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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
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Schätztheorie
ARCH-Modell
Autocorrelation
Theorie
7
Theory
7
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3
Statistical test
3
Statistischer Test
3
Economic convergence
2
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2
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5
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Dufour, Jean-Marie
Franses, Philip Hans
Clements, Michael P.
3
Laurent, Sébastien
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Blundell, Richard W.
2
Deb, Partha
2
Engle, Robert F.
2
Fair, Ray C.
2
Galvão, Ana Beatriz C.
2
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2
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2
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2
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2
Lee, Myoung-jae
2
Lucas, André
2
MacKinnon, James G.
2
Monfort, Alain
2
Paap, Richard
2
Pagan, Adrian R.
2
Palm, Franz C.
2
Praag, Bernard M. S. van
2
Rabemananjara, R.
2
Rombouts, Jeroen V. K.
2
Smith, Jeremy
2
Vredin, Anders
2
Vries, Casper G. de
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
Arguea, Nestor M.
1
Atkinson, Scott Estes
1
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1
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1
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1
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Journal of applied econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Cahier / Département de Sciences Économiques, Université de Montréal
6
Discussion paper / Tinbergen Institute
6
Journal of econometrics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric Institute research papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Deutsche Bundesbank
2
Econometric analysis of financial and economic time series ; part a
2
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2
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2
Economics letters
2
International economic review
2
L' Actualité économique : revue trimest.
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economics and statistics
2
Applied economics letters
1
Applied mathematical finance
1
CRREP working paper 2017-01
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
EUI working paper / ECO
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
International journal of forecasting
1
Journal of forecasting
1
Macroeconomic dynamics
1
Metrika : international journal for theoretical and applied statistics
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
TRACE discussion papers / Tinbergen Institute
1
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ECONIS (ZBW)
5
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1
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
2
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
3
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
4
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
5
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
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