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  • Search: subject:"Heterogenität"
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Year of publication
Subject
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Heteroskedastizität 1,377 Heteroscedasticity 1,368 Schätztheorie 596 Estimation theory 594 Theorie 533 Theory 531 ARCH model 346 ARCH-Modell 346 Zeitreihenanalyse 340 Time series analysis 336 Schätzung 291 Estimation 285 Heterogenität 257 Volatilität 204 Volatility 196 Regression analysis 167 Regressionsanalyse 167 Autokorrelation 148 Autocorrelation 143 Statistischer Test 141 Statistical test 139 VAR model 129 VAR-Modell 129 Bootstrap approach 95 Bootstrap-Verfahren 95 Schock 86 Shock 86 Forecasting model 78 Markov chain 78 Markov-Kette 78 Prognoseverfahren 78 USA 73 Method of moments 72 Momentenmethode 72 United States 72 Capital income 71 Kapitaleinkommen 71 Heteroskedasticity 70 Börsenkurs 69 Korrelation 69
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Online availability
All
Free 706 Undetermined 293 CC license 14
Type of publication
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Book / Working Paper 955 Article 737
Subcategories
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Article in journal 700 Working paper 434 Book section 18 Proceedings 13 Government document 2 Literature review 2 Textbook 2
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Language
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English 1,528 German 132 Undetermined 27 French 4 Czech 1 Turkish 1
Author
All
Lütkepohl, Helmut 64 Sun, Yixiao 33 Phillips, Peter C. B. 31 Taylor, Robert 24 Rigobón, Roberto 23 Newey, Whitney K. 19 Meitz, Mika 18 Saikkonen, Pentti 18 Cavaliere, Giuseppe 17 Chao, John C. 16 Swanson, Norman R. 16 Fritsch, Michael 15 Netšunajev, Aleksei 15 Hausman, Jerry A. 14 Schlaak, Thore 14 Anatolyev, Stanislav 13 Stephan, Andreas 13 Woutersen, Tiemen 13 Rombouts, Jeroen V. K. 12 Silva, João Santos 12 Vogelsang, Timothy J. 11 Garloff, Alfred 10 Nielsen, Morten Ørregaard 10 Velinov, Anton 10 West, Kenneth D. 10 Giraitis, Liudas 9 Hwang, Jungbin 9 Lewis, Daniel J. 9 Milunovich, George 9 Sentana, Enrique 9 Andrews, Donald W. K. 8 Bacchiocchi, Emanuele 8 Dette, Holger 8 Gonçalves, Sílvia 8 Guggenberger, Patrik 8 Harris, David 8 Kilian, Lutz 8 Malamud, Semyon 8 Podstawski, Maximilian 8 Sack, Brian 8
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Institution
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National Bureau of Economic Research 16 Swiss National Centre of Competence in Research North South <Bern> 7 Institut für Arbeitsmarkt- und Berufsforschung (IAB) 6 Institut zur Zukunft der Arbeit <Bonn> 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Institut für Schweizerisches Bankwesen <Zürich> 5 London School of Economics and Political Science 5 University <Oxford> / Department of Economics 5 Center for Operations Research and Econometrics <Louvain-la-Neuve> 4 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 4 Centre for Analytical Finance <Århus> 3 Institut für Wirtschaftsinformatik <Göttingen> / Professur für Anwendungssysteme und E-Business 3 Institut für Wirtschaftsinformatik <Siegen> 3 Louisiana State University <Baton Rouge, La.> / E. J. Ourso College of Business 3 National Centre of Competence in Research - Financial Valuation and Risk Management 3 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 3 University <Nottingham> / Department of Economics 3 Zentrum für Europäische Wirtschaftsforschung (ZEW) 3 Boston College / Department of Economics 2 Econometrisch Instituut <Rotterdam> 2 Ekonomiska forskningsinstitutet <Stockholm> 2 European University Institute / Department of Economics 2 Fakultät Wirtschaftswissenschaften, Technische Universität Bergakademie Freiberg 2 Instituto Valenciano de Investigaciones Económicas 2 Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics 2 Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion 2 University of California, San Diego / Department of Economics 2 University of Exeter / Department of Economics 2 Universität <Bonn> / Wirtschaftswissenschaftlicher Fachbereich 2 Verlag Dr. Kovač 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Associazione Italiana Economisti del Lavoro 1 Brookhaven National Laboratory 1 Brown University / Department of Economics 1 Centre for Economic Research <Dublin> 1 Deutschland / Bundesministerium für Ernährung, Landwirtschaft und Forsten 1 Deutschland / Bundesministerium für Verbraucherschutz, Ernährung und Landwirtschaft 1 Eberhard Karls Universität Tübingen 1 Edward Elgar Publishing 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1
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Published in...
