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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Theorie"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Theorie
ARCH model
Estimation theory
1,000
Schätztheorie
1,000
Theory
488
Time series analysis
185
Zeitreihenanalyse
185
Estimation
157
Schätzung
157
Nichtparametrisches Verfahren
149
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149
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132
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131
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105
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512
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Andrews, Donald W. K.
19
Newey, Whitney K.
15
Phillips, Peter C. B.
9
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Lewbel, Arthur
5
Nelson, Daniel B.
5
Bai, Jushan
4
Chalfant, James Allen
4
Chernozhukov, Victor
4
Dufour, Jean-Marie
4
Engle, Robert F.
4
Hansen, Bruce E.
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Ploberger, Werner
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
West, Kenneth D.
4
White, Halbert
4
Altonji, Joseph G.
3
Arellano, Manuel
3
Bauwens, Luc
3
Davidson, Russell
3
Franses, Philip Hans
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hall, Alastair R.
3
Hamilton, James D.
3
Hausman, Jerry A.
3
Hirano, Keisuke
3
Hong, Yongmiao
3
Keane, Michael P.
3
Lechner, Michael
3
Li, Qi
3
Maddala, Gangadharrao S.
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
American journal of agricultural economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
417
Economics letters
402
Econometric theory
310
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Econometric reviews
145
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
137
The review of economics and statistics
124
Oxford bulletin of economics and statistics
101
Discussion paper / Tinbergen Institute
94
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Center for Economic Research, Tilburg University
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
80
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The review of economic studies
61
Applied economics
59
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
55
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
The econometrics journal
45
Europäische Hochschulschriften / 5
44
Journal of the Royal Statistical Society
41
SFB 649 discussion paper
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Cowles Foundation discussion paper
38
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
International economic journal
35
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ECONIS (ZBW)
512
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1
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
5
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
6
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
7
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
8
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
9
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
10
On the treatment of heteroscedasticity in crop yield data
Ker, Alan P.
;
Tolhurst, Tor N.
- In:
American journal of agricultural economics
101
(
2019
)
4
,
pp. 1247-1261
Persistent link: https://www.econbiz.de/10012115344
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