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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"The review of economics and statistics"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Heckman, James J.
3
Abadie, Alberto
2
Angrist, Joshua D.
2
Bai, Jushan
2
Dubin, Robin A.
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The review of economics and statistics
Discussion paper / Department of Economics, University of California San Diego
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
KBI
9
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
DIW Berlin Discussion Paper
3
Discussion papers of interdisciplinary research project 373
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
SFB 649 discussion paper
3
Working paper / National Bureau of Economic Research, Inc.
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Advanced texts in econometrics
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EUI working paper / ECO
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Econometric reviews
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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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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Chung-hua series of lectures by invited eminent economists
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of economic surveys
1
Journal of forecasting
1
Lodz economics working papers
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Metrika : international journal for theoretical and applied statistics
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Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
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2
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut
- In:
The review of economics and statistics
72
(
1990
)
1
,
pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
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