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 Bloomberg Corporate Defaul...
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
380
Schätztheorie
380
Time series analysis
318
Zeitreihenanalyse
318
Estimation
187
Schätzung
187
Forecasting model
140
Prognoseverfahren
140
Volatility
136
Volatilität
136
Nichtparametrisches Verfahren
122
Nonparametric statistics
122
Regression analysis
122
Regressionsanalyse
122
Statistical test
113
Statistischer Test
113
Stochastic process
112
Stochastischer Prozess
112
Panel
110
Panel study
110
Monte Carlo simulation
99
Monte-Carlo-Simulation
99
Ökonometrie
98
Econometrics
95
Bayes-Statistik
91
Bayesian inference
91
USA
88
United States
88
Markov chain
79
Markov-Kette
79
Cointegration
78
Kointegration
78
Statistical theory
75
Statistische Methodenlehre
75
Einheitswurzeltest
72
Method of moments
72
Momentenmethode
72
Statistical distribution
72
more ...
less ...
Online availability
All
Undetermined
357
Free
8
Type of publication
All
Article
1,657
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
1,665
Aufsatz in Zeitschrift
1,665
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
1,696
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Gouriéroux, Christian
15
Ghysels, Eric
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
8,287
NBER Working Paper
7,644
Working paper / National Bureau of Economic Research, Inc.
6,989
European journal of operational research : EJOR
6,136
Economics letters
5,602
Discussion paper / Centre for Economic Policy Research
4,657
CESifo working papers
4,170
Working paper
3,280
Journal of economic theory
2,889
Discussion paper / Tinbergen Institute
2,649
Discussion paper series / IZA
2,630
The American economic review
2,616
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
Journal of economic dynamics & control
2,541
International journal of production research
2,485
Journal of economic behavior & organization : JEBO
2,367
CESifo Working Paper
2,201
Europäische Hochschulschriften / 5
2,193
The economic journal : the journal of the Royal Economic Society
2,181
Discussion paper
2,160
European economic review : EER
2,097
Economic modelling
2,015
SpringerLink / Bücher
1,979
Applied economics
1,948
Journal of banking & finance
1,939
Discussion papers / CEPR
1,927
IZA Discussion Paper
1,922
Journal of public economics
1,873
CESifo Working Paper Series
1,863
Games and economic behavior
1,855
Management science : journal of the Institute for Operations Research and the Management Sciences
1,817
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,783
Discussion paper / Center for Economic Research, Tilburg University
1,723
International journal of production economics
1,650
IMF working papers
1,601
Journal of monetary economics
1,567
Public choice
1,529
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,496
more ...
less ...
Source
All
ECONIS (ZBW)
1,696
Showing
1
-
10
of
1,696
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii
;
Chen, Xi
;
Ghysels, Eric
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
5
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:
6
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
8
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
9
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
10
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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...
