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source:"econis"
subject:"Schätztheorie"
~person:"Robinson, Peter M."
~subject:"Risiko"
~subject:"Volatilität"
~subject:"World"
~type:"article"
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Robinson, Peter M.
McAleer, Michael
42
Eeckhoudt, Louis R.
38
Phillips, Peter C. B.
36
Bollerslev, Tim
34
Gouriéroux, Christian
34
Gollier, Christian
33
Andrews, Donald W. K.
31
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29
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28
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27
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Viscusi, W. Kip
26
Pesaran, M. Hashem
25
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24
Chavas, Jean-Paul
23
Diebold, Francis X.
23
Granger, C. W. J.
23
Fabozzi, Frank J.
22
Ghysels, Eric
22
Ohtani, Kazuhiro
22
Stiglitz, Joseph E.
22
Krämer, Walter
21
MacDonald, Ronald
21
Ullah, Aman
21
Wang, Ruodu
21
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20
Epstein, Larry G.
20
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
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19
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19
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19
Renault, Eric
19
Aït-Sahalia, Yacine
18
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18
Heckman, James J.
18
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18
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
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2
The review of economic studies
2
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1
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1
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1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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ECONIS (ZBW)
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1
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
3
The memory of stochastic volatility models
Robinson, Peter M.
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
Saved in:
4
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
5
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
6
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
7
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
8
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
9
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
Saved in:
10
Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
Saved in:
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