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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric theory"
~person:"Caporale, Guglielmo Maria"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Volatility"
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Estimation theory
Schätzung
Cointegration
Volatility
Theorie
8
Theory
8
Time series analysis
4
Zeitreihenanalyse
4
Stochastic process
3
Stochastischer Prozess
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARCH model
1
ARCH-Modell
1
Correlation
1
Econometrics
1
Economists
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Großbritannien
1
Heteroscedasticity
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Heteroskedastizität
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Kointegration
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Korrelation
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Regional economics
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Schätztheorie
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Caporale, Guglielmo Maria
Robinson, Peter M.
Phillips, Peter C. B.
12
Saikkonen, Pentti
11
Linton, Oliver
8
Lee, Lung-fei
7
Lütkepohl, Helmut
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
Taylor, Robert
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Choi, In
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Wang, Qiying
4
Zinde-Walsh, Victoria
4
Bai, Jushan
3
Chen, Songnian
3
Donald, Stephen G.
3
Johansen, Søren
3
Kuan, Chung-ming
3
Leybourne, Stephen James
3
Li, Qi
3
Lieberman, Offer
3
Nabeya, Seiji
3
Perron, Pierre
3
Rahbek, Anders
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Xiao, Zhijie
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Baltagi, Badi H.
2
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Econometric theory
Discussion paper / Centre for Economic Forecasting
17
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
16
CESifo working papers
14
Economics and finance working paper series
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of econometrics
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Econometrics papers
6
Applied economics letters
3
CESifo Working Paper
3
CESifo Working Paper Series
3
DIW Berlin Discussion Paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economic modelling
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Applied economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Computational economics
2
Department of Economics working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic surveys
2
Journal of international money and finance
2
Applied financial economics letters
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper series / LSE Financial Markets Group
1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Exchange rate policy in Europe
1
Finance research letters
1
HWWA discussion paper
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
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ECONIS (ZBW)
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1
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
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:
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