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subject:"Panel"
subject:"Probit model"
~person:"Teräsvirta, Timo"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Panel
Probit model
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Estimation theory
27
Schätztheorie
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1960-1994
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Teräsvirta, Timo
Härdle, Wolfgang
59
Pesaran, M. Hashem
50
Phillips, Peter C. B.
34
Franses, Philip Hans
30
Swanson, Norman R.
26
Gouriéroux, Christian
25
Imbens, Guido
24
Maravall Herrero, Agustín
23
Kohn, Robert
19
Gao, Jiti
18
Heckman, James J.
18
Robert, Christian P.
18
Stahlecker, Peter
18
Weidner, Martin
18
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Kiviet, J. F.
16
Kleibergen, Frank
16
Diebold, Francis X.
15
Fernández-Val, Iván
15
Giles, David E. A.
15
Koopman, Siem Jan
15
Lucas, André
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Sheather, Simon J.
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Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Baltagi, Badi H.
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Newey, Whitney K.
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Breitung, Jörg
13
Giles, Judith A.
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Scaillet, Olivier
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Winkelmann, Rainer
13
Andrews, Donald W. K.
12
Arnold, Bernhard
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Brännäs, Kurt
12
Feng, Yuanhua
12
Francq, Christian
12
Guégan, Dominique
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ECONIS (ZBW)
16
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
5
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
6
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
7
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
Saved in:
8
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
Saved in:
9
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
10
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
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