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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Harvey, Andrew C."
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätzung
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Harvey, Andrew C.
Gouriéroux, Christian
13
Phillips, Peter C. B.
9
Baltagi, Badi H.
8
Koop, Gary
7
Lee, Lung-fei
7
Li, Qi
7
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6
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4
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4
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4
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4
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4
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4
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4
Newey, Whitney K.
4
Osiewalski, Jacek
4
Robert, Christian P.
4
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Donald, Stephen G.
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3
Franses, Philip Hans
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Annales d'économie et de statistique
Journal of econometrics
Journal of economic dynamics & control
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in econometrics
1
Cambridge working papers in economics
1
On modelling the long run in applied economics
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
3
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
4
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
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