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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~person:"McLaren, Keith Robert"
~subject:"Estimation theory"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Volatility
Estimation theory
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2
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1976-1996
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
McLaren, Keith Robert
Baltagi, Badi H.
6
Krämer, Walter
5
Agiakloglou, Christos N.
3
Lechner, Michael
3
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2
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2
Huber, Martin
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Lee, Hyejin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
KBI
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
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
Discussion papers of interdisciplinary research project 373
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Econometric theory
6
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
5
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International journal of forecasting
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SFB 649 discussion paper
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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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
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:
3
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:
4
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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