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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Swanson, Norman R."
~subject:"ARMA-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Schätztheorie
ARMA-Modell
Estimation theory
Statistische Verteilung
USA
Volatilität
Ökonometrie
Theorie
63
Theory
63
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
11
Prognoseverfahren
11
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9
Econometrics
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3
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Aït-Sahalia, Yacine
Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Swanson, Norman R.
Ghysels, Eric
11
McAleer, Michael
9
Diebold, Francis X.
8
Chib, Siddhartha
7
Gouriéroux, Christian
7
Koop, Gary
7
Li, Qi
7
Hong, Yongmiao
6
Lee, Lung-fei
6
Magnus, Jan R.
6
Phillips, Peter C. B.
6
Renault, Eric
6
Steel, Mark F. J.
6
Andersen, Torben
5
Bollerslev, Tim
5
Chen, Songnian
5
Dijk, Herman K. van
5
Dufour, Jean-Marie
5
Golan, Amos
5
King, Maxwell L.
5
Kohn, Robert
5
Park, Joon Y.
5
Schmidt, Peter
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Barnett, William A.
4
Geweke, John
4
Hallin, Marc
4
Horowitz, Joel
4
Linton, Oliver
4
Maasoumi, Esfandiar
4
Maheu, John M.
4
Paap, Richard
4
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Essays in econometrics
Journal of econometrics
Working papers / Rutgers University, Department of Economics
29
Report / Econometric Institute, Erasmus University Rotterdam
15
Working paper / National Bureau of Economic Research, Inc.
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Department of Economics, University of California San Diego
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of applied econometrics
7
Discussion paper / Tinbergen Institute
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Macroeconomic dynamics
5
Econometric Institute research papers
4
Economics letters
4
International journal of forecasting
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Econometric Society monographs
3
Econometric reviews
3
Handbooks in economics
3
Journal of financial economics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Technical working paper / National Bureau of Economic Research
3
Advanced texts in econometrics
2
Advances in econometrics : a research annual
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
DAE working paper
2
Econometric Society Monographs
2
Jingji-lunwen
2
Journal of empirical finance
2
Journal of macroeconomics
2
NBER working paper series
2
Nonparametric dynamic modelling
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
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ECONIS (ZBW)
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1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
5
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
6
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
7
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
8
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
9
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
10
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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