//--> //--> //--> //-->
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
Another Arbitrage-Free Affine...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,645
Theory
1,645
Estimation theory
437
Schätztheorie
437
Time series analysis
366
Zeitreihenanalyse
366
Estimation
217
Schätzung
217
Volatility
193
Volatilität
193
Forecasting model
172
Prognoseverfahren
172
Nichtparametrisches Verfahren
160
Nonparametric statistics
160
Capital income
142
Kapitaleinkommen
142
Statistical test
138
Statistischer Test
138
Regression analysis
131
Regressionsanalyse
131
Stochastic process
125
Stochastischer Prozess
125
USA
102
United States
102
Panel
97
Panel study
97
Statistical distribution
97
Statistische Verteilung
97
Bayes-Statistik
93
Bayesian inference
93
Method of moments
85
Momentenmethode
85
Monte Carlo simulation
85
Monte-Carlo-Simulation
85
Ökonometrie
85
Econometrics
83
Bootstrap approach
78
Bootstrap-Verfahren
78
ARCH model
77
ARCH-Modell
77
more ...
less ...
Online availability
All
Undetermined
462
Free
11
Type of publication
All
Article
1,759
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
1,774
Aufsatz in Zeitschrift
1,774
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
14
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
1,796
Author
All
Phillips, Peter C. B.
37
Linton, Oliver
19
Gouriéroux, Christian
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Ghysels, Eric
15
Aït-Sahalia, Yacine
14
Bollerslev, Tim
14
Diebold, Francis X.
14
Pesaran, M. Hashem
14
McAleer, Michael
13
Granger, C. W. J.
12
Schmidt, Peter
12
Tauchen, George Eugene
12
Taylor, Robert
12
Timmermann, Allan
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Corradi, Valentina
11
Mykland, Per A.
11
Renault, Eric
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Andersen, Torben
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Patton, Andrew J.
10
Whang, Yoon-jae
10
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Park, Joon Y.
9
Robinson, Peter M.
9
Sentana, Enrique
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
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
7,775
Working paper / National Bureau of Economic Research, Inc.
7,317
NBER Working Paper
6,906
Economics letters
5,610
European journal of operational research : EJOR
5,135
Discussion paper / Centre for Economic Policy Research
4,837
CESifo working papers
3,774
Working paper
3,010
Journal of economic theory
2,913
Journal of economic dynamics & control
2,586
Discussion paper / Tinbergen Institute
2,459
The American economic review
2,448
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,271
Discussion paper series / IZA
2,252
Journal of banking & finance
2,247
Europäische Hochschulschriften / 5
2,220
European economic review : EER
2,003
Applied economics
1,975
International journal of production research
1,964
Economic modelling
1,959
CESifo Working Paper
1,928
Discussion paper
1,925
SpringerLink / Bücher
1,896
Games and economic behavior
1,864
The economic journal : the journal of the Royal Economic Society
1,822
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
Journal of public economics
1,795
Discussion paper / Center for Economic Research, Tilburg University
1,712
Management science : journal of the Institute for Operations Research and the Management Sciences
1,706
CESifo Working Paper Series
1,642
Finance research letters
1,594
IMF working papers
1,561
Journal of monetary economics
1,534
Discussion papers / CEPR
1,527
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,522
IZA Discussion Paper
1,515
Applied economics letters
1,440
Journal of financial economics
1,439
more ...
less ...
Source
All
ECONIS (ZBW)
1,796
Showing
1
-
10
of
1,796
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
5
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Ex-post risk premia estimation and asset pricing tests using large cross sections : the regression-calibration approach
Kim, Soohun
;
Skoulakis, Georgios
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10011974727
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...
//-->