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subject:"Econometrics"
subject:"Estimation theory"
~isPartOf:"Econometric theory"
~person:"Diebold, Francis X."
~person:"Robinson, Peter M."
~subject:"Volatility"
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Econometrics
Estimation theory
Volatility
Theorie
9
Theory
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Stochastic process
3
Stochastischer Prozess
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Diebold, Francis X.
Robinson, Peter M.
Phillips, Peter C. B.
11
Linton, Oliver
8
Lee, Lung-fei
7
Saikkonen, Pentti
7
Andrews, Donald W. K.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
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4
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4
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Econometric theory
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
14
Working paper / National Bureau of Economic Research, Inc.
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Suntory and Toyota International Centres for Economics and Related Disciplines
8
Working papers / Financial Institutions Center
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CFS working paper series
7
Journal of econometrics
7
NBER working paper series
7
NBER Working Paper
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Working papers / Rodney L. White Center for Financial Research
6
Financial Institutions Center
4
Technical working paper / National Bureau of Economic Research
4
The review of economic studies
3
The review of economics and statistics
3
Journal of applied econometrics
2
NBER technical working paper series
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The journal of finance : the journal of the American Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Discussion paper series / LSE Financial Markets Group
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Economic policy review
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Economics letters
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Financial markets and asset pricing
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Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
International economic review
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
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Robust inference
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Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
Statistics Working Papers Series, Vol. , pp. -, 1997
1
The journal of business : B
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ECONIS (ZBW)
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Denis Sargan: some perspectives
Robinson, Peter M.
- In:
Econometric theory
19
(
2003
)
3
,
pp. 481-494
Persistent link: https://www.econbiz.de/10001762723
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2
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:
3
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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