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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~person:"Bollerslev, Tim"
~person:"Lee, Lung-fei"
~subject:"Prognoseverfahren"
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Schätztheorie
Prognoseverfahren
Theorie
27
Theory
27
Estimation theory
8
Volatility
7
Volatilität
7
Räumliche Interaktion
6
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Bollerslev, Tim
Lee, Lung-fei
Diebold, Francis X.
11
Swanson, Norman R.
10
Chib, Siddhartha
7
Koop, Gary
7
Phillips, Peter C. B.
7
Elliott, Graham
6
Gouriéroux, Christian
6
Granger, C. W. J.
6
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6
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6
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5
Godfrey, L. G.
5
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5
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5
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5
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5
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5
West, Kenneth D.
5
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4
Baltagi, Badi H.
4
Chen, Songnian
4
Donald, Stephen G.
4
Geweke, John
4
Golan, Amos
4
Hsiao, Cheng
4
Linton, Oliver
4
Newey, Whitney K.
4
Pesaran, M. Hashem
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Schmidt, Peter
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3
Ali, Mukhtar M.
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Bai, Jushan
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Journal of econometrics
The review of economics and statistics
Econometric theory
7
NBER working paper series
4
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3
Working paper / National Bureau of Economic Research, Inc.
3
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International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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Advanced texts in econometrics
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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1
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
2
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
3
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
4
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
5
Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
Saved in:
6
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
7
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
8
The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001192713
Saved in:
9
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
Saved in:
10
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
Saved in:
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