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 empirical finance"
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
Penalized quasi-likelihood est...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Corporate defaults
1
Correlation
1
Count data
1
Double autoregression
1
Einheitswurzeltest
1
Estimation
1
Estimation theory
1
Exogenous covariates
1
Insolvency
1
Insolvenz
1
Korrelation
1
Modellierung
1
Poisson autoregression
1
Reduced rank
1
Schätztheorie
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Term structure
1
Theorie
1
Theory
1
Unit root
1
Unit root test
1
VAR model
1
VAR-Modell
1
Vector autoregression
1
Volatility
1
Volatility induced stationarity
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Rahbek, Anders
2
Agosto, Arianna
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Kristensen, Dennis
1
Published in...
All
Journal of empirical finance
Discussion papers / Department of Economics, University of Copenhagen
25
Discussion Papers / Økonomisk Institut, Københavns Universitet
17
Econometric theory
16
Journal of econometrics
13
CREATES Research Papers
11
Oxford bulletin of economics and statistics
11
CREATES research paper
10
The econometrics journal
9
Univ. of Copenhagen Dept. of Economics Discussion Paper
9
Oxford Bulletin of Economics and Statistics
7
Econometric Theory
6
Econometrics Journal
6
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
CREATES Research Paper
4
Economics Series Working Papers / Department of Economics, Oxford University
4
Institute for New Economic Thinking Working Paper Series
4
Journal of Econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrica
3
Economics Papers / Economics Group, Nuffield College, University of Oxford
3
Economics letters
3
Journal of macroeconomics
3
Quaderni di Dipartimento
3
Cliometrica : journal of historical economics and econometric history
2
Danmarks Nationalbank Working Papers
2
Danmarks Nationalbank working papers
2
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
2
Discussion paper / Tinbergen Institute
2
Econometric Reviews
2
Economics Bulletin
2
Economics discussion papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Journal of Time Series Econometrics
2
Journal of the American Statistical Association : JASA
2
Tinbergen Institute Discussion Paper
2
Cliometrica, Journal of Historical Economics and Econometric History
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
2
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
