//--> //--> //--> //-->
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"
~subject:"Panel"
~subject:"Volatilität"
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
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Panel
Volatilität
Theorie
1,607
Theory
1,607
Estimation theory
373
Schätztheorie
373
Time series analysis
326
Zeitreihenanalyse
326
Estimation
167
Schätzung
167
Nichtparametrisches Verfahren
147
Nonparametric statistics
147
Forecasting model
129
Prognoseverfahren
129
Statistical test
128
Statistischer Test
128
Volatility
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
USA
95
United States
95
Panel study
92
Bayes-Statistik
91
Bayesian inference
91
Ökonometrie
86
Econometrics
84
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Markov chain
73
Markov-Kette
73
Cointegration
72
Kointegration
72
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
87
Type of publication
All
Article
212
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
214
Aufsatz in Zeitschrift
214
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
215
Author
All
Aït-Sahalia, Yacine
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Hallin, Marc
5
Pesaran, M. Hashem
5
Andersen, Torben
4
Gouriéroux, Christian
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Westerlund, Joakim
4
Asai, Manabu
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Nielsen, Morten Ørregaard
3
Perron, Benoit
3
Sasaki, Yuya
3
Schmidt, Peter
3
Shin, Yongcheol
3
Ahn, Seung Chan
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Gagliardini, Patrick
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Harvey, Andrew C.
2
Hidalgo, Javier
2
Hsiao, Cheng
2
Im, KyungSo
2
Jasiak, Joann
2
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
174
NBER Working Paper
167
Economics letters
151
Journal of banking & finance
114
Economic modelling
104
Discussion paper / Tinbergen Institute
103
Econometric reviews
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Discussion paper / Centre for Economic Policy Research
89
Working paper
88
International journal of forecasting
85
Journal of empirical finance
84
Finance research letters
81
Applied economics
79
International journal of theoretical and applied finance
76
Journal of financial economics
74
Applied economics letters
72
CESifo working papers
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Journal of international money and finance
70
Energy economics
64
International review of financial analysis
64
International review of economics & finance : IREF
63
The European journal of finance
61
The review of financial studies
58
Journal of forecasting
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of applied econometrics
55
Discussion paper series / IZA
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
CREATES research paper
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Quantitative finance
46
Research paper series / Swiss Finance Institute
46
The North American journal of economics and finance : a journal of financial economics studies
46
Applied mathematical finance
44
more ...
less ...
Source
All
ECONIS (ZBW)
215
Showing
1
-
10
of
215
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
Saved in:
2
Efficient estimation of panel data models with strictly exogenous explanatory variables
Im, KyungSo
(
contributor
)
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 177-201
Persistent link: https://www.econbiz.de/10001406650
Saved in:
3
How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
Saved in:
4
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
5
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
6
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
7
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
8
Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.
;
Tzavalis, Elias
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
Saved in:
9
Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis
;
Verbeek, Marno
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
Saved in:
10
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
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...
//-->