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source:"econis"
subject:"Estimation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"EUI working paper / ECO"
~person:"Engle, Robert F."
~person:"Engsted, Tom"
~person:"Gil-Alaña, Luis A."
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Estimation
Theorie
21
Theory
21
Time series analysis
12
Zeitreihenanalyse
12
Schätzung
10
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Capital income
4
Estimation theory
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
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1990-1991
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1993
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5
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English
10
Author
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Engle, Robert F.
Engsted, Tom
Gil-Alaña, Luis A.
Granger, C. W. J.
5
Timmermann, Allan
4
Marcellino, Massimiliano
3
Banerjee, Anindya
2
Belzil, Christian
2
Carson, Richard T.
2
Fernandes, Marcelo
2
Gallo, Giampiero M.
2
Ravn, Morten O.
2
Russell, Bill
2
Russell, Jeffrey R.
2
Schluter, Christian
2
Sullivan, Ryan
2
Verner, Dorte
2
White, Halbert
2
Alberini, Anna
1
Amaro de Matos, João
1
Barsky, Robert B.
1
Canova, Fabio
1
Cockerell, Lynne
1
DeLong, James Bradford
1
Deb, Partha
1
Droumaguet, Matthieu
1
Dufour, Alfonso
1
Ehrmann, Michael
1
Elliott, Graham
1
Enders, Walter
1
Foroni, Claudia
1
Giannelli, Gianna Claudia
1
Grammig, Joachim
1
Gruss, Betrand
1
Haldrup, Niels
1
Hamilton, James D.
1
Hendry, David F.
1
Hoffmann, Mathias
1
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1
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Discussion paper / Department of Economics, University of California San Diego
EUI working paper / ECO
CESifo working papers
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
Economics and finance working paper series
7
Applied economics letters
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Oxford bulletin of economics and statistics
3
Applied economics
2
Department of Economics working papers
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economic modelling
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Research in international business and finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Discussion papers / The Centre for International Macroeconomics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economica
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
Georgetown McDonough School of Business Research Paper
1
HWWA discussion paper
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
2
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
3
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
4
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
5
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
6
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10013420178
Saved in:
7
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000930721
Saved in:
8
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
9
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
10
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
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