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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Gouriéroux, Christian"
~person:"Imbens, Guido"
~person:"Li, Dong"
~person:"Park, Joon Y."
~person:"Westerlund, Joakim"
~person:"Zakoïan, Jean-Michel"
~subject:"Bootstrap-Verfahren"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~type:"article"
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Exchange rate
Bootstrap-Verfahren
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Estimation theory
Forecasting model
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Schätzung
Statistical inference
Zeitreihenanalyse
Schätztheorie
49
ARCH model
12
ARCH-Modell
12
Time series analysis
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Craig, Ben R.
Gouriéroux, Christian
Imbens, Guido
Li, Dong
Park, Joon Y.
Westerlund, Joakim
Zakoïan, Jean-Michel
Phillips, Peter C. B.
33
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Chen, Xiaohong
13
Francq, Christian
13
Gao, Jiti
13
Cai, Zongwu
12
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Hsiao, Cheng
10
Todorov, Viktor
10
Horowitz, Joel
9
Li, Degui
9
Newey, Whitney K.
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Aït-Sahalia, Yacine
8
Bai, Jushan
8
Fan, Jianqing
8
Gallant, A. Ronald
8
Kohn, Robert
8
Koopman, Siem Jan
8
Kristensen, Dennis
8
Lewbel, Arthur
8
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Annales d'économie et de statistique
7
Economics letters
7
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4
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4
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3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
The review of economic studies
3
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2
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2
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2
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2
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2
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2
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2
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1
Duration transition and count data models
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of financial time series
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Journal of human resources : JHR
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L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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ECONIS (ZBW)
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
2
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
3
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
4
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
5
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
6
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
7
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
8
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
9
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
10
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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