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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago"
~person:"Diebold, Francis X."
~person:"Stock, James H."
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
16
Schätztheorie
16
Time series analysis
9
Theorie
8
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8
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3
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Diebold, Francis X.
Stock, James H.
Gao, Jiti
31
Hyndman, Rob J.
15
Peng, Bin
14
Martin, Gael M.
10
Dong, Chaohua
8
Poskitt, Donald Stephen
7
Hassler, Uwe
6
Linton, Oliver
5
Shin, Dong-wan
5
Vahid, Farshid
5
Watson, Mark W.
5
Yan, Yayi
5
Athanasopoulos, George
4
Gonzalo, Jesús
4
Koo, Bonsoo
4
Li, Degui
4
Nelson, Daniel B.
4
Wooldridge, Jeffrey M.
4
Yang, Yanrong
4
Cai, Biqing
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
Grose, Simone D.
3
Hwang, Eunju
3
Jiang, Bin
3
Leybourne, Stephen James
3
McCabe, Brendan Peter Martin
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Moura, Guilherme Valle
3
Nadarajah, K.
3
Pan, Guangming
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Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Tjostheim, Dag
3
Tu, Yundong
3
West, Kenneth D.
3
Abeysinghe, Tilak
2
Altonji, Joseph G.
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Technical working paper / National Bureau of Economic Research
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
NBER Working Paper
9
Working paper / National Bureau of Economic Research, Inc.
6
NBER technical working paper series
5
NBER working paper series
5
Working papers / Rodney L. White Center for Financial Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research paper / Federal Reserve Bank of New York
2
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Discussion paper / Institute for Empirical Macroeconomics
1
Econometric theory
1
Handbook of econometrics : volume 4
1
Información comercial española / Cuadernos económicos
1
Journal of econometrics
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
The American economic review
1
The journal of business : B
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
Working papers / Financial Institutions Center
1
Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
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1
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
2
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
3
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
4
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
5
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
6
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
7
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
8
On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X.
- In:
Economics letters
35
(
1991
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
Saved in:
9
A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1989
Persistent link: https://www.econbiz.de/10013452141
Saved in:
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