//--> //--> //--> //-->
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
On sovereign default with time...
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
388
Schätztheorie
388
Time series analysis
322
Zeitreihenanalyse
322
Estimation
195
Schätzung
195
Forecasting model
145
Prognoseverfahren
145
Volatility
141
Volatilität
141
Nichtparametrisches Verfahren
124
Nonparametric statistics
124
Regression analysis
122
Regressionsanalyse
122
Stochastic process
117
Stochastischer Prozess
117
Statistical test
113
Statistischer Test
113
Panel
111
Panel study
111
Monte Carlo simulation
101
Monte-Carlo-Simulation
101
Ökonometrie
97
Econometrics
95
USA
95
United States
95
Bayes-Statistik
91
Bayesian inference
91
Markov chain
81
Markov-Kette
81
Cointegration
79
Kointegration
79
Statistical theory
75
Statistische Methodenlehre
75
Method of moments
73
Momentenmethode
73
Einheitswurzeltest
72
Unit root test
72
more ...
less ...
Online availability
All
Undetermined
365
Free
8
Type of publication
All
Article
1,683
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
1,692
Aufsatz in Zeitschrift
1,692
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
1,722
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
17
Timmermann, Allan
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Yu, Jun
13
Hsiao, Cheng
12
Li, Qi
12
Linton, Oliver
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
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
Breitung, Jörg
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
Magnus, Jan R.
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
8,632
NBER Working Paper
7,970
Working paper / National Bureau of Economic Research, Inc.
7,363
European journal of operational research : EJOR
5,987
Economics letters
5,686
Discussion paper / Centre for Economic Policy Research
4,863
CESifo working papers
4,282
Working paper
3,378
Journal of economic theory
2,888
The American economic review
2,672
Computers & operations research : and their applications to problems of world concern ; an international journal
2,588
Journal of economic dynamics & control
2,580
Discussion paper series / IZA
2,579
Discussion paper / Tinbergen Institute
2,566
International journal of production research
2,478
Journal of economic behavior & organization : JEBO
2,356
CESifo Working Paper
2,231
The economic journal : the journal of the Royal Economic Society
2,214
Europäische Hochschulschriften / 5
2,210
Discussion paper
2,207
European economic review : EER
2,159
Economic modelling
2,103
IMF Staff Country Reports
2,080
Applied economics
2,072
Discussion papers / CEPR
1,990
IMF working papers
1,964
CESifo Working Paper Series
1,936
SpringerLink / Bücher
1,926
IZA Discussion Paper
1,893
Journal of public economics
1,880
Games and economic behavior
1,847
Journal of banking & finance
1,836
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,787
Management science : journal of the Institute for Operations Research and the Management Sciences
1,765
Discussion paper / Center for Economic Research, Tilburg University
1,707
Journal of monetary economics
1,678
International journal of production economics
1,638
Public choice
1,551
Applied economics letters
1,539
more ...
less ...
Source
All
ECONIS (ZBW)
1,722
Showing
1
-
10
of
1,722
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.
;
Schotman, Peter C.
;
Tschernig, Rolf
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
4
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
5
Threshold estimation of Markov models with jumps and interest rate modeling
Mancini, Cecilia
;
Renò, Roberto
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10009242541
Saved in:
6
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
7
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
Saved in:
8
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi
;
Kaplin, Andrew
;
Sun, Steve
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
Saved in:
9
Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.
;
Seo, Byeongseon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10001703515
Saved in:
10
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
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...
//-->