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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Francq, Christian"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Method of moments"
~subject:"Regressionsanalyse"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Method of moments
Regressionsanalyse
Statistical inference
Zeitreihenanalyse
Estimation theory
28
Schätztheorie
28
Theorie
9
Theory
9
Nichtparametrisches Verfahren
8
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8
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6
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4
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Measurement
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Francq, Christian
Hyndman, Rob J.
Linton, Oliver
Nielsen, Morten Ørregaard
17
Phillips, Peter C. B.
13
Johansen, Søren
11
Kohn, Robert
10
Cavaliere, Giuseppe
8
Teräsvirta, Timo
8
Chan, Ngai Hang
7
Taylor, Robert
7
Kristensen, Dennis
6
Saikkonen, Pentti
6
Su, Liangjun
6
Canepa, Alessandra
5
Gao, Jiti
5
Horváth, Lajos
5
Politis, Dimitris N.
5
Wang, Qiying
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Caner, Mehmet
4
Chambers, Marcus J.
4
Chen, Songnian
4
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4
Georgiev, Iliyan
4
Kanaya, Shin
4
Kock, Anders Bredahl
4
Kong, Efang
4
Leybourne, Stephen James
4
Li, Degui
4
Li, Qi
4
MacKinnon, James G.
4
Newey, Whitney K.
4
Nielsen, Bent
4
Peng, Liang
4
Podolskij, Mark
4
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4
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4
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4
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper series
Journal of econometrics
24
Working paper / Department of Econometrics and Business Statistics, Monash University
20
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Cambridge working papers in economics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Econometrics papers
7
International journal of forecasting
4
Janeway Institute working paper series
3
Econometric reviews
2
Handbook of financial time series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
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1
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1
Cowles Foundation discussion paper
1
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1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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ECONIS (ZBW)
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
3
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
4
Nonparametric transformation regression with nonstationary data
Linton, Oliver
;
Wang, Qiying
- In:
Econometric theory
32
(
2016
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
Saved in:
5
Averaging of an increasing number of moment condition estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
- In:
Econometric theory
32
(
2016
)
1
,
pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
Saved in:
6
Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang
;
Linton, Oliver
;
Xia, Yingcun
- In:
Econometric theory
29
(
2013
)
5
,
pp. 941-968
Persistent link: https://www.econbiz.de/10010248318
Saved in:
7
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
8
Local linear fitting under near epoch dependence : uniform consistency with convergence rates
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
- In:
Econometric theory
28
(
2012
)
5
,
pp. 935-958
Persistent link: https://www.econbiz.de/10009714729
Saved in:
9
Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
Saved in:
10
Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang
;
Linton, Oliver
;
Xia, Yingcun
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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