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person:"Engle, Robert F."
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Search: subject_exact:"Estimation theory"
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Estimation theory
54
Schätztheorie
54
Time series analysis
26
Zeitreihenanalyse
26
Theorie
18
Theory
18
ARCH model
13
ARCH-Modell
13
CAPM
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Correlation
4
Korrelation
4
Metal market
4
Metallmarkt
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Volatility
4
Volatilität
4
Ökonometrie
4
Commodity exchange
3
Econometrics
3
Government securities
3
Public bond
3
Schock
3
Shock
3
Staatspapier
3
Warenbörse
3
Öffentliche Anleihe
3
Asset management
2
Capital income
2
Capital market returns
2
Capital-Asset-Pricing-Modell
2
Financial economics
2
Financial market
2
Finanzmarkt
2
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Free
16
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Book / Working Paper
36
Article
18
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Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Collection of articles of several authors
3
Sammelwerk
3
Aufsatz im Buch
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Aufsatzsammlung
2
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Language
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English
54
Author
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Engle, Robert F.
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
85
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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National Bureau of Economic Research
4
University of Chicago / Graduate School of Business / Department of Economics
1
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Discussion paper / Department of Economics, University of California San Diego
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced texts in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
Econometric theory
1
Economics discussion papers
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of political economy
1
Model reliability
1
NBER technical working paper series
1
NYU Stern School of Business
1
Technical working paper / National Bureau of Economic Research
1
The review of economics and statistics
1
The review of financial studies
1
University of Zurich, Department of Economics, Working Paper
1
Working paper series economics and econometrics
1
Working papers
1
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ECONIS (ZBW)
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