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source:"econis"
subject:"Schätztheorie"
~person:"Bera, Anil K."
~person:"Giles, David E. A."
~subject:"Capital income"
~subject:"Markov-Kette"
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Schätztheorie
Capital income
Markov-Kette
Theorie
122
Theory
122
Estimation theory
59
Statistical test
18
Statistischer Test
18
Time series analysis
13
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13
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9
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Bera, Anil K.
Giles, David E. A.
Diebold, Francis X.
81
Härdle, Wolfgang
78
Pesaran, M. Hashem
77
Phillips, Peter C. B.
60
Bollerslev, Tim
59
Gouriéroux, Christian
58
Franses, Philip Hans
52
McAleer, Michael
47
Timmermann, Allan
46
Stambaugh, Robert F.
45
Andrews, Donald W. K.
44
Lucas, André
43
Bekaert, Geert
42
Newey, Whitney K.
42
Engle, Robert F.
41
Kohn, Robert
41
Swanson, Norman R.
41
Harvey, Campbell R.
39
Lütkepohl, Helmut
39
Caporale, Guglielmo Maria
36
Ferson, Wayne E.
36
Guidolin, Massimo
36
Campbell, John Y.
35
Imbens, Guido
35
Koop, Gary
34
Robert, Christian P.
33
Brännäs, Kurt
32
Bauwens, Luc
30
Chib, Siddhartha
30
Heckman, James J.
30
Horowitz, Joel
30
King, Maxwell L.
30
Robinson, Peter M.
30
Waggoner, Daniel F.
30
Baltagi, Badi H.
29
Dufour, Jean-Marie
29
Lux, Thomas
29
Ghysels, Eric
28
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Discussion paper / Department of Economics, University of Canterbury
11
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
10
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
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4
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4
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ECONIS (ZBW)
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1
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
2
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
3
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
4
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
5
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2001
-
Rev.
Persistent link: https://www.econbiz.de/10001605760
Saved in:
6
The MM, ME, ML, EL, EF and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
-
2001
Persistent link: https://www.econbiz.de/10001580210
Saved in:
7
On some optimality properties of Fisher-Rao score function in testing and estimation
Bera, Anil K.
;
Bilias, Yannis
-
2000
Persistent link: https://www.econbiz.de/10001534265
Saved in:
8
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2000
Persistent link: https://www.econbiz.de/10001534272
Saved in:
9
On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.
;
Suprayitno, Totok
;
Premaratne, Gamini
-
2000
Persistent link: https://www.econbiz.de/10001545282
Saved in:
10
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chandra
- In:
Journal of productivity analysis
12
(
1999
)
3
,
pp. 187-210
Persistent link: https://www.econbiz.de/10001435281
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