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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~subject:"Asymmetric information"
~subject:"Volatility"
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Zeitreihenanalyse
Asymmetric information
Volatility
Theorie
568
Theory
568
Estimation theory
131
Schätztheorie
131
Time series analysis
131
Estimation
72
Schätzung
72
Statistical test
70
Statistischer Test
70
Stochastic process
57
Stochastischer Prozess
57
Volatilität
51
Panel
49
Panel study
49
Statistical theory
48
Statistische Methodenlehre
48
Bayes-Statistik
44
Bayesian inference
44
Einheitswurzeltest
42
Unit root test
42
Econometrics
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Ökonometrie
40
Forecasting model
39
Prognoseverfahren
39
Cointegration
38
Kointegration
38
Regression analysis
37
Regressionsanalyse
37
Simulation
36
USA
36
United States
36
Modellierung
33
Scientific modelling
33
Bootstrap approach
32
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32
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32
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48
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3
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Article
165
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1
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Article in journal
160
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160
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2
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2
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2
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2
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English
166
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McAleer, Michael
8
Spanos, Aris
6
Taylor, Robert
6
Phillips, Peter C. B.
5
Andreou, Elena
4
Asai, Manabu
4
Franses, Philip Hans
4
Kilian, Lutz
4
Maasoumi, Esfandiar
4
Psaradakis, Zacharias G.
4
Bordignon, Silvano
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Proietti, Tommaso
3
Ashley, Richard A.
2
Audrino, Francesco
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
2
Kočenda, Evžen
2
Leybourne, Stephen James
2
Li, Hongyi
2
Maddala, Gangadharrao S.
2
McElroy, Tucker
2
Osborn, Denise R.
2
Politis, Dimitris N.
2
Teräsvirta, Timo
2
Yu, Jun
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
Alexandrov, Theodore
1
Alghalith, Moawia
1
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Econometric reviews
Economics letters
451
Journal of econometrics
420
International journal of forecasting
336
NBER working paper series
319
Working paper / National Bureau of Economic Research, Inc.
302
NBER Working Paper
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
279
Journal of forecasting
257
Discussion paper / Centre for Economic Policy Research
253
Discussion paper / Tinbergen Institute
244
Journal of economic theory
229
Economic modelling
200
Econometric theory
198
Working paper
188
Journal of banking & finance
177
CESifo working papers
173
Applied economics
162
Journal of economic dynamics & control
161
Economic theory : official journal of the Society for the Advancement of Economic Theory
150
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
146
Journal of financial economics
142
Journal of empirical finance
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
126
The review of financial studies
126
Applied economics letters
124
Finance research letters
120
Journal of applied econometrics
118
Games and economic behavior
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Discussion papers / CEPR
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Computational economics
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Energy economics
104
International review of economics & finance : IREF
104
CREATES research paper
102
Journal of economic behavior & organization : JEBO
102
European journal of operational research : EJOR
99
Journal of international money and finance
99
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ECONIS (ZBW)
166
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
5
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
6
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
7
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
8
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
9
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
10
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
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