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Search: subject:"Factor Models"
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Subject
All
Faktorenanalyse
549
Factor analysis
506
factor models
502
Factor models
430
Theorie
413
Schätzung
385
Theory
375
Estimation
356
Prognoseverfahren
284
Forecasting model
256
Zeitreihenanalyse
206
Portfolio-Management
194
Time series analysis
194
CAPM
193
Portfolio selection
189
Kapitaleinkommen
185
Capital income
180
dynamic factor models
159
Dynamic factor models
142
Schätztheorie
121
Estimation theory
117
Volatilität
117
Factor Models
113
Volatility
112
Forecasting
99
Frühindikator
98
forecasting
97
Leading indicator
96
Börsenkurs
88
Dynamic Factor Models
87
Wirtschaftsprognose
86
Welt
85
Business cycle
84
Konjunktur
83
Panel
83
Share price
83
Economic forecast
81
Panel study
74
World
74
Bayes-Statistik
73
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Online availability
All
Free
1,119
Undetermined
576
CC license
23
Type of publication
All
Book / Working Paper
1,110
Article
751
Other
13
Type of publication (narrower categories)
All
Working Paper
569
Article in journal
541
Aufsatz in Zeitschrift
541
Graue Literatur
316
Non-commercial literature
316
Arbeitspapier
303
Article
28
Thesis
12
Aufsatz im Buch
9
Book section
9
Hochschulschrift
7
research-article
7
Aufsatzsammlung
3
Conference paper
3
Konferenzbeitrag
3
Konferenzschrift
3
Collection of articles of several authors
2
Research Report
2
Sammelwerk
2
Amtsdruckschrift
1
Collection of articles written by one author
1
Conference Paper
1
Government document
1
Sammlung
1
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English
1,390
Undetermined
457
German
11
French
7
Spanish
6
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2
Turkish
2
Portuguese
1
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Author
All
Marcellino, Massimiliano
64
Kapetanios, George
57
Barigozzi, Matteo
44
Eickmeier, Sandra
36
Hallin, Marc
29
Lippi, Marco
26
Schumacher, Christian
26
Forni, Mario
24
Pesaran, M. Hashem
24
Ravazzolo, Francesco
23
Giannone, Domenico
21
Reichlin, Lucrezia
21
Banerjee, Anindya
20
Proietti, Tommaso
19
Chudik, Alexander
18
Doz, Catherine
17
Gobillon, Laurent
17
Luciani, Matteo
17
Alessi, Lucia
16
Grassi, Stefano
16
Hubrich, Kirstin
16
Koopman, Siem Jan
16
Magnac, Thierry
16
Zaffaroni, Paolo
16
Capasso, Marco
15
Heckman, James J.
15
Breitung, Jörg
14
Lucas, André
13
Casarin, Roberto
12
Masten, Igor
12
Weidner, Martin
12
Bai, Jushan
11
Bystrov, Victor
11
Modugno, Michele
11
Piatek, Rémi
11
Rua, António
11
Rünstler, Gerhard
11
Wolf, Michael
11
Bailey, Natalia
10
Barhoumi, Karim
10
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Institution
All
C.E.P.R. Discussion Papers
39
European Central Bank
28
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
27
Deutsche Bundesbank
20
Banque de France
15
School of Economics and Finance, Queen Mary
13
Institute for the Study of Labor (IZA)
10
School of Economics and Management, University of Aarhus
10
CESifo
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
9
Department of Economics, European University Institute
9
Society for Computational Economics - SCE
9
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Banca d'Italia
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
7
Université Paris-Dauphine (Paris IX)
7
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
6
Tinbergen Instituut
6
Banco de España
5
Institut für Weltwirtschaft (IfW)
5
Reserve Bank of Australia
5
Department of Economics and Business, Universitat Pompeu Fabra
4
Department of Economics, Oxford University
4
Department of Economics, University of Pennsylvania
4
Faculty of Economics, University of Cambridge
4
HAL
4
Instituto Valenciano de Investigaciones Económicas (IVIE)
4
International Monetary Fund (IMF)
4
Norges Bank
4
Türkiye Cumhuriyet Merkez Bankası
4
Center for Financial Studies
3
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
3
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Department of Economics, University of Birmingham
3
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
3
Econometric Society
3
Nationale Bank van België/Banque national de Belqique (BNB)
3
Tinbergen Institute
3
Université Paris-Dauphine
3
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Published in...
All
Journal of econometrics
48
CEPR Discussion Papers
39
Working Paper
34
ECB Working Paper
32
International journal of forecasting
27
Working Paper Series / European Central Bank
27
MPRA Paper
26
IZA Discussion Papers
25
Discussion paper / Tinbergen Institute
19
Economics letters
19
Tinbergen Institute Discussion Paper
19
Discussion papers / CEPR
18
CESifo Working Paper
17
Discussion Paper Series 1
17
Discussion Paper Series 1: Economic Studies
17
Working paper
17
Economic modelling
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial economics
15
Working papers / Banque de France
15
International Journal of Forecasting
13
Working Papers / School of Economics and Finance, Queen Mary
13
CESifo working papers
11
Journal of applied econometrics
11
Journal of banking & finance
11
Journal of forecasting
11
SSE/EFI Working Paper Series in Economics and Finance
11
CREATES Research Papers
10
ECARES working paper
10
Journal of Econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
CESifo Working Paper Series
9
CIRANO Working Papers
9
Discussion paper series / IZA
9
Economics Working Papers / Department of Economics, European University Institute
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
International review of financial analysis
9
Journal of empirical finance
9
SFB 649 Discussion Paper
9
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Source
All
ECONIS (ZBW)
892
RePEc
647
EconStor
298
BASE
29
Other ZBW resources
7
USB Cologne (business full texts)
1
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271
Nowcasting Japan's GDP
Hayashi, Fumio
;
Tachi, Yuta
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1699-1735
Persistent link: https://www.econbiz.de/10014253718
Saved in:
272
Inference in sparsity-induced weak
factor
models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 126-139
Persistent link: https://www.econbiz.de/10013540652
Saved in:
273
Factor and factor loading augmented estimators for panel regression with possibly nonstrong factors
Beyhum, Jad
;
Gautier, Eric
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 270-281
Persistent link: https://www.econbiz.de/10013540841
Saved in:
274
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
275
When do investors go green? : evidence from a time-varying asset-pricing model
Alessi, Lucia
;
Ossola, Elisa
;
Panzica, Roberto Calogero
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470361
Saved in:
276
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
277
Parametric estimation of long memory in
factor
models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
278
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
279
Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios
Yang, Ge
;
Yin, Ximing
;
Kimmel, Robert
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485489
Saved in:
280
Asset pricing and microcaps
Li, Yuming
- In:
Annals of economics and finance
24
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014423595
Saved in:
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