiz.de/10012145046
Saved in:
7
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
8
Asset pricing with neural networks : significance tests
Fallahgoul, Hasan
;
Franstianto, Vincentius
;
Lin, Xin
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
Saved in:
9
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
10
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
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...
