//--> //--> //--> //-->
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
~subject:"Kausalanalyse"
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
Multiple Horizon Causality in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kausalanalyse
Theorie
83
Theory
81
Schätztheorie
67
Estimation theory
65
Statistischer Test
59
Statistical test
57
Monte Carlo test
43
exact test
40
CAPM
30
Zeitreihenanalyse
30
Time series analysis
29
Regression analysis
25
Regressionsanalyse
25
bootstrap
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
USA
20
United States
18
multivariate linear regression
18
Induktive Statistik
17
Statistical inference
17
Schätzung
16
Estimation
15
Causality analysis
14
Kanada
14
mean-variance efficiency
14
test exact
14
GARCH
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
non-normality
13
simultaneous inference
13
uniform linear hypothesis
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Econometrics
12
Ökonometrie
12
Canada
11
Simulation
11
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
8
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
13
French
1
Author
All
Dufour, Jean-Marie
14
Taamouti, Abderrahim
5
Renault, Eric
4
Garcia, René
3
Galbraith, John W.
2
Pelletier, Denis
2
Tessier, David
2
Zhang, Hui Jun
2
Bouhaddioui, Chafik
1
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
CIRANO Scientific Publication
2
Journal of econometrics
2
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
CIRANO - Scientific Publications 2013s-39
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Working paper / Bank of Canada
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
2
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774254
Saved in:
3
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
4
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
5
Short-run and long-run causality between monetary policy variables and stock prices
Dufour, Jean-Marie
;
Tessier, David
-
2006
Persistent link: https://www.econbiz.de/10003387205
Saved in:
6
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
7
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
8
Short-run and long-run causality in time series : theory
Dufour, Jean-Marie
;
Renault, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513068
Saved in:
9
Short run and long run causality in time series : theory
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
Saved in:
10
La causalité entre la monnaie et le revenu : una analyse fondée sur un modèle VARMA-échelon
Dufour, Jean-Marie
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 351-366
Persistent link: https://www.econbiz.de/10001337579
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->