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isPartOf:"Econometric reviews"
type_genre:"Bibliography included"
~isPartOf:"Advances in spatial and network economics"
~person:"Amado, Cristina"
~person:"Dixon, Huw"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Estimation
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Estimation theory
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Conditional heteroskedasticity
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Delta method
1
Duration analysis
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Amado, Cristina
Dixon, Huw
Kumbhakar, Subal
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Silvapulle, Mervyn J.
2
Teräsvirta, Timo
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Armah, Nii Ayi
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Bao, Yong
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Belotti, Federico
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Econometric reviews
Advances in spatial and network economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The variances of non-parametric estimates of the cross-sectional distribution of durations
Tian, Maoshan
;
Dixon, Huw
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1243-1264
Persistent link: https://www.econbiz.de/10013490704
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2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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