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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Engle, Robert F."
~subject:"Econometrics"
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Großbritannien
Time series analysis
Econometrics
Theorie
4
Theory
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Estimation theory
2
Schätztheorie
2
Börsenkurs
1
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Engle, Robert F.
Phillips, Peter C. B.
20
Maasoumi, Esfandiar
7
Taylor, Robert
7
Spanos, Aris
6
White, Halbert
6
Franses, Philip Hans
5
Geweke, John
5
Andreou, Elena
4
Kilian, Lutz
4
Psaradakis, Zacharias G.
4
Andrews, Donald W. K.
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Granger, C. W. J.
3
Heckman, James J.
3
Hong, Yongmiao
3
Johansen, Søren
3
Nelson, Daniel B.
3
Park, Joon Y.
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Ploberger, Werner
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Proietti, Tommaso
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Robinson, Peter M.
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Romano, Joseph P.
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Stock, James H.
3
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2
Ashley, Richard A.
2
Audrino, Francesco
2
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2
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2
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2
Chu, Chia-shang James
2
Faust, Jon
2
Florens, Jean-Pierre
2
Gospodinov, Nikolaj
2
Hansen, Bruce E.
2
Harvey, David I.
2
He, Changli
2
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / Department of Economics, University of California San Diego
8
Working paper / National Bureau of Economic Research, Inc.
6
Handbooks in economics
4
NBER Working Paper
4
Advanced texts in econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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Advances in futures and options research : a research annual
1
HKUST Business School Research Paper
1
Handbook of econometrics : volume 2
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of international money and finance
1
Journal of monetary economics
1
NBER technical working paper series
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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Working paper / Department of Economics, University of Aarhus
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The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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2
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
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3
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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