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Journal of econometrics 94 Econometric theory 44 Econometric reviews 40 Economics letters 36 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 31 Discussion papers / Deutsches Institut für Wirtschaftsforschung 25 The econometrics journal 22 Journal of applied econometrics 14 NBER Working Paper 13 Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research 13 Cowles Foundation discussion paper 12 DIW Berlin Discussion Paper 12 Applied economics 11 CREATES research paper 11 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 11 FINRISK Working Paper Series 11 Working paper 11 Europäische Hochschulschriften / 5 10 Journal of empirical finance 10 NBER working paper series 10 SpringerLink / Bücher 10 Studies in nonlinear dynamics and econometrics 10 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 10 International journal of forecasting 9 Working Paper 9 Working paper / National Bureau of Economic Research, Inc. 9 Working paper series / University of Zurich, Department of Economics 9 Applied economics letters 8 Applied financial economics 8 CESifo Working Paper Series 8 CESifo working papers 8 Cowles Foundation Discussion Paper 8 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 8 Econometrics : open access journal 8 Economic modelling 8 Journal of economic dynamics & control 8 Regional Studies 8 The review of economics and statistics 8 Computational economics 7 Discussion paper series 7
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Source
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ECONIS (ZBW) 1,486 USB Cologne (business full texts) 74 USB Cologne (EcoSocSci) 71 RePEc 27 EconStor 20 Other ZBW resources 10 BASE 4
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Showing 1 - 10 of 1,411
 
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Noncausal AR processes driven by causal GARCH volatility
Velasquez-Gaviria, Daniel; Zakoïan, Jean-Michel - 2026
Persistent link: https://www.econbiz.de/10015604163
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Multiple monetary policy shocks from daily data : a heteroskedasticity IV approach
Burri, Marc; Kaufmann, Daniel - 2026
We extend the heteroskedasticity IV estimator of Rigobon and Sack (2004) from one to multiple monetary policy shocks by imposing recursive zero restrictions on the impact matrix. Unlike high-frequency identification, the approach requires neither intraday tick data nor precise announcement...
Persistent link: https://www.econbiz.de/10015625606
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Crisis-regime dynamic volatility spillovers in U.S. commodity markets : a Bayesian mixture-identified SVAR approach
Deng, Xinyan; Aruga, Kentaka; Tang, Chaofeng - 2026
Conventional VAR-based volatility spillover measures rely on homoskedasticity and single-Gaussian assumptions, limiting their ability to capture structural breaks and heterogeneous shocks during crises. This study develops a flexible framework to analyze volatility transmission in U.S. commodity...
Persistent link: https://www.econbiz.de/10015639153
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Power law heteroskedasticity
Price, David J. - 2026
Persistent link: https://www.econbiz.de/10015647094
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A Bayesian Dirichlet autoregressive conditional heteroskedasticity model for forecasting currency shares
Katz, Harrison; Weiss, Robert E. - 2026
Persistent link: https://www.econbiz.de/10015668703
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The micro-aggregated Phillips Curve
Aglio, Daniele; Bartelsman, Eric J. - 2026
Persistent link: https://www.econbiz.de/10016081255
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The micro-aggregated Phillips Curve
Aglio, Daniele; Bartelsman, Eric J. - 2026
This paper provides theory and evidence on micro-level pricing behavior needed to model an aggregate New Keynesian Phillips Curve. We start with individual firms that are heterogeneous in their production technology and in the demand curves they face. We estimate the parameters of supply and...
Persistent link: https://www.econbiz.de/10016069278
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Robust Inference Via Heteroskedasticity in Linear Models
Akbal, Omer Faruk - 2026
We study inference via heteroskedasticity in linear models commonly used for macroeconomic policy analysis, where covariate endogeneity must often be addressed with limited time and data. Our framework nests standard heteroskedasticity-based approaches, allows for new non-nested restrictions,...
Persistent link: https://www.econbiz.de/10016087713
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Testing coefficient stability in spatial regression
Müller, Ulrich K.; Watson, Mark W. - 2026
Persistent link: https://www.econbiz.de/10016091945
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Partial identification of structural vector autoregressions with non-centred stochastic volatility
Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, … - 2026
Persistent link: https://www.econbiz.de/10016091777
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