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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric reviews"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Egger, Peter"
~person:"Kelejian, Harry H."
~person:"McAleer, Michael"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätzung
Theorie
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Theory
14
Volatility
7
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7
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5
Stochastischer Prozess
5
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1999-2007
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Bahmani-Oskooee, Mohsen
Egger, Peter
Kelejian, Harry H.
McAleer, Michael
Ullah, Aman
5
Maasoumi, Esfandiar
4
Bera, Anil K.
3
Hendry, David F.
3
King, Maxwell L.
3
Kumbhakar, Subal
3
Steel, Mark F. J.
3
Ahn, Seung Chan
2
Asai, Manabu
2
Baltagi, Badi H.
2
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2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
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2
González-Rivera, Gloria
2
Hamori, Shigeyuki
2
Harvey, David I.
2
Jawadi, Fredj
2
Jensen, Mark J.
2
Knight, John L.
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Leybourne, Stephen James
2
Lütkepohl, Helmut
2
Ohtani, Kazuhiro
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Pesaran, M. Hashem
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Psaradakis, Zacharias G.
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1
Adkins, Lee Chester
1
Ai, Chunrong
1
Alghalith, Moawia
1
Allen, David E.
1
Anderson, Richard G.
1
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Econometric reviews
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5
Economics letters
3
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3
Papers in regional science : the journal of the Regional Science Association International
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The Japanese economic review : the journal of the Japanese Economic Association
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Applied economics quarterly
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
6
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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
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:
4
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:
5
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:
6
A sequential testing procedure for outliers and structural change
McAleer, Michael
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10001054258
Saved in:
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