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person:"Engle, Robert F."
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~source:"econis"
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Time series analysis
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Engle, Robert F.
Ghysels, Eric
7
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
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Taylor, Robert
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
8
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
4
Advanced texts in econometrics
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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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Advances in futures and options research : a research annual
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HKUST Business School Research Paper
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Handbook of econometrics ; Vol. 4
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Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
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2
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
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3
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
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