//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Cointegration"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Stochastic process
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
more ...
less ...
Online availability
All
Undetermined
147
Type of publication
All
Article
368
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
370
Collection of articles of several authors
2
Sammelwerk
2
Konferenzschrift
1
Language
All
English
Author
All
Phillips, Peter C. B.
19
Todorov, Viktor
11
Tauchen, George Eugene
8
Boswijk, Herman Peter
7
McAleer, Michael
7
Park, Joon Y.
7
Robinson, Peter M.
7
Johansen, Søren
6
Rahbek, Anders
6
Taylor, Robert
6
Xiao, Zhijie
6
Yu, Jun
6
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Paruolo, Paolo
5
Swanson, Norman R.
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Corradi, Valentina
4
Gao, Jiti
4
Jong, Robert M. de
4
Lieberman, Offer
4
Saikkonen, Pentti
4
Wagner, Martin
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Chan, Joshua
3
Chang, Yoosoon
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Hu, Ling
3
Hualde, Javier
3
more ...
less ...
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
616
Applied economics
396
Economic modelling
347
International Journal of Energy Economics and Policy : IJEEP
333
International journal of theoretical and applied finance
326
Energy economics
308
Insurance / Mathematics & economics
290
Economics letters
251
Applied economics letters
215
Finance and stochastics
196
International journal of economics and financial issues : IJEFI
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
189
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research letters
167
Operations research
165
Quantitative finance
164
International journal of production research
163
Journal of economic dynamics & control
162
The empirical economics letters : a monthly international journal of economics
161
International journal of economics and finance
153
Mathematics of operations research
153
Econometric reviews
142
Econometric theory
133
Risks : open access journal
131
International journal of production economics
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
Applied mathematical finance
119
Computational economics
118
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
Finance research letters
115
Cogent economics & finance
110
International review of economics & finance : IREF
110
Journal of banking & finance
107
Theoretical and applied economics : GAER review
106
The journal of computational finance
102
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of mathematical finance
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Journal of risk and financial management : JRFM
86
more ...
less ...
Source
All
ECONIS (ZBW)
370
Showing
1
-
10
of
370
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
8
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
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...
//-->