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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric reviews"
~person:"Dufour, Jean-Marie"
~person:"Egger, Peter"
~person:"McAleer, Michael"
~subject:"Statistical test"
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Estimation theory
Schätzung
Statistical test
Theorie
14
Theory
14
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
5
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätztheorie
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1999-2007
1
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Dufour, Jean-Marie
Egger, Peter
McAleer, Michael
Pesaran, M. Hashem
5
Ullah, Aman
5
King, Maxwell L.
4
Maasoumi, Esfandiar
4
Psaradakis, Zacharias G.
4
Baltagi, Badi H.
3
Bera, Anil K.
3
Godfrey, L. G.
3
Hendry, David F.
3
Kumbhakar, Subal
3
Lütkepohl, Helmut
3
Orme, Chris D.
3
Steel, Mark F. J.
3
Taylor, Robert
3
Ahn, Seung Chan
2
Asai, Manabu
2
Bond, Stephen
2
Bun, Maurice J. G.
2
Chan, Joshua
2
Chu, Chia-shang James
2
Davidson, Russell
2
Fan, Yanqin
2
Fiebig, Denzil G.
2
Franses, Philip Hans
2
González-Rivera, Gloria
2
Hamori, Shigeyuki
2
Harvey, David I.
2
Hušková, Marie
2
Jawadi, Fredj
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Knight, John L.
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Kočenda, Evžen
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Kurozumi, Eiji
2
Lee, Myoung-jae
2
Leybourne, Stephen James
2
Li, Qi
2
Linton, Oliver
2
Nawata, Kazumitsu
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Ohtani, Kazuhiro
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Econometric reviews
CESifo working papers
10
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of econometrics
9
Working paper
7
Econometric Institute research papers
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The review of economics and statistics
5
Working papers in quantitative economics and econometrics
5
Discussion paper / Tinbergen Institute
4
Journal of applied econometrics
4
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4
Cahier / Départment de Sciences Économiques, Université de Montréal
3
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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The Oxford handbook of panel data
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The econometrics journal
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WIFO working papers
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American economic journal : a journal of the American Economic Association
1
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CEPIE working paper
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CRREP working paper 2017-01
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Can Germany stand up to international locational competition?
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Discussion paper / Center for Economic Research, Tilburg University
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1
Discussion paper series / IZA
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Econometric analysis of financial and economic time series ; part a
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
7
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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
Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
Saved in:
6
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:
7
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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