//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research 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
Coskewness and its Implication...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Estimation
4
Schätzung
4
Structural break
4
Strukturbruch
4
Cointegration
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Kointegration
3
Method of moments
3
Momentenmethode
3
Panel
3
Panel study
3
Schätztheorie
3
Volatility
3
Volatilität
3
Aktienmarkt
2
IV-Schätzung
2
Instrumental variables
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option pricing theory
2
Optionspreistheorie
2
Regression analysis
2
Regressionsanalyse
2
Simulation
2
Stock market
2
Approximate factor model
1
Asset pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametric estimation
1
Big Data
1
Big data
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
18
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
14
Undetermined
5
Author
All
Gagliardini, Patrick
11
Urga, Giovanni
9
Gouriéroux, Christian
4
Banerjee, Anindya
3
Scaillet, Olivier
3
Khalaf, Lynda
2
Ronchetti, Diego
2
Trojani, Fabio
2
Barone-Adesi, Giovanni
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Fusari, Nicola
1
Hillebrand, Eric
1
Mikkelsen, Jakob Guldbæk
1
Mira, Antonietta
1
Ossola, Elisa
1
Sala, Carlo
1
Trapani, Lorenzo
1
more ...
less ...
Published in...
All
Journal of econometrics
Working Paper
428
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
190
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
180
Working paper
61
Universität Zürich - Institut für schweizerisches Bankwesen
60
Discussion paper / Centre for Economic Forecasting
45
Institut für Schweizerisches Bankenwesen der Universität Zürich - Working Papers
43
Research paper series / Swiss Finance Institute
41
Bank- und finanzwirtschaftliche Forschungen
39
CEA_372Cass working paper series
27
Swiss Finance Institute Research Paper
26
Research Paper
17
Swiss Finance Institute Research Paper Series
15
Journal of banking & finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Universität Zürich - Institut für Schweizerisches Bankwesen - Equity Ownership
10
Universität Zürich - Institut für Schweizerisches Bankwesen - Research Papers
10
FINRISK Working Paper Series
8
International journal of forecasting
8
Journal of financial econometrics
8
Working Papers / Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo
8
Center for Policy Research Working Papers
7
Journal of Business & Economic Statistics
7
Journal of Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Universität Zürich - Department of Banking and Financt - Publications
7
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
FINRISK Working Paper
6
Discussion paper / Centre for Economic Policy Research
5
Economics letters
5
European financial management : the journal of the European Financial Management Association
5
Institut für Schweizerisches Bankwesen Zürich - Research Paper Series
5
Journal of economic dynamics & control
5
Revue d'économie politique
5
Rodney L. White Center for Financial Research
5
The review of financial studies
5
Universität Zürich - Institut für schweizerisches Bankwesen - Working Papers
5
Advances in futures and options research : a research annual
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
OLC EcoSci
5
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
4
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
5
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10009551442
Saved in:
6
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10009719634
Saved in:
7
An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
Saved in:
8
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10010069895
Saved in:
9
An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10007596836
Saved in:
10
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->