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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric reviews"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Egger, Peter"
~person:"McAleer, Michael"
~subject:"Theorie"
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Estimation theory
Schätzung
Theorie
Theory
17
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Schätztheorie
5
Estimation
4
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3
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3
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3
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2
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17
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Egger, Peter
McAleer, Michael
Maasoumi, Esfandiar
13
Taylor, Robert
9
Baltagi, Badi H.
8
Franses, Philip Hans
8
Kemp, Murray C.
8
Nishimura, Kazuo
8
Phillips, Peter C. B.
8
Shimomura, Kōji
8
Ullah, Aman
8
Pesaran, M. Hashem
7
Spanos, Aris
7
Geweke, John
6
Li, Qi
6
Long, Ngo Van
6
An, Sungbae
5
Cavaliere, Giuseppe
5
Futagami, Koichi
5
Ishikawa, Jota
5
Kilian, Lutz
5
Kumbhakar, Subal
5
Matsumura, Toshihiro
5
McKenzie, Colin
5
Psaradakis, Zacharias G.
5
Schmidt, Peter
5
Schorfheide, Frank
5
Yano, Makoto
5
Yoshida, Masatoshi
5
Andreou, Elena
4
Asai, Manabu
4
Beladi, Hamid
4
Caner, Mehmet
4
Dijk, Herman K. van
4
Fiebig, Denzil G.
4
Godfrey, L. G.
4
Kikuchi, Tōru
4
King, Maxwell L.
4
Lambertini, Luca
4
Lee, Lung-fei
4
Maeda, Yasuo
4
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Econometric reviews
The Japanese economic review : the journal of the Japanese Economic Association
Econometric Institute research papers
25
Working paper
24
CESifo working papers
21
Discussion paper / Tinbergen Institute
18
WIFO working papers
17
Journal of econometrics
14
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Working papers in economics and econometrics
8
Econometric theory
5
Journal of applied econometrics
5
Review of international economics
5
The Canadian journal of economics
5
The world economy : the leading journal on international economic relations
5
Discussion papers / CEPR
4
Discussion papers / Institute of Social and Economic Research
4
European economic review : EER
4
Journal of international economics
4
Journal of risk and financial management : JRFM
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
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3
American economic journal : a journal of the American Economic Association
2
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2
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2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International journal of forecasting
2
International tax and public finance
2
Journal of economic behavior & organization : JEBO
2
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ECONIS (ZBW)
17
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
A generalized spatial panel data model with random effects
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 650-685
Persistent link: https://www.econbiz.de/10009758628
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
5
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
6
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
8
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
9
Estimating long and short run effects in static panel models
Egger, Peter
;
Pfaffermayr, Michael
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
Saved in:
10
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
Saved in:
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