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person:"Bollerslev, Tim"
subject:"Volatility"
~language:"eng"
~person:"Baltagi, Badi H."
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Theory
Time series analysis
Estimation theory
77
Schätztheorie
77
Panel
36
Panel study
36
Theorie
30
Estimation
13
Schätzung
13
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13
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10
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9
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9
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9
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Aufsatz in Zeitschrift
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42
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Bollerslev, Tim
Baltagi, Badi H.
Phillips, Peter C. B.
50
Andrews, Donald W. K.
30
Li, Qi
30
Linton, Oliver
29
McAleer, Michael
27
Newey, Whitney K.
26
Pesaran, M. Hashem
24
Lütkepohl, Helmut
23
Leybourne, Stephen James
22
Ohtani, Kazuhiro
22
Perron, Pierre
22
Robinson, Peter M.
22
Ullah, Aman
22
Giles, David E. A.
20
King, Maxwell L.
19
Krämer, Walter
19
Teräsvirta, Timo
19
Horowitz, Joel
18
Johansen, Søren
18
Granger, C. W. J.
17
Hassler, Uwe
17
Lee, Lung-fei
17
Tauchen, George Eugene
17
Baillie, Richard
16
Chambers, Marcus J.
16
Ghysels, Eric
16
Hahn, Jinyong
16
Harvey, Andrew C.
16
Hendry, David F.
16
Kumar, Dilip
16
Schmidt, Peter
16
Srivastava, Virendra K.
16
Taylor, Robert
16
Bera, Anil K.
15
Gouriéroux, Christian
15
Hsiao, Cheng
15
Wooldridge, Jeffrey M.
15
Bai, Jushan
14
Kelejian, Harry H.
14
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
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Journal of econometrics
11
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6
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
Econometric theory
2
Journal of applied econometrics
1
Journal of international money and finance
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ECONIS (ZBW)
42
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42
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
7
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
8
Special issue: Dependence in cross-section, time series, and panel data
Baltagi, Badi H.
(
contributor
)
-
2013
Persistent link: https://www.econbiz.de/10009758621
Saved in:
9
An overview of dependence in cross-section, time-series, and panel data
Baltagi, Badi H.
;
Maasoumi, Esfandiar
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 543-546
Persistent link: https://www.econbiz.de/10009758635
Saved in:
10
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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