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language:"nor"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~language:"zho"
~person:"Cerovecki, Clément"
~person:"Das, Tirthatanmoy"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Estimation
2
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1
ARCH-Modell
1
Arbeitskräftepotenzial
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Estimation theory
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High-frequency volatility models
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Identification
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Intraday returns
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Labor force dynamics
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Labour force
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Stationarity of functional GARCH
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Technical efficiency
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Technische Effizienz
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Two-tier stochastic frontier
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Cerovecki, Clément
Das, Tirthatanmoy
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Li, Jia
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Amengual, Dante
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Dellaportas, Petros
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Embrechts, Paul
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Fearnley, Marcus
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Discussion paper series / IZA
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ECONIS (ZBW)
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Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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2
Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier
Das, Tirthatanmoy
;
Polachek, Solomon W.
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 156-172
Persistent link: https://www.econbiz.de/10011897667
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