//--> //--> //-->
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
Leverage and systemic risk pro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
4
Schätztheorie
4
Structural break
4
Strukturbruch
4
Cointegration
3
Estimation
3
Kointegration
3
Schätzung
3
Theorie
3
Theory
3
Aktienmarkt
2
Factor analysis
2
Faktorenanalyse
2
Induktive Statistik
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Simulation
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Stock market
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Bound test
1
Consistent estimation
1
EM algorithm
1
Factor model
1
Factor models
1
High dimension
1
Markov chain
1
Markov-Kette
1
Maximum likelihood
1
Method of moments
1
Momentenmethode
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
8
Undetermined
2
Author
All
Urga, Giovanni
10
Banerjee, Anindya
3
Gagliardini, Patrick
2
Khalaf, Lynda
2
Trojani, Fabio
2
Bergamelli, Michele
1
Bianchi, Annamaria
1
Hillebrand, Eric
1
Mikkelsen, Jakob Guldbæk
1
Trapani, Lorenzo
1
Wang, Fa
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Forecasting
45
CEA_372Cass working paper series
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
CEA_372Bayes working paper series
9
International journal of forecasting
8
Working Papers / Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo
8
Center for Policy Research Working Papers
7
Economics letters
6
Journal of Business & Economic Statistics
6
CEPR Discussion Papers
4
Discussion paper / Centre for Economic Policy Research
4
Econometric reviews
4
Journal of Econometrics
4
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
4
Journal of financial stability
4
Oxford bulletin of economics and statistics
4
Oxford economic papers
4
CREATES research paper
3
Cass Business School Research Paper
3
Economia delle fonti di energia : rivista quadrimestrale dell'Istituto di Economia delle Fonti di Energia Università L. Bocconi
3
Economica
3
Economics Letters
3
Energy economics
3
International Journal of Forecasting
3
Journal of applied econometrics
3
Paper / Department of Economics, Queen Mary and Westfield College
3
School of Economics Discussion Papers
3
10th International Conference on Panel Data, Berlin, July 5-6, 2002
2
Applied economics discussion paper series
2
Discussion paper series / Centre for New and Emerging Markets
2
Dynamic factor models
2
EUI working paper / ECO
2
Econometric Reviews
2
Econometric theory
2
Economic Change and Restructuring
2
Economic issues
2
Economic modelling
2
Economics of planning : an international journal devoted to the study of comparative economics
2
Emerging Markets Review
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
2
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Micro versus macro cointegration in heterogeneous panels
Trapani, Lorenzo
;
Urga, Giovanni
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003965373
Saved in:
2
Identification robust inference in cointegrating regressions
Khalaf, Lynda
;
Urga, Giovanni
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 385-396
Persistent link: https://www.econbiz.de/10010497745
Saved in:
3
Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
4
Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
5
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Saved in:
6
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
7
Consistent estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 535-562
Persistent link: https://www.econbiz.de/10012145182
Saved in:
8
Estimation and inference for high dimensional factor model with regime switching
Urga, Giovanni
;
Wang, Fa
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075174
Saved in:
9
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
Saved in:
10
Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10006750363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->