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subject:"Estimation theory"
~person:"Baltagi, Badi H."
~person:"Ghysels, Eric"
~person:"Horowitz, Joel"
~person:"Imbens, Guido"
~person:"Lee, Myoung-jae"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Ridder, Geert"
~subject:"Momentenmethode"
~subject:"Nonparametric statistics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Estimation theory
Momentenmethode
Nonparametric statistics
Volatility
Theorie
404
Theory
404
Schätztheorie
125
Time series analysis
55
Zeitreihenanalyse
55
Panel
48
Panel study
48
Estimation
44
Schätzung
44
Volatilität
32
Nichtparametrisches Verfahren
31
Ökonometrie
29
Econometrics
28
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28
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Regressionsanalyse
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Collection of articles of several authors
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150
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148
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English
183
French
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Baltagi, Badi H.
Ghysels, Eric
Horowitz, Joel
Imbens, Guido
Lee, Myoung-jae
McAleer, Michael
Pesaran, M. Hashem
Ridder, Geert
Phillips, Peter C. B.
50
Newey, Whitney K.
38
Linton, Oliver
37
Andrews, Donald W. K.
33
Li, Qi
33
Bollerslev, Tim
27
Lee, Lung-fei
27
Gouriéroux, Christian
26
Ullah, Aman
26
Robinson, Peter M.
25
Simar, Léopold
25
Härdle, Wolfgang
24
Gupta, Rangan
23
Hahn, Jinyong
22
Schmidt, Peter
22
Giles, David E. A.
21
Granger, C. W. J.
21
Ohtani, Kazuhiro
21
Krämer, Walter
20
Fan, Yanqin
19
Renault, Eric
19
Wooldridge, Jeffrey M.
19
Franses, Philip Hans
18
Hall, Alastair R.
18
Perron, Pierre
18
Diebold, Francis X.
17
King, Maxwell L.
17
Lütkepohl, Helmut
17
Tauchen, George Eugene
17
Caporale, Guglielmo Maria
16
Chen, Xiaohong
16
Engle, Robert F.
16
Heckman, James J.
16
Kelejian, Harry H.
16
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Journal of econometrics
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric reviews
19
Economics letters
12
Econometric theory
11
Journal of applied econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The review of economics and statistics
6
Annales d'économie et de statistique
5
International economic review
5
The review of economic studies
5
Statistical papers
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Oxford bulletin of economics and statistics
3
The econometrics journal
3
Applied economics
2
Journal of economic dynamics & control
2
L' Actualité économique : revue trimest.
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Advances in econometrics
1
American journal of agricultural economics
1
An Elgar reference collection
1
Annals of economics and finance
1
Annals of economics and statistics
1
Annual review of economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometrics : open access journal
1
Energy economics
1
Evaluation of training and other social programmes
1
Finance research letters
1
International journal of economic theory
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of human resources : JHR
1
Journal of international money and finance
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Journal of macroeconomics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
185
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Teacher-to-classroom assignment and student achievement
Graham, Bryan S.
;
Ridder, Geert
;
Thiemann, Petra
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1328-1340
Persistent link: https://www.econbiz.de/10014448642
Saved in:
3
Doubly robust identification for causal panel data models
Arkhangelsky, Dmitry
;
Imbens, Guido
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 649-674
Persistent link: https://www.econbiz.de/10013399849
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
6
Carbon dioxide emissions and economic activities: a mean field variational Bayes semiparametric panel data model with random coefficients
Baltagi, Badi H.
;
Bresson, Georges
;
Etienne, Jean-Michel
- In:
Annals of economics and statistics
134
(
2019
),
pp. 43-77
Persistent link: https://www.econbiz.de/10012305969
Saved in:
7
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:
8
Bounds on treatment effects on transitions
Vikström, Johan
;
Ridder, Geert
;
Weidner, Martin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 448-469
Persistent link: https://www.econbiz.de/10012110318
Saved in:
9
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
10
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
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