X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (69) 69
Book Chapter (28) 28
Book Review (7) 7
Book / eBook (5) 5
Paper (4) 4
Web Resource (4) 4
Publication (2) 2
Dissertation (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
econometrics (38) 38
statistics (33) 33
quantitative finance (28) 28
statistics for business/economics/mathematical finance/insurance (28) 28
statistics and computing/statistics programs (27) 27
economics (24) 24
studies (16) 16
social sciences, mathematical methods (15) 15
models (13) 13
time series (12) 12
economic models (10) 10
economic theory (9) 9
finance (9) 9
econometric models (8) 8
mathematical models (8) 8
mathematics, interdisciplinary applications (8) 8
s-plus (8) 8
time-series analysis (8) 8
analysis (7) 7
inference (7) 7
statistics & probability (7) 7
trends (7) 7
parametric models (6) 6
bayesian analysis (5) 5
business, finance (5) 5
cointegration (5) 5
economic statistics (5) 5
economic trends (4) 4
estimating techniques (4) 4
estimators (4) 4
evaluation (4) 4
exchange rates (4) 4
forecasting (4) 4
foreign exchange (4) 4
inflation (4) 4
instrumental variables (4) 4
null hypothesis (4) 4
prices and rates (4) 4
simulation (4) 4
stochastic models (4) 4
structural change (4) 4
tests (4) 4
time-series (4) 4
analysis of time series (3) 3
análisis de series de tiempo (3) 3
asset pricing, trading volume, bond interest rates (3) 3
asymptotic methods (3) 3
confidence interval (3) 3
critical values (3) 3
econometrische modellen (3) 3
finance mathematical models (3) 3
finances (3) 3
financial econometrics (3) 3
financial economics (3) 3
finanzas (3) 3
forecasting models, simulation methods (3) 3
foreign exchange rates (3) 3
great crash (3) 3
hypothesis (3) 3
kreditmarkt (3) 3
long memory (3) 3
mathematical statistics (3) 3
modelos econométricos (3) 3
northern america (3) 3
permanent (3) 3
real gross domestic product (3) 3
regression analysis (3) 3
risk (3) 3
sample properties (3) 3
series analysis (3) 3
statistical analysis (3) 3
statistical variance (3) 3
statistics for business, management, economics, finance, insurance (3) 3
tijdreeksen (3) 3
time (3) 3
u.s (3) 3
volatility (3) 3
weak instruments (3) 3
zeitreihenanalyse (3) 3
absolute value (2) 2
análisis de series cronológicas (2) 2
autoregressive time-series (2) 2
bedrijfsfinanciering (2) 2
beleggingsleer (2) 2
book reviews (2) 2
breakpoint (2) 2
breaks (2) 2
business & economics (2) 2
business cycles (2) 2
business-cycle (2) 2
change-point (2) 2
commodity prices (2) 2
components (2) 2
computer software (2) 2
consumer prices (2) 2
determinism (2) 2
economic fluctuations (2) 2
economic forecasting (2) 2
economic issues (2) 2
economic recessions (2) 2
more...
Library Location Library Location
Language Language
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Journal of Statistical Software, ISSN 1548-7660, 2011, Volume 41, Issue 5, pp. 1 - 27
This paper presents two illustrations of state space modeling in S-PLUS using the SsfPack 3.0 routines implemented in S+FinMetrics 3.0. The state space... 
S-plus | State space models | Software tools | state space models | S-PLUS | software tools
Journal Article
Journal of Econometrics, ISSN 0304-4076, 10/2011, Volume 164, Issue 2, p. 239
Projection-based tests for subsets of parameters are useful because they do not over-reject the true parameter values when either it is difficult to estimate... 
Studies | Economic models | Parameter estimation | Test methods | Asymptotic methods | Generalized method of moments
Journal Article
The Review of Economics and Statistics, ISSN 0034-6535, 5/2003, Volume 85, Issue 2, pp. 235 - 243
This paper reconciles two widely used decompositions of GDP into trend and cycle that yield starkly different results. The Beveridge-Nelson (BN) decomposition... 
