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 Model Confidence Set
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
7
Schätztheorie
7
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Estimation
2
Model selection
2
Simulation
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Cholesky decomposition
1
Cointegration
1
Comparison
1
Core
1
Correlation
1
Count data
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Forecasting
1
Impact assessment
1
Integrated covariance
1
Kointegration
1
Korrelation
1
LinEx loss
1
Lévy basis
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multistep forecasting
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Non-synchronous trading
1
Nonparametric statistics
1
Pairwise likelihood
1
Positive semidefinite
1
Ranking method
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
8
Author
All
Hansen, Peter Reinhard
9
Lunde, Asger
8
Barndorff-Nielsen, Ole E.
4
Nason, James M.
4
Shephard, Neil G.
3
Cogley, Timothy
2
Durlauf, Steven N.
2
Gregory, Allan W.
2
Hall, Alastair R.
2
Inoue, Atsushi
2
Nason, James Michael
2
Rossi, Barbara
2
Shephard, Neil
2
Watt, David G.
2
Bennedsen, Mikkel
1
Boudt, Kris
1
Dumitrescu, Elena-Ivona
1
Laurent, Sébastien
1
Quaedvlieg, Rogier
1
Sauri, Orimar
1
Veraart, Almut E. D.
1
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
23
Working Paper
23
Discussion paper / University of British Columbia, Department of Economics
22
CREATES Research Papers
19
Working Paper / Federal Reserve Bank of Atlanta
16
Working papers / Federal Reserve Bank of Atlanta
12
CAMA working paper series
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working Papers / Brown University, Department of Economics
10
Working papers / Brown University, Department of Economics
10
Journal of applied econometrics
9
The econometrics journal
8
CAMA Working Papers
7
Journal of Econometrics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Economics letters
6
FRB of Philadelphia Working Paper
6
Journal of Applied Econometrics
6
CAMA Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Working Papers / Federal Reserve Bank of Philadelphia
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
DIIS Working Paper
4
DIIS working paper
4
Econometric modelling of durations between economic events
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Economics Working Papers / Department of Economics, European University Institute
4
OFRC Working Papers Series
4
Queen's Economics Department Working Paper
4
Queen's Economics Department working paper
4
The American economic review
4
Working Papers / Economics Department, Queen's University
4
Working paper series / Federal Reserve Bank of Atlanta
4
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper
3
Econometrica
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
8
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
3
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
4
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard
- In:
Journal of econometrics
114
(
2003
)
2
,
pp. 261-295
Persistent link: https://www.econbiz.de/10001750809
Saved in:
5
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
6
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
7
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011818308
Saved in:
8
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
Saved in:
9
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
Saved in:
10
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10006747797
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
