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
Data Mining with Markowitz Por...
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
386
Schätztheorie
386
Time series analysis
328
Zeitreihenanalyse
328
Estimation
172
Schätzung
172
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
137
Prognoseverfahren
137
Volatility
134
Volatilität
134
Statistical test
129
Statistischer Test
129
Regression analysis
115
Regressionsanalyse
115
Stochastic process
108
Stochastischer Prozess
108
USA
94
United States
94
Panel
93
Panel study
93
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
85
Statistische Verteilung
85
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
69
Bootstrap-Verfahren
69
more ...
less ...
Online availability
All
Undetermined
372
Type of publication
All
Article
1,608
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,624
Aufsatz in Zeitschrift
1,624
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
1,644
Author
All
Phillips, Peter C. B.
36
Linton, Oliver
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Pesaran, M. Hashem
14
Diebold, Francis X.
13
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
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
Dufour, Jean-Marie
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Sentana, Enrique
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Dijk, Herman K. van
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
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
7,148
Working paper / National Bureau of Economic Research, Inc.
6,765
NBER Working Paper
6,443
Economics letters
5,315
European journal of operational research : EJOR
5,160
Discussion paper / Centre for Economic Policy Research
4,599
CESifo working papers
3,649
Journal of economic theory
2,901
Working paper
2,841
Journal of economic dynamics & control
2,515
Discussion paper / Tinbergen Institute
2,397
The American economic review
2,387
Computers & operations research : and their applications to problems of world concern ; an international journal
2,364
Journal of economic behavior & organization : JEBO
2,245
Discussion paper series / IZA
2,231
Europäische Hochschulschriften / 5
2,198
International journal of production research
2,024
European economic review : EER
1,932
SpringerLink / Bücher
1,894
CESifo Working Paper
1,881
Games and economic behavior
1,865
Discussion paper
1,836
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
The economic journal : the journal of the Royal Economic Society
1,797
Economic modelling
1,766
Journal of public economics
1,760
Journal of banking & finance
1,715
Discussion paper / Center for Economic Research, Tilburg University
1,684
Applied economics
1,668
CESifo Working Paper Series
1,594
Management science : journal of the Institute for Operations Research and the Management Sciences
1,584
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,499
IMF working papers
1,436
Journal of monetary economics
1,416
Public choice
1,391
Discussion papers / CEPR
1,388
International economic review
1,374
International journal of production economics
1,331
more ...
less ...
Source
All
ECONIS (ZBW)
1,644
Showing
1
-
10
of
1,644
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
2
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
3
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
4
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
Saved in:
5
Quantile cointegrating regression
Xiao, Zhijie
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 248-260
Persistent link: https://www.econbiz.de/10003858602
Saved in:
6
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
7
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:
8
Distributional properties of portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
Saved in:
9
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:
10
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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...
