//--> //--> //--> //-->
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"
~subject:"Nonparametric statistics"
~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
Essays on international financ...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Estimation
464
Schätzung
459
Theorie
250
Theory
250
Estimation theory
249
Schätztheorie
249
Volatility
141
Volatilität
141
Time series analysis
138
Zeitreihenanalyse
138
Nichtparametrisches Verfahren
114
Panel
96
Panel study
96
Forecasting model
84
Prognoseverfahren
84
Regression analysis
83
Regressionsanalyse
83
CAPM
80
USA
77
United States
77
Capital income
73
Kapitaleinkommen
73
Börsenkurs
68
Share price
68
Stochastic process
59
Stochastischer Prozess
59
Yield curve
51
Zinsstruktur
51
Factor analysis
45
Faktorenanalyse
45
Bayes-Statistik
40
Bayesian inference
40
ARCH model
38
ARCH-Modell
38
Financial market
38
Finanzmarkt
38
Panel data
38
Statistical distribution
38
Statistische Verteilung
38
more ...
less ...
Online availability
All
Undetermined
79
Type of publication
All
Article
114
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
114
Conference paper
7
Konferenzbeitrag
7
Language
All
English
114
Author
All
Linton, Oliver
8
Todorov, Viktor
5
Phillips, Peter C. B.
4
Cai, Zongwu
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Li, Jia
3
Lu, Xun
3
Sun, Yiguo
3
Vogt, Michael
3
An, Yonghong
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Callaway, Brantly
2
Christensen, Kim
2
Dalderop, Jeroen
2
Fang, Ying
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Gouriéroux, Christian
2
Haiqing Xu
2
Hsu, Yu-Chin
2
Hu, Yingyao
2
La Vecchia, Davide
2
Liang, Zhongwen
2
Malikov, Emir
2
Mammen, Enno
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Robinson, Peter M.
2
Sant'Anna, Pedro H. C.
2
Sasaki, Yuya
2
Simar, Léopold
2
Tauchen, George Eugene
2
White, Halbert
2
Zhang, Congshan
2
Zu, Yang
2
Ai, Chunrong
1
Andersen, Torben
1
Andreou, Elena
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Economics letters
41
Applied economics
29
Applied economics letters
25
Energy economics
25
Economic modelling
23
Econometric reviews
21
Journal of applied econometrics
21
Quantitative economics : QE ; journal of the Econometric Society
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
European journal of operational research : EJOR
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The econometrics journal
13
Journal of productivity analysis
12
Journal of risk and financial management : JRFM
12
Journal of empirical finance
11
International review of economics & finance : IREF
10
Journal of the American Statistical Association : JASA
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance research letters
9
Econometric theory
8
Journal of forecasting
8
The North American journal of economics and finance : a journal of financial economics studies
8
Computational economics
7
International journal of forecasting
7
Journal of banking & finance
7
Insurance / Mathematics & economics
6
Journal of financial econometrics
6
Journal of financial economics
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
6
Oxford bulletin of economics and statistics
6
Regional science & urban economics
6
The review of economic studies
6
American journal of agricultural economics
5
Economics / Journal articles : the open-access, open-assessment journal
5
International journal of finance & economics : IJFE
5
more ...
less ...
Source
All
ECONIS (ZBW)
114
Showing
1
-
10
of
114
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation
of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
2
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
3
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
4
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
Saved in:
5
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
6
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:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
8
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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...
//-->