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source:"econis"
subject:"Schätztheorie"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~subject:"Capital market returns"
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Schätztheorie
Capital market returns
Theorie
261
Theory
261
Time series analysis
71
Zeitreihenanalyse
71
ARCH model
67
ARCH-Modell
67
Estimation theory
58
Volatility
57
Volatilität
57
Stochastic process
34
Stochastischer Prozess
34
Estimation
26
Schätzung
26
Forecasting model
20
Prognoseverfahren
20
Modellierung
18
Scientific modelling
18
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18
Statistischer Test
18
Statistical theory
15
Statistische Methodenlehre
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Börsenkurs
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Capital income
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Econometrics
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Kapitaleinkommen
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Share price
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13
Korrelation
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Cointegration
10
Kointegration
10
Portfolio selection
10
Portfolio-Management
10
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9
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9
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9
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9
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Book / Working Paper
31
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30
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31
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31
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31
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7
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7
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1
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58
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McAleer, Michael
Zakoïan, Jean-Michel
Härdle, Wolfgang
68
Phillips, Peter C. B.
58
Pesaran, M. Hashem
57
Gouriéroux, Christian
51
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Ghysels, Eric
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Stambaugh, Robert F.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
White, Halbert
21
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Shakai-Keizai-Kenkyūsho <Osaka>
3
University of Western Australia / Department of Economics
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Working papers in quantitative economics and econometrics
5
Discussion paper / Institute of Social and Economic Research
3
Econometric reviews
3
Econometric theory
3
Journal of applied econometrics
3
Applied economics
2
CORE discussion paper : DP
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Institute of Social and Economic Research
2
Economics letters
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
2
Working papers in economics and econometrics
2
Annales d'économie et de statistique
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International economic review
1
Journal de la Société de Statistique de Paris
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The economic record : er
1
The review of economic studies
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
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ECONIS (ZBW)
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41
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
42
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
- In:
Applied economics
25
(
1993
)
3
,
pp. 349-360
Persistent link: https://www.econbiz.de/10001143510
Saved in:
43
Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael
- In:
The economic record : er
68
(
1992
)
200
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001125103
Saved in:
44
Modèles ARCH : une revue de la littérature
Zakoïan, Jean-Michel
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10001128098
Saved in:
45
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
46
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
47
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
48
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
49
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
50
When are two step estimators efficient?
McAleer, Michael
- In:
Econometric reviews
10
(
1991
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001107009
Saved in:
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