//--> //--> //--> //-->
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:"Theory"
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
Testing causality between two...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Schätztheorie
36,161
Estimation theory
35,534
Theorie
14,994
Kausalanalyse
11,505
Causality analysis
11,259
Schätzung
10,791
ARCH-Modell
10,617
Estimation
10,614
ARCH model
10,436
Zeitreihenanalyse
8,163
Volatilität
8,034
Time series analysis
8,030
Volatility
7,940
Regressionsanalyse
4,568
Regression analysis
4,535
Prognoseverfahren
4,042
Forecasting model
3,981
Nichtparametrisches Verfahren
3,772
Börsenkurs
3,714
Nonparametric statistics
3,671
USA
3,656
Share price
3,655
Multivariate Analyse
3,614
United States
3,533
Kointegration
3,526
Cointegration
3,502
Kapitaleinkommen
3,377
Capital income
3,366
Multivariate analysis
3,335
Wirtschaftswachstum
3,087
Economic growth
3,055
Aktienmarkt
2,855
Stock market
2,831
Panel
2,619
Panel study
2,558
Welt
2,191
Statistische Verteilung
2,158
World
2,147
Statistical distribution
2,113
more ...
less ...
Online availability
All
Free
2,681
Undetermined
1,384
Type of publication
All
Article
8,142
Book / Working Paper
6,321
Journal
3
Type of publication (narrower categories)
All
Article in journal
7,412
Aufsatz in Zeitschrift
7,412
Graue Literatur
4,459
Non-commercial literature
4,459
Arbeitspapier
3,907
Working Paper
3,907
Hochschulschrift
759
Aufsatz im Buch
707
Book section
707
Thesis
696
Collection of articles of several authors
199
Sammelwerk
199
Bibliografie enthalten
162
Bibliography included
162
Amtsdruckschrift
161
Government document
161
Collection of articles written by one author
132
Sammlung
132
Lehrbuch
114
Textbook
103
Systematic review
91
Übersichtsarbeit
91
Konferenzschrift
70
Aufsatzsammlung
67
Forschungsbericht
58
Conference proceedings
57
Conference paper
16
Konferenzbeitrag
16
Mehrbändiges Werk
16
Multi-volume publication
16
Festschrift
14
Bibliografie
12
Einführung
11
Handbook
9
Handbuch
9
Case study
8
Fallstudie
8
Reprint
7
Rezension
6
Statistik
6
more ...
less ...
Language
All
English
13,375
German
738
French
207
Spanish
56
Polish
39
Italian
35
Portuguese
12
Chinese
7
Russian
6
Finnish
5
Hungarian
5
Japanese
3
Norwegian
2
Czech
1
Danish
1
Dutch
1
Swedish
1
Turkish
1
Undetermined
1
more ...
less ...
Author
All
McAleer, Michael
85
Härdle, Wolfgang
84
Pesaran, M. Hashem
70
Phillips, Peter C. B.
70
Heckman, James J.
57
Gouriéroux, Christian
52
Imbens, Guido
52
Franses, Philip Hans
51
Swanson, Norman R.
47
Andrews, Donald W. K.
46
Bauwens, Luc
46
Newey, Whitney K.
46
Engle, Robert F.
42
Hafner, Christian M.
40
Lütkepohl, Helmut
39
Caporale, Guglielmo Maria
38
Giles, David E. A.
38
Diebold, Francis X.
36
Dufour, Jean-Marie
36
Teräsvirta, Timo
36
Linton, Oliver
35
Granger, C. W. J.
34
Herwartz, Helmut
34
Lucas, André
34
Zakoïan, Jean-Michel
34
Saikkonen, Pentti
33
Baltagi, Badi H.
31
Brännäs, Kurt
30
Lechner, Michael
30
Robinson, Peter M.
30
Bera, Anil K.
29
Breitung, Jörg
29
Ghysels, Eric
29
Horowitz, Joel
29
Kohn, Robert
29
Caporin, Massimiliano
28
King, Maxwell L.
28
Koopman, Siem Jan
28
Mittnik, Stefan
28
Schmid, Wolfgang
28
more ...
less ...
Institution
All
National Bureau of Economic Research
50
Ekonomiska forskningsinstitutet <Stockholm>
33
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
European University Institute / Department of Economics
24
Umeå universitet
21
Center for Economic Research <Tilburg>
19
University of New England / Department of Econometrics
18
Forschungsinstitut zur Zukunft der Arbeit
12
Centre for Analytical Finance <Århus>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Universitetet i Oslo / Økonomisk institutt
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Springer-Verlag GmbH
5
Centre for Quantitative Economics & Computing
4
Chambre de commerce et d'industrie de Paris
4
Econometrisch Instituut <Rotterdam>
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Massachusetts Institute of Technology / Department of Economics
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Brown University / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
more ...
less ...
Published in...
All
Journal of econometrics
473
Economics letters
444
Econometric theory
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Econometric reviews
172
Journal of applied econometrics
165
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
The review of economics and statistics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Discussion paper / Tinbergen Institute
123
Working paper / National Bureau of Economic Research, Inc.
116
Oxford bulletin of economics and statistics
111
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
109
Applied economics
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of forecasting
95
Discussion paper / Center for Economic Research, Tilburg University
94
CORE discussion paper : DP
92
Discussion paper series / IZA
89
International journal of forecasting
84
Statistical papers
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Journal of empirical finance
74
Working paper
70
The econometrics journal
64
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
63
The review of economic studies
61
International economic review
60
Metrika : international journal for theoretical and applied statistics
60
SFB 649 discussion paper
60
Annales d'économie et de statistique
59
Journal of economic dynamics & control
59
Technical working paper / National Bureau of Economic Research
59
Working paper series
58
Economic modelling
57
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
52
American journal of agricultural economics
52
Europäische Hochschulschriften / 5
50
CESifo working papers
49
more ...
less ...
Source
All
ECONIS (ZBW)
14,462
ArchiDok
4
Showing
1
-
10
of
14,466
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
2
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
3
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
4
Messmodelle mit Konstrukten zweiter Ordnung in der betriebswirtschaftlichen Forschung
Albers, Sönke
;
Götz, Oliver
- In:
Die Betriebswirtschaft : DBW
66
(
2006
)
6
,
pp. 669-677
Persistent link: https://www.econbiz.de/10003394987
Saved in:
5
Die
Kausalanalyse
in der empirischen betriebswirtschaftlichen Forschung : Problemfelder und Anwendungsempfehlungen
Homburg, Christian
;
Klarmann, Martin
- In:
Die Betriebswirtschaft : DBW
66
(
2006
)
6
,
pp. 727-748
Persistent link: https://www.econbiz.de/10003395007
Saved in:
6
Die
Kausalanalyse
in der empirischen betriebswirtschaftlichen Forschung : Problemfelder und Anwendungsempfehlungen
Homburg, Christian
;
Klarmann, Martin
-
2006
Persistent link: https://www.econbiz.de/10003395403
Saved in:
7
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras
;
Zabolotskyy, Taras
-
2007
Persistent link: https://www.econbiz.de/10003635785
Saved in:
8
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
9
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
10
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
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...
//-->