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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Almanidis, Pavlos"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~person:"McLaren, Keith Robert"
~subject:"Estimation theory"
~subject:"Theorie"
~subject:"Time series analysis"
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Volatility
Estimation theory
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Schätztheorie
5
Consumption theory
2
Konsumtheorie
2
1976-1996
1
Bank
1
Cornwell-Schmidt-Sickles estimator
1
Demand system
1
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Croux, Christophe
Almanidis, Pavlos
Engle, Robert F.
Lütkepohl, Helmut
McLaren, Keith Robert
Baltagi, Badi H.
6
Krämer, Walter
5
Agiakloglou, Christos N.
3
Lechner, Michael
3
Egger, Peter
2
Ericsson, Neil R.
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Hendry, David F.
2
Huber, Martin
2
Lee, Hyejin
2
Maki, Daiki
2
McCabe, Brendan Peter Martin
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Meng, Ming
2
Oh, Dong-Yop
2
Palma, Marco A.
2
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2
Runde, Ralf
2
Siliverstovs, Boriss
2
Su, Liangjun
2
Tran, Kien C.
2
Ullah, Aman
2
Winkelmann, Rainer
2
Yamada, Hiroshi
2
Zhang, Yu Yvette
2
Adachi, Takanori
1
Alaouze, Chris M.
1
Alt, Raimund
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
KBI
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion paper / Department of Economics, University of California San Diego
11
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
DIW Berlin Discussion Paper
6
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Econometric theory
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6
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5
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4
International journal of forecasting
4
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3
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3
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1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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ECONIS (ZBW)
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1
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
2
Semi-nonparametric spline modifications to the Cornwell-Schmidt-Sickles estimator : an analysis of US banking productivity
Almanidis, Pavlos
;
Karagiannēs, Giannēs
;
Sickles, Robin C.
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 169-191
Persistent link: https://www.econbiz.de/10011285917
Saved in:
3
Empirical demand systems incorporating intertemporal consumption dynamics
Kim, H. Youn
;
McLaren, Keith Robert
;
Wong, K. K. Gary
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 349-370
Persistent link: https://www.econbiz.de/10009780040
Saved in:
4
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
Saved in:
5
A simple nested test of the almost ideal demand system
McLaren, Keith Robert
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
1
,
pp. 149-161
Persistent link: https://www.econbiz.de/10001182759
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