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subject:"Estimation"
subject:"Theory"
~person:"Teräsvirta, Timo"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Estimation
Theory
Estimation theory
27
Schätztheorie
27
Time series analysis
18
Zeitreihenanalyse
18
Theorie
10
ARCH model
8
ARCH-Modell
8
Nichtlineare Regression
6
Nonlinear regression
6
Volatility
6
Volatilität
6
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4
Autokorrelation
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Börsenkurs
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Share price
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Statistical test
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Multivariate analysis
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modelling volatility
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smooth transition GARCH
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1960-1994
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Australia
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Australien
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Capital income
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Teräsvirta, Timo
Härdle, Wolfgang
63
Pesaran, M. Hashem
41
Franses, Philip Hans
31
Phillips, Peter C. B.
27
Gouriéroux, Christian
25
Swanson, Norman R.
25
Gao, Jiti
23
Maravall Herrero, Agustín
23
Imbens, Guido
22
Linton, Oliver
22
Kapetanios, George
21
Heckman, James J.
20
Marcellino, Massimiliano
20
Cai, Zongwu
19
Kohn, Robert
19
Diebold, Francis X.
18
McAleer, Michael
18
Stahlecker, Peter
18
Lechner, Michael
17
Robert, Christian P.
17
Angrist, Joshua D.
16
Kleibergen, Frank
16
Spokojnyj, Vladimir G.
16
Zakoïan, Jean-Michel
16
Giles, David E. A.
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Breitung, Jörg
14
Koop, Gary
14
Scaillet, Olivier
14
Francq, Christian
13
Giles, Judith A.
13
Koopman, Siem Jan
13
Lucas, André
13
Lütkepohl, Helmut
13
Mammen, Enno
13
Schorfheide, Frank
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Brännäs, Kurt
12
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Ekonomiska forskningsinstitutet <Stockholm>
3
Norges Bank / Utredningsavdelingen
2
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Working paper series in economics and finance
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Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
CREATES research paper
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2
SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
12
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
Saved in:
4
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
Saved in:
5
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
6
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
7
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
8
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
9
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
10
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
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