//--> //--> //--> //-->
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:"Bootstrap-Verfahren"
~isPartOf:"Journal of applied econometrics"
~subject:"Heteroskedastizität"
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
Search: subject_exact:"Homoscedasticity"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Heteroskedastizität
Heteroscedasticity
11
ARCH model
7
ARCH-Modell
7
Theorie
6
Theory
6
Volatility
3
Volatilität
3
Autocorrelation
2
Autokorrelation
2
Capital market returns
2
Kapitalmarktrendite
2
USA
2
United States
2
2002-2016
1
CAPM
1
Capital income
1
Commodity exchange
1
Economy
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Estimation theory
1
Exchange rate
1
Experiment
1
Futures
1
Impact assessment
1
Kapitaleinkommen
1
Macroeconomic model
1
Makroökonomisches Modell
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Neural networks
1
Neuronale Netze
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Beck, Stacie
1
Billé, Anna Gloria
1
Catania, Leopoldo
1
Dovonon, Prosper
1
Ho, Kin-Yip
1
Klein, Roger W.
1
Kohn, Robert
1
Lütkepohl, Helmut
1
Minh-Ngoc Tran
1
Netšunajev, Aleksei
1
Noureldin, Diaa
1
Polito, Vito
1
Prono, Todd
1
Ray, Surajit
1
Savin, N. Eugene
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Spencer, Peter D.
1
Trong-Nghia Nguyen
1
Tsui, Albert K.
1
Vella, Francis
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
73
Econometric theory
37
Econometric reviews
36
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
The econometrics journal
20
Cowles Foundation discussion paper
12
NBER Working Paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
CESifo Working Paper Series
9
DIW Berlin Discussion Paper
9
Journal of empirical finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Applied economics
8
Applied economics letters
8
Applied financial economics
8
CESifo working papers
8
CREATES research paper
8
Cowles Foundation Discussion Paper
8
Discussion paper / Tinbergen Institute
8
NBER working paper series
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper series / IZA
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometrics : open access journal
7
The review of economics and statistics
7
Discussion papers of interdisciplinary research project 373
6
Economic modelling
6
Journal of forecasting
6
Oxford bulletin of economics and statistics
6
Queen's Economics Department working paper
6
Regional science & urban economics
6
Working paper series
6
American journal of agricultural economics
5
Boston College working papers in economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
2
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
3
Optimal control of heteroscedastic macroeconomic models
Polito, Vito
;
Spencer, Peter D.
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1430-1444
Persistent link: https://www.econbiz.de/10011687556
Saved in:
4
The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor
Prono, Todd
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 800-824
Persistent link: https://www.econbiz.de/10010414845
Saved in:
5
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
6
Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082
Saved in:
7
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
Saved in:
8
A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
Klein, Roger W.
;
Vella, Francis
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 735-762
Persistent link: https://www.econbiz.de/10003931578
Saved in:
9
The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. Eugene
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
Saved in:
10
Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach
Tsui, Albert K.
;
Ho, Kin-Yip
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 637-642
Persistent link: https://www.econbiz.de/10002342812
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->