//--> //--> //--> //-->
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
Hedging tranches index product...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor models
24
Factor analysis
20
Faktorenanalyse
20
Estimation
15
Schätzung
15
Estimation theory
11
Schätztheorie
11
Theorie
11
Theory
11
Time series analysis
10
Zeitreihenanalyse
10
Panel
7
Panel study
7
Forecasting model
4
Long memory
4
Prognoseverfahren
4
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Capital income
3
Kapitaleinkommen
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Cointegration
2
Cross-section analysis
2
Cross-validation
2
Economic forecast
2
Forecast
2
Forecasting
2
Fractional cointegration
2
Inflation
2
Kausalanalyse
2
Kointegration
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Kapetanios, George
3
Ergemen, Yunus Emre
2
Pesaran, M. Hashem
2
Ahn, Seung Chan
1
Anatolyev, Stanislav
1
Aßmann, Christian
1
Boysen-Hogrefe, Jens
1
Brownlees, Christian
1
Carriero, Andrea
1
Carvalho, Carlos Viana de
1
Castle, Jennifer
1
Cederburg, Scott
1
Chen, Mingli
1
Cheng, Xu
1
Christensen, Bent Jesper
1
Chudik, Alexander
1
Clements, Michael P.
1
Fan, Jianqing
1
Fernández-Val, Iván
1
Freyaldenhoven, Simon
1
Hansen, Bruce E.
1
Heckman, James J.
1
Hendry, David F.
1
Hillebrand, Eric
1
Humphries, John Eric
1
Jin, Sainan
1
Kong, Efang
1
Koopman, Siem Jan
1
Lewbel, Arthur
1
Li, Jialiang
1
Li, Mengheng
1
Liao, Yuan
1
Lit, Rutger
1
Marcellino, Massimiliano
1
Masini, Ricardo
1
Medeiros, Marcelo C.
1
Mesters, Geert
1
Miao, Ke
1
Mikkelsen, Jakob Guldbæk
1
Mikusheva, Anna
1
more ...
less ...
Published in...
All
Journal of econometrics
MPRA Paper
32
CEPR Discussion Papers
20
ECB Working Paper
19
Working Paper Series / European Central Bank
18
International journal of forecasting
17
Working Paper
17
IZA Discussion Papers
13
Journal of financial economics
13
SSE/EFI Working Paper Series in Economics and Finance
12
Working Papers / School of Economics and Finance, Queen Mary
12
Discussion Paper Series 1
11
Discussion Paper Series 1: Economic Studies
11
Economic modelling
11
CESifo Working Paper
10
Economics letters
10
Discussion papers / CEPR
9
Journal of banking & finance
9
International Journal of Forecasting
8
Working papers / Banque de France
8
CESifo Working Paper Series
7
CREATES Research Papers
7
Discussion paper / Tinbergen Institute
7
Economic Modelling
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Journal of applied econometrics
7
Journal of empirical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
SFB 649 Discussion Paper
7
Tinbergen Institute Discussion Paper
7
Applied economics letters
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Finance research letters
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
SFB 649 Discussion Papers
6
Tinbergen Institute Discussion Papers
6
cemmap working paper
6
Economics Papers from University Paris Dauphine
5
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
2
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
3
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
Saved in:
4
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
5
Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 542-544
Persistent link: https://www.econbiz.de/10011348941
Saved in:
6
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
7
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
Saved in:
8
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
9
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
10
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->