//--> //--> //-->
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"
~isPartOf:"Journal of public economics"
~language:"eng"
~person:"Ghysels, Eric"
~subject:"Econometrics"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Econometrics
Statistischer Test
Theorie
13
Theory
13
Estimation theory
6
Forecasting model
6
Prognoseverfahren
6
Schätztheorie
6
Volatility
6
Volatilität
6
Ökonometrie
6
Estimation
5
Schätzung
5
Regression analysis
4
Regressionsanalyse
4
Statistical test
4
Time series analysis
4
Zeitreihenanalyse
4
Macroeconometrics
3
Makroökonometrie
3
Method of moments
3
Momentenmethode
3
Saisonale Schwankungen
3
Sampling
3
Seasonal variations
3
Stichprobenerhebung
3
ARCH model
2
ARCH-Modell
2
Big Data
2
Big data
2
Börsenkurs
2
CAPM
2
Causality analysis
2
Credit risk
2
Data Mining
2
Data mining
2
Financial market
2
Finanzmarkt
2
Granger causality test
2
Kausalanalyse
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Aufsatz in Zeitschrift
10
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
Author
All
Ghysels, Eric
Hsiao, Cheng
10
Andrews, Donald W. K.
9
Dufour, Jean-Marie
8
Sun, Yixiao
8
Cai, Zongwu
7
Delgado, Miguel A.
7
Taylor, Robert
7
White, Halbert
7
Hong, Yongmiao
6
Khalaf, Lynda
6
Li, Qi
6
Moreira, Marcelo J.
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
5
Boswijk, Herman Peter
5
Hausman, Jerry A.
5
Horowitz, Joel
5
Aigner, Dennis J.
4
Bauwens, Luc
4
Escanciano, Juan Carlos
4
McAleer, Michael
4
McCracken, Michael W.
4
Perron, Pierre
4
Renault, Eric
4
Shi, Xiaoxia
4
Su, Liangjun
4
Varneskov, Rasmus Tangsgaard
4
Whang, Yoon-jae
4
Xiao, Zhijie
4
Yu, Jun
4
Andreou, Elena
3
Armstrong, Timothy B.
3
Barnett, William A.
3
Canay, Ivan A.
3
Caner, Mehmet
3
Carrasco, Marine
3
Chen, Xiaohong
3
Clark, Todd E.
3
Dijk, Herman K. van
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of public economics
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
3
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
4
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
5
Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003376073
Saved in:
6
Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001772158
Saved in:
7
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
8
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
9
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
10
Seasonality and econometric models
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
55
(
1993
)
1
Persistent link: https://www.econbiz.de/10001137428
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->