Economic trends | Maximum likelihood estimation | Statistical variance | Real gross domestic product | Economic fluctuations | Covariance | Random walk | Time series | Parametric models | Economic recessions | ECONOMIC TIME-SERIES | BUSINESS-CYCLE | TRANSITORY COMPONENTS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | TRENDS | PERMANENT | FACTS
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 2011, Volume 41, Issue 5
Journal Article
Journal of Financial Markets, ISSN 1386-4181, 2010, Volume 13, Issue 1, pp. 1 - 19
We analyze the structural determinants of two widely used measures of price discovery between multiple markets that trade closely related securities. Using a... 
Structural model | Permanent-transitory decomposition | Cointegration | Price discovery | Information shares | BUSINESS, FINANCE | COINTEGRATED SYSTEMS | MARKETS | COMPONENTS | SECURITY | TRENDS | PERMANENT | Price discovery Cointegration Information shares Permanent-transitory decomposition Structural model
Journal Article
Natural Resource Modeling, ISSN 0890-8575, 08/2014, Volume 27, Issue 3, pp. 311 - 337
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2011, Volume 164, Issue 2, pp. 239 - 251
Journal Article
Handbook of Statistics, ISSN 0169-7161, 2019
This chapter provides a survey of various multivariate GARCH specifications that model the temporal dependence in the second moment of multivariate return... 
Volatility | Distribution | Time series | Comovement
Journal Article
Journal of Econometrics, ISSN 0304-4076, 11/2014, Volume 183, Issue 1, pp. 117 - 134
This paper shows that for five small commodity-exporting countries that have adopted inflation targeting monetary policies, world commodity price aggregates... 
Inflation targeting | Commodity prices | CPI and PPI inflation forecasts | TESTS | EXCESS CO-MOVEMENT | LEAST ANGLE REGRESSION | NESTED MODELS | ASSET PRICES | ACCURACY | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | COINTEGRATION | CURRENCIES | HYPOTHESIS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Inflation (Finance) | Commodity price indexes
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 2007, Volume 26, Issue 3, pp. 342 - 363
Journal Article
Natural Resource Modeling, ISSN 0890-8575, 08/2014, Volume 27, Issue 3, pp. 311 - 337
Journal Article
The Econometrics Journal, ISSN 1368-4221, 10/2014, Volume 17, Issue 3, pp. 383 - 393
Summary The efficient method of moments (EMM) estimator is an indirect inference estimator based on the simulated auxiliary score evaluated at the sample... 
Simulation‐based estimation | Indirect inference | Efficient method of moments | Simulation-based estimation | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Studies | Estimating techniques | Simulation | Econometrics | Asymptotic methods | Analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 11/2014, Volume 183, Issue 1, p. 117
  This paper shows that for five small commodity-exporting countries that have adopted inflation targeting monetary policies, world commodity price aggregates... 
Studies | Performance evaluation | Inflation | Consumer Price Index | Estimating techniques | Econometrics | Commodity prices
Journal Article
Journal of econometrics, ISSN 0304-4076, 11/2014, Volume 183, Issue 1, pp. 117 - 134
This paper shows that for five small commodity-exporting countries that have adopted inflation targeting monetary policies, world commodity price aggregates... 
Journal Article
Macroeconomic Dynamics, ISSN 1365-1005, 9/2001, Volume 5, Issue 4, pp. 533 - 576
Previous studies investigating threshold behavior in real-exchange-rate and price difference data have used rather ad hoc statistical methods and have focused... 
Threshold Models | Cointegration | Nonlinearities | Law of One Price | NUISANCE PARAMETER | cointegration | nonlinearities | threshold models | POWER | REAL EXCHANGE-RATES | ECONOMICS | law of one price | UNIT-ROOT TESTS | LEAST-SQUARES ESTIMATOR | AUTOREGRESSIVE MODEL
Journal Article
Journal of Business & Economic Statistics, ISSN 0735-0015, 07/2009, Volume 27, Issue 3, pp. 328 - 331
Journal Article
Journal of Business & Economic Statistics, ISSN 0735-0015, 07/2009, Volume 27, Issue 3, pp. 328 - 331
Journal Article
Journal of International Money and Finance, ISSN 0261-5606, 2010, Volume 29, Issue 5, pp. 857 - 875
Journal Article
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.