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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~person:"Perron, Pierre"
~subject:"Theorie"
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Schätztheorie
Theorie
Theory
34
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11
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8
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8
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Asai, Manabu
Franses, Philip Hans
McAleer, Michael
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Phillips, Peter C. B.
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Taylor, Robert
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Saikkonen, Pentti
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Linton, Oliver
15
Xiao, Zhijie
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Maasoumi, Esfandiar
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Li, Qi
11
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10
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10
Park, Joon Y.
10
Pesaran, M. Hashem
10
Wang, Qiying
10
White, Halbert
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Abadir, Karim Maher
9
Cavaliere, Giuseppe
9
Hong, Yongmiao
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Jong, Robert M. de
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Ullah, Aman
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8
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Wooldridge, Jeffrey M.
8
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7
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7
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7
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Econometric Institute research papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working papers in economics and econometrics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The econometrics journal
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5
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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Econometric Research Program research memorandum
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of financial economics studies
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
2
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
3
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
4
Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
- In:
Econometric theory
29
(
2013
)
2
,
pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
6
Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.
;
Franses, Philip Hans
;
Groenen, …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
Saved in:
7
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
8
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
9
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
10
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
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