//--> //--> //--> //-->
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
~language:"eng"
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
Newey-West covariance matrix e...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
284
Theorie
282
Theory
282
Volatilität
282
ARCH model
214
ARCH-Modell
214
Estimation
206
Schätzung
205
USA
156
United States
156
Time series analysis
143
Zeitreihenanalyse
143
Welt
142
World
142
Estimation theory
139
Schätztheorie
139
Forecasting model
135
Prognoseverfahren
135
Risikomaß
91
Risk measure
91
Stochastic process
90
Stochastischer Prozess
90
Capital market returns
74
Kapitalmarktrendite
74
Spillover effect
74
Spillover-Effekt
74
Börsenkurs
73
Share price
73
Portfolio selection
72
Portfolio-Management
72
Großbritannien
70
United Kingdom
70
Impact assessment
64
Taiwan
64
Wirkungsanalyse
64
Bibliometrics
59
Bibliometrie
59
Financial crisis
55
Finanzkrise
55
Modellierung
54
more ...
less ...
Online availability
All
Free
734
Undetermined
84
CC license
16
Type of publication
All
Book / Working Paper
893
Article
357
Type of publication (narrower categories)
All
Arbeitspapier
690
Working Paper
690
Graue Literatur
638
Non-commercial literature
638
Article in journal
326
Aufsatz in Zeitschrift
326
Aufsatz im Buch
30
Book section
30
Collection of articles of several authors
14
Sammelwerk
14
Systematic review
11
Übersichtsarbeit
11
Aufsatzsammlung
5
Thesis
4
Bibliografie enthalten
3
Bibliography included
3
Festschrift
2
Konferenzschrift
2
Nachruf
2
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
case-report
1
more ...
less ...
Language
All
English
Undetermined
128
German
1
French
1
Author
All
McAleer, Michael
983
Chang, Chia-Lin
306
Smith, Jeffrey A.
144
Smith, Jeremy
102
Allen, David E.
92
Asai, Manabu
69
Wong, Wing Keung
61
Singh, Abhay Kumar
50
Oxley, Les
46
Caporin, Massimiliano
41
Naylor, Robin A.
40
Pérez Amaral, Teodosio
40
Heckman, James J.
39
Franses, Philip Hans
29
Hammoudeh, Shawkat
29
Powell, Robert
29
Medeiros, Marcelo C.
26
Chen, Chi-chung
24
McKenzie, Colin
23
Chan, Felix
22
Hoti, Suhejla
21
Jiménez-Martín, Juan-Ángel
21
Black, Dan A.
20
Ling, Shiqing
20
Roengchai Tansuchat
19
Arulampalam, Wiji
15
Bai, Jun
15
Jakeman, Anthony J.
15
Khamkaew, Thanchanok
15
Peiris, Shelton
15
Smith, J.
15
Maasoumi, Esfandiar
14
Otero, Jesús G.
14
Lan Fen Chu
13
Boero, Gianna
12
Da Veiga, Bernardo
12
Dillon, Eleanor Wiske
12
Duc Hong Vo
12
Shareef, Riaz
12
Slottje, Daniel Jonathan
12
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
26
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Warwick / Department of Economics
12
University of Western Australia / Department of Economics
11
National Bureau of Economic Research
5
University of Stellenbosch. Faculty of Economic and Management Sciences. Graduate School of Business.
4
Forschungsinstitut zur Zukunft der Arbeit
3
University of Western Ontario / Department of Economics
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
Department of Economics, University of Warwick
1
Edward Elgar Publishing
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Institute of Social and Economic Research (ISER), Osaka University
1
University of Canterbury / Dept. of Economics
1
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
1
more ...
less ...
Published in...
All
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Working paper
122
Working papers in economics and econometrics
32
Working papers in quantitative economics and econometrics
30
Journal of econometrics
28
Journal of economic surveys
27
Warwick economic research papers
26
Discussion paper series / IZA
22
Econometric reviews
22
Journal of risk and financial management : JRFM
21
Annals of financial economics
17
NBER Working Paper
14
School of Accounting, Finance and Economics & FEMARC working paper series
14
Working paper / National Bureau of Economic Research, Inc.
14
Applied economics
13
Discussion paper / Institute of Social and Economic Research
13
IZA Discussion Paper
13
International journal of forecasting
12
Economics letters
9
International review of economics & finance : IREF
9
Journal of forecasting
8
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Institute of Social and Economic Research
6
Econometric theory
6
Econometrics : open access journal
6
Patent activity and technical change in US industries
6
Applied financial economics
5
Journal of applied econometrics
5
NBER working paper series
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The economic journal : the journal of the Royal Economic Society
5
Tourism economics : the business and finance of tourism and recreation
5
CESifo Working Paper Series
4
CESifo working papers
4
Contributions to economic analysis
4
more ...
less ...
Source
All
ECONIS (ZBW)
1,243
BASE
4
RePEc
2
Other ZBW resources
1
Showing
1
-
10
of
1,250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
-
1990
Persistent link: https://www.econbiz.de/10000129163
Saved in:
2
A Monte Carlo comparison of OLS, IV, FIML, and Bootstrap standard errors in linear models with generated regressors
McAleer, Michael
-
1990
Persistent link: https://www.econbiz.de/10000129164
Saved in:
3
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
;
Smith, Jeremy
-
1993
Persistent link: https://www.econbiz.de/10000871952
Saved in:
4
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
;
McAleer, Michael
-
1993
Persistent link: https://www.econbiz.de/10000872559
Saved in:
5
Bootstrap estimates o f a new classical model of unemployment
McAleer, Michael
;
Smith, Jeremy
-
1992
Persistent link: https://www.econbiz.de/10000840189
Saved in:
6
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
- In:
Applied economics
26
(
1994
)
6
,
pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
Saved in:
7
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
8
Alternative procedures for converting qualitative response data to quantitative expectations : an application to Australian manufacturing
Smith, Jeremy
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001179175
Saved in:
9
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
- In:
Applied economics
25
(
1993
)
3
,
pp. 349-360
Persistent link: https://www.econbiz.de/10001143510
Saved in:
10
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
;
McAleer, Michael
-
1993
Persistent link: https://www.econbiz.de/10000900119
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...
//-->