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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~person:"Spanos, Aris"
~subject:"Theorie"
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Schätztheorie
Theorie
Theory
27
Time series analysis
12
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12
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7
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7
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5
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Asai, Manabu
Franses, Philip Hans
McAleer, Michael
Spanos, Aris
Maasoumi, Esfandiar
13
Taylor, Robert
9
Baltagi, Badi H.
8
Phillips, Peter C. B.
8
Ullah, Aman
8
Pesaran, M. Hashem
7
Geweke, John
6
Li, Qi
6
An, Sungbae
5
Cavaliere, Giuseppe
5
Kilian, Lutz
5
Kumbhakar, Subal
5
Psaradakis, Zacharias G.
5
Schmidt, Peter
5
Schorfheide, Frank
5
Andreou, Elena
4
Caner, Mehmet
4
Dijk, Herman K. van
4
Fiebig, Denzil G.
4
Godfrey, L. G.
4
King, Maxwell L.
4
Medeiros, Marcelo C.
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Orme, Chris D.
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Soofi, Ehsan S.
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Zellner, Arnold
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3
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3
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3
Dagum, Estela Bee
3
Davidson, Russell
3
Gao, Jiti
3
Gospodinov, Nikolaj
3
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3
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Econometric reviews
Econometric Institute research papers
65
Discussion paper / Tinbergen Institute
40
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
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23
Journal of econometrics
20
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Economics letters
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ERIM report series research in management
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12
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11
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10
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9
Journal of applied econometrics
9
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9
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8
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6
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Applied economics
4
Applied economics letters
4
Discussion papers / Institute of Social and Economic Research
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
Rotterdam Institute for Business Economic Studies
4
The review of economics and statistics
4
Applied financial economics
3
Macroeconomic dynamics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
The economic journal : the journal of the Royal Economic Society
3
The journal of economic methodology
3
Advanced texts in econometrics
2
American journal of agricultural economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
9
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
10
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
1
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