//--> //--> //--> //-->
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
The multivariate split normal...
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
725
Theory
725
Estimation
621
Schätzung
619
Zeitreihenanalyse
498
Time series analysis
497
Nichtparametrisches Verfahren
446
Nonparametric statistics
446
Regression analysis
357
Regressionsanalyse
357
Panel
243
Panel study
243
Volatility
218
Volatilität
218
Statistical test
204
Statistischer Test
204
Bayes-Statistik
189
Bayesian inference
189
Forecasting model
185
Prognoseverfahren
185
Statistical distribution
184
Statistische Verteilung
184
Stochastic process
169
Stochastischer Prozess
169
Maximum likelihood estimation
165
Maximum-Likelihood-Schätzung
165
Induktive Statistik
141
Statistical inference
141
Method of moments
125
Momentenmethode
124
Bootstrap approach
119
Bootstrap-Verfahren
119
ARCH model
112
ARCH-Modell
112
Monte Carlo simulation
109
Monte-Carlo-Simulation
109
Correlation
102
Korrelation
102
more ...
less ...
Online availability
All
Undetermined
1,096
Free
28
Type of publication
All
Article
2,427
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
2,378
Aufsatz in Zeitschrift
2,378
Collection of articles of several authors
29
Sammelwerk
29
Conference paper
28
Konferenzbeitrag
28
Konferenzschrift
8
Conference proceedings
6
Festschrift
5
Aufsatzsammlung
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,449
Author
All
Phillips, Peter C. B.
48
Linton, Oliver
30
Lee, Lung-fei
25
Su, Liangjun
25
Li, Qi
21
Chen, Songnian
20
Chen, Xiaohong
19
Gao, Jiti
19
Robinson, Peter M.
19
Koop, Gary
18
Todorov, Viktor
18
Yu, Jun
17
Hsiao, Cheng
16
Sasaki, Yuya
16
Fan, Yanqin
15
Pesaran, M. Hashem
15
Aït-Sahalia, Yacine
14
Baltagi, Badi H.
14
Cai, Zongwu
14
Gouriéroux, Christian
14
Hu, Yingyao
14
Park, Joon Y.
14
Bai, Jushan
13
Koopman, Siem Jan
13
Newey, Whitney K.
13
Sun, Yixiao
13
Taylor, Robert
13
Bollerslev, Tim
12
Chib, Siddhartha
12
Swanson, Norman R.
12
White, Halbert
12
Xiao, Zhijie
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Fan, Jianqing
11
Florens, Jean-Pierre
11
Francq, Christian
11
Hong, Yongmiao
11
Kristensen, Dennis
11
Lewbel, Arthur
11
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
Discussion paper series / IZA
2,944
NBER working paper series
2,909
Working paper / National Bureau of Economic Research, Inc.
2,850
NBER Working Paper
2,748
Applied economics
1,867
Economics letters
1,810
Discussion paper / Centre for Economic Policy Research
1,547
IZA Discussion Paper
1,541
CESifo working papers
1,507
Applied economics letters
1,338
Working paper
1,152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,061
Discussion paper / Tinbergen Institute
983
Discussion paper
948
Economic modelling
926
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
905
Econometric theory
841
Econometric reviews
687
Journal of applied econometrics
664
CESifo Working Paper Series
645
ZEW discussion papers
570
International journal of forecasting
545
Finance research letters
532
CEMMAP working papers / Centre for Microdata Methods and Practice
522
European journal of operational research : EJOR
522
Discussion papers / CEPR
501
Applied financial economics
492
Energy economics
489
Journal of banking & finance
489
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
472
The review of economics and statistics
472
Journal of the American Statistical Association : JASA
471
Insurance / Mathematics & economics
460
Discussion papers / Deutsches Institut für Wirtschaftsforschung
454
International review of economics & finance : IREF
448
Journal of international money and finance
447
Working paper series
429
Oxford bulletin of economics and statistics
396
Journal of forecasting
389
more ...
less ...
Source
All
ECONIS (ZBW)
2,449
Showing
1
-
10
of
2,449
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail behavior of ACD models and consequences for likelihood-based
estimation
Cavaliere, Giuseppe
;
Mikosch, Thomas
;
Rahbek, Anders
; …
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015073910
Saved in:
2
Efficient
estimation
and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
3
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
Saved in:
4
Estimating jump-diffusions using closed-form likelihood expansions
Li, Chenxu
;
Chen, Dachuan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10011705232
Saved in:
5
Sieve
estimation
of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
6
Sequential
estimation
of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
Saved in:
7
On the structure and
estimation
of hierarchical Archimedean copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Journal of econometrics
173
(
2013
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
Saved in:
8
Estimating stable latent factor models by indirect inference
Calzolari, Giorgio
;
Halbleib, Roxana
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
Saved in:
9
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
10
Adaptive Bayesian
estimation
of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
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...
//-->