//--> //--> //--> //-->
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 Dynamics of Financially Co...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
382
Schätztheorie
382
Time series analysis
319
Zeitreihenanalyse
319
Estimation
188
Schätzung
188
Forecasting model
139
Prognoseverfahren
139
Volatility
138
Volatilität
138
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Regression analysis
122
Regressionsanalyse
122
Statistical test
113
Statistischer Test
113
Stochastic process
113
Stochastischer Prozess
113
Panel
110
Panel study
110
Monte Carlo simulation
99
Monte-Carlo-Simulation
99
Ökonometrie
98
Econometrics
95
Bayes-Statistik
91
Bayesian inference
91
USA
89
United States
89
Markov chain
79
Markov-Kette
79
Cointegration
78
Kointegration
78
Statistical theory
75
Statistische Methodenlehre
75
Einheitswurzeltest
72
Method of moments
72
Momentenmethode
72
Unit root test
72
more ...
less ...
Online availability
All
Undetermined
360
Free
9
Type of publication
All
Article
1,659
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
1,667
Aufsatz in Zeitschrift
1,667
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,698
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
15
Gouriéroux, Christian
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Timmermann, Allan
14
Aït-Sahalia, Yacine
13
Yu, Jun
13
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Linton, Oliver
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Renault, Eric
10
Baltagi, Badi H.
9
Dijk, Herman K. van
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Barnett, William A.
8
Bollerslev, Tim
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
8
McAleer, Michael
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
8,310
NBER Working Paper
7,687
Working paper / National Bureau of Economic Research, Inc.
7,030
European journal of operational research : EJOR
6,016
Economics letters
5,606
Discussion paper / Centre for Economic Policy Research
4,682
CESifo working papers
4,106
Working paper
3,218
Journal of economic theory
2,906
The American economic review
2,623
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
Discussion paper series / IZA
2,583
Discussion paper / Tinbergen Institute
2,567
Journal of economic dynamics & control
2,546
International journal of production research
2,486
Journal of economic behavior & organization : JEBO
2,355
Europäische Hochschulschriften / 5
2,196
The economic journal : the journal of the Royal Economic Society
2,178
CESifo Working Paper
2,120
Discussion paper
2,113
European economic review : EER
2,097
Economic modelling
2,007
SpringerLink / Bücher
1,961
Applied economics
1,958
Discussion papers / CEPR
1,932
IZA Discussion Paper
1,897
Journal of public economics
1,871
Games and economic behavior
1,857
CESifo Working Paper Series
1,848
Journal of banking & finance
1,838
Management science : journal of the Institute for Operations Research and the Management Sciences
1,820
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,784
Discussion paper / Center for Economic Research, Tilburg University
1,715
International journal of production economics
1,651
IMF working papers
1,564
Journal of monetary economics
1,564
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,535
Public choice
1,525
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,499
more ...
less ...
Source
All
ECONIS (ZBW)
1,698
Showing
1
-
10
of
1,698
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Agricultural
arbitrage
and risk preferences
Pope, Rulon D.
;
LaFrance, Jeffrey T.
;
Just, Richard E.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 35-43
Persistent link: https://www.econbiz.de/10009270718
Saved in:
2
The implied
arbitrage
mechanism in financial markets
Shiyi, Chen
;
Chng, Michael T.
;
Liu, Qingfu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
Saved in:
3
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
Saved in:
4
The affine
arbitrage
-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
5
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-
arbitrage
constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
Saved in:
6
Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
Saved in:
7
Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan
;
Sun, Jie
;
Wang, Tao
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Saved in:
8
Market
liquidity
as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
9
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
10
Reinforced urn processes for credit risk models
Peluso, Stefano
;
Mira, Antonietta
;
Mulière, Pietro
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
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...
//-->