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subject:"Germany"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"FinanzArchiv : public finance analysis"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH model
Schätztheorie
911
Estimation theory
910
Theorie
348
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348
Time series analysis
191
Zeitreihenanalyse
191
Nichtparametrisches Verfahren
127
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Estimation
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Aufsatz in Zeitschrift
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49
German
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Linton, Oliver
5
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Krämer, Walter
3
Berkes, István
2
Francq, Christian
2
Runde, Ralf
2
Saikkonen, Pentti
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Winkelmann, Rainer
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Zaffaroni, Paolo
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Jung, Robert
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1
Kristensen, Dennis
1
Li, Degui
1
Li, Deyuan
1
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
FinanzArchiv : public finance analysis
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
16
International journal of forecasting
15
The econometrics journal
14
Journal of empirical finance
13
Finance research letters
12
Journal of risk
12
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Economic modelling
10
Journal of time series econometrics
10
Applied economics letters
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrics : open access journal
8
Journal of financial econometrics
8
Journal of mathematical finance
7
The European journal of finance
7
The journal of risk model validation
7
Computational economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
CBN journal of applied statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
International journal of economics and finance
4
Journal of the American Statistical Association : JASA
4
Kredit und Kapital
4
Labour economics : official journal of the European Association of Labour Economists
4
Macroeconomic dynamics
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ECONIS (ZBW)
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
3
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
4
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
5
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
6
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
7
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
8
Nonparametric measures of returns to scale : an application to German water supply
Zschille, Michael
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
3
,
pp. 1029-1053
Persistent link: https://www.econbiz.de/10010429785
Saved in:
9
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Saved in:
10
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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