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isPartOf:"Journal of empirical finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~source:"econis"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARCH model
Estimation theory
801
Schätztheorie
801
Theorie
303
Theory
303
Time series analysis
184
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Regression analysis
96
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96
Estimation
50
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50
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Linton, Oliver
7
Phillips, Peter C. B.
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Chan, Ngai Hang
5
Leybourne, Stephen James
5
Saikkonen, Pentti
5
Zakoïan, Jean-Michel
5
Cavaliere, Giuseppe
4
Chambers, Marcus J.
4
Horváth, Lajos
4
Johansen, Søren
4
Kristensen, Dennis
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Taylor, Robert
4
Francq, Christian
3
Gao, Jiti
3
Grégoir, Stéphane
3
Kokoszka, Piotr
3
Peng, Liang
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Seo, Won-Ki
3
Zaffaroni, Paolo
3
Zhang, Rongmao
3
Berkes, István
2
Breitung, Jörg
2
Broze, Laurence
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Giraitis, Liudas
2
Hafner, Christian M.
2
Harris, David
2
Harvey, Andrew C.
2
Harvey, David I.
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kim, Chang-Jin
2
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Granger Centre for Time Series Econometrics
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Journal of empirical finance
Econometric theory
Journal of econometrics
339
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
148
Discussion paper / Tinbergen Institute
103
Econometric reviews
95
International journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
64
Journal of forecasting
62
Applied economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Econometrics : open access journal
50
The econometrics journal
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Cowles Foundation discussion paper
41
Journal of time series econometrics
41
NBER Working Paper
40
Economic modelling
39
Applied economics
38
Computational economics
36
Journal of the American Statistical Association : JASA
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of applied econometrics
31
EUI working paper / ECO
30
NBER working paper series
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
SFB 649 discussion paper
27
LSE STICERD Research Paper
25
Working paper series
25
Discussion paper / Centre for Economic Forecasting
24
Oxford bulletin of economics and statistics
24
Discussion paper / Center for Economic Research, Tilburg University
23
Umeå economic studies
23
Technical working paper / National Bureau of Economic Research
22
Working paper
22
Cowles Foundation Discussion Paper
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
8
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
9
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
10
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
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