//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Cagan type rational expectatio...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,912
Schätztheorie
1,912
Theorie
503
Theory
503
Zeitreihenanalyse
464
Time series analysis
463
Nichtparametrisches Verfahren
403
Nonparametric statistics
403
Estimation
382
Schätzung
380
Regression analysis
316
Regressionsanalyse
316
Stochastic process
282
Stochastischer Prozess
282
Volatility
208
Volatilität
208
Statistical test
192
Statistischer Test
192
Panel
191
Panel study
191
Induktive Statistik
132
Statistical inference
132
Bootstrap approach
115
Bootstrap-Verfahren
115
Maximum likelihood estimation
115
Maximum-Likelihood-Schätzung
115
Method of moments
112
Momentenmethode
111
Statistical distribution
111
Statistische Verteilung
111
Forecasting model
107
Prognoseverfahren
107
Correlation
95
Korrelation
95
Autocorrelation
93
Autokorrelation
93
IV-Schätzung
92
Instrumental variables
92
ARCH model
87
ARCH-Modell
87
more ...
less ...
Online availability
All
Undetermined
948
Free
26
Type of publication
All
Article
2,092
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
2,043
Aufsatz in Zeitschrift
2,043
Collection of articles of several authors
25
Sammelwerk
25
Conference paper
24
Konferenzbeitrag
24
Konferenzschrift
6
Festschrift
5
Conference proceedings
4
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,110
Author
All
Phillips, Peter C. B.
47
Linton, Oliver
28
Lee, Lung-fei
22
Su, Liangjun
22
Chen, Songnian
20
Gao, Jiti
18
Robinson, Peter M.
18
Chen, Xiaohong
17
Li, Qi
17
Todorov, Viktor
16
Gouriéroux, Christian
15
Yu, Jun
15
Bai, Jushan
14
Cai, Zongwu
14
Fan, Yanqin
14
Chib, Siddhartha
13
Hsiao, Cheng
13
Park, Joon Y.
13
Renault, Eric
13
Sasaki, Yuya
13
Schmidt, Peter
13
Sun, Yixiao
13
Taylor, Robert
13
Aït-Sahalia, Yacine
12
Hu, Yingyao
12
Andrews, Donald W. K.
11
Francq, Christian
11
Kristensen, Dennis
11
McAleer, Michael
11
Newey, Whitney K.
11
Swanson, Norman R.
11
Tauchen, George Eugene
11
White, Halbert
11
Andersen, Torben
10
Baltagi, Badi H.
10
Bollerslev, Tim
10
Fan, Jianqing
10
Florens, Jean-Pierre
10
Horowitz, Joel
10
Koopman, Siem Jan
10
more ...
less ...
Institution
All
International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Economics letters
1,267
European journal of operational research : EJOR
919
Econometric theory
821
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
772
NBER Working Paper
584
Econometric reviews
574
NBER working paper series
563
Discussion paper / Tinbergen Institute
492
Insurance / Mathematics & economics
476
CEMMAP working papers / Centre for Microdata Methods and Practice
433
Working paper / National Bureau of Economic Research, Inc.
419
International journal of theoretical and applied finance
418
Journal of economic dynamics & control
408
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
406
Journal of the American Statistical Association : JASA
371
Finance and stochastics
318
The econometrics journal
315
Applied economics
299
Working paper
295
Computational economics
288
Applied economics letters
286
Operations research
277
Cowles Foundation discussion paper
275
Série des documents de travail / Centre de Recherche en Économie et Statistique
272
Journal of applied econometrics
270
Economic modelling
269
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
265
Quantitative finance
259
Mathematics of operations research
254
Operations research letters
251
Discussion paper / Center for Economic Research, Tilburg University
249
Discussion paper series / IZA
243
International journal of production research
241
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
239
Discussion paper
234
Working paper / Department of Econometrics and Business Statistics, Monash University
230
Oxford bulletin of economics and statistics
223
Risks : open access journal
221
CESifo working papers
220
more ...
less ...
Source
All
ECONIS (ZBW)
2,110
Showing
1
-
10
of
2,110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized ARMA models with
martingale
difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
3
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
4
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
5
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
6
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
7
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
8
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
9
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
10
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->