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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Clark, Todd E."
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Hinich, Melvin J."
~person:"Hodgson, Douglas J."
~person:"Lucas, André"
~person:"MacKinnon, James G."
~person:"Phillips, Peter C. B."
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Statistischer Test"
~subject:"Volatility"
~subject:"Welt"
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Großbritannien
Time series analysis
ARCH-Modell
Einheitswurzeltest
Estimation theory
Statistischer Test
Volatility
Welt
Theorie
92
Theory
92
Zeitreihenanalyse
38
Estimation
21
Schätzung
21
Forecasting model
16
Prognoseverfahren
16
USA
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United States
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69
Author
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Cavaliere, Giuseppe
Clark, Todd E.
Engle, Robert F.
Hendry, David F.
Hinich, Melvin J.
Hodgson, Douglas J.
Lucas, André
MacKinnon, James G.
Phillips, Peter C. B.
Proietti, Tommaso
Swanson, Norman R.
Granger, C. W. J.
19
McAleer, Michael
15
Franses, Philip Hans
13
Pesaran, M. Hashem
11
White, Halbert
10
Wolf, Michael
10
Ledoit, Olivier
8
Timmermann, Allan
8
Elliott, Graham
7
Psaradakis, Zacharias G.
7
Spanos, Aris
7
Taylor, Robert
7
Baltagi, Badi H.
6
De Nard, Gianluca
6
Kilian, Lutz
6
Andreou, Elena
5
Barnett, William A.
5
Clements, Michael P.
5
Ghysels, Eric
5
Hafner, Christian M.
5
Haldrup, Niels
5
Kapetanios, George
5
Koopman, Siem Jan
5
Maasoumi, Esfandiar
5
Teräsvirta, Timo
5
Ullah, Aman
5
Asai, Manabu
4
Bera, Anil K.
4
Bollerslev, Tim
4
De Peretti, Philippe
4
Deb, Partha
4
Godfrey, L. G.
4
Hall, Stephen G.
4
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Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Journal of applied econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Cowles Foundation discussion paper
75
Journal of econometrics
53
Discussion paper / Tinbergen Institute
41
Working papers / Rutgers University, Department of Economics
31
Econometric theory
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Cowles Foundation Discussion Paper
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of forecasting
14
Federal Reserve Bank of Cleveland working paper series
11
Oxford bulletin of economics and statistics
11
CEIS Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Department of Economics discussion paper series / University of Oxford
7
FRB of Cleveland Working Paper
7
The econometrics journal
7
Research working papers / Research Division, Federal Reserve Bank of Kansas City
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Advanced texts in econometrics
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
CREATES research paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
Journal of forecasting
5
Discussion paper / Institute for Economic Research, Queen's University
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Discussion papers / CEPR
4
Econometrics : open access journal
4
Economics letters
4
International economic review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER Working Paper
4
NBER working paper series
4
Queen's Economics Department working paper
4
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ECONIS (ZBW)
69
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61
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
62
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
63
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
64
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Saved in:
65
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
66
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
67
Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
Saved in:
68
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
Saved in:
69
Critical values for cointegration tests
MacKinnon, James G.
-
1990
Persistent link: https://www.econbiz.de/10000951794
Saved in:
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