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
Dynamic estimation of an inter...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State space model
58
Zustandsraummodell
58
Time series analysis
33
Zeitreihenanalyse
33
Estimation theory
24
Schätztheorie
24
Theorie
24
Theory
24
Bayes-Statistik
17
Bayesian inference
17
Estimation
16
Schätzung
16
Stochastic process
13
Stochastischer Prozess
13
Volatility
11
Volatilität
11
Forecasting model
10
Prognoseverfahren
10
Kalman filter
8
Markov chain
8
Markov-Kette
8
VAR model
8
VAR-Modell
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical distribution
7
Statistische Verteilung
7
Yield curve
5
Zinsstruktur
5
Börsenkurs
4
Correlation
4
DSGE model
4
DSGE-Modell
4
Factor analysis
4
Faktorenanalyse
4
Korrelation
4
Nichtlineare Regression
4
Nichtparametrisches Verfahren
4
more ...
less ...
Online availability
All
Undetermined
33
Free
1
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
60
Author
All
Dijk, Herman K. van
3
Koop, Gary
3
Shephard, Neil G.
3
Blasques, Francisco
2
Casarin, Roberto
2
Chan, Joshua
2
Creal, Drew
2
Fox, Jeremy T.
2
Frühwirth-Schnatter, Sylvia
2
Kim, Kyoo Il
2
Kohn, Robert
2
Koopman, Siem Jan
2
Monfort, Alain
2
Pitt, Michael K.
2
Poon, Aubrey
2
Ravazzolo, Francesco
2
Schwenkler, Gustavo
2
Tsay, Ruey S.
2
Zhou, Yong
2
Andreasen, Martin Møller
1
Aït-Sahalia, Yacine
1
Bada, Oualid
1
Bajari, Patrick L.
1
Barigozzi, Matteo
1
Barndorff-Nielsen, Ole E.
1
Billio, Monica
1
Bitto, Angela
1
Chan, Joshua C. C.
1
Chan, Kung-sik
1
Chang, Yoosoon
1
Chen, Gong-meng
1
Chen, Heng
1
Chib, Siddhartha
1
Chiuso, Alessandro
1
Cho, Haeran
1
Choi, Yoon K.
1
Christensen, Jens H. E.
1
Contreras, Sergio
1
Cross, Jamie
1
Darolles, Serge
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
139
MPRA Paper
127
Research paper series / Swiss Finance Institute
93
Economic modelling
85
Tinbergen Institute Discussion Paper
76
Working Paper
71
ECB Working Paper
67
Swiss Finance Institute Research Paper
62
Tinbergen Institute Discussion Papers
61
Computational economics
60
International journal of forecasting
60
Economics letters
59
Energy economics
57
Journal of Banking & Finance
56
Finance research letters
54
Journal of forecasting
51
CEPR Discussion Papers
49
Journal of economic dynamics & control
48
Working paper
42
Applied economics letters
40
Journal of risk and financial management : JRFM
40
Working paper series / European Central Bank
40
Applied economics
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
CAMA working paper series
37
CESifo Working Paper
37
SFB 649 Discussion Paper
37
International review of economics & finance : IREF
36
CESifo working papers
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CREATES Research Papers
34
Cogent economics & finance
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Financial innovation : FIN
32
Journal of empirical finance
32
SFB 649 discussion paper
32
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of Risk and Financial Management
31
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
2
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
3
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
4
The asymptotic variance of subspace estimates
Chiuso, Alessandro
;
Picci, Giorgio
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 257-291
Persistent link: https://www.econbiz.de/10001823135
Saved in:
5
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
6
Stochastic model specification search for Gaussian and partial non-Gaussian state space models
Frühwirth-Schnatter, Sylvia
;
Wagner, Helga
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003931791
Saved in:
7
Particle filters for continuous likelihood evaluation and maximisation
Malik, Sheheryar
;
Pitt, Michael K.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 190-209
Persistent link: https://www.econbiz.de/10009409681
Saved in:
8
The random coefficients logit model is identified
Fox, Jeremy T.
;
Kim, Kyoo Il
;
Ryan, Stephen
;
Bajari, …
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 204-212
Persistent link: https://www.econbiz.de/10009509232
Saved in:
9
Semiparametric estimation of Markov decision processes with continuous state space
Srisuma, Sorawoot
;
Linton, Oliver
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10009511325
Saved in:
10
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
