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subject:"Schätztheorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Andrews, Donald W. K."
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~type:"article"
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Schätztheorie
ARCH-Modell
Time series analysis
Theorie
6
Theory
6
Zeitreihenanalyse
3
Oil price
2
Statistical theory
2
Statistische Methodenlehre
2
Structural break
2
Strukturbruch
2
USA
2
United States
2
Ölpreis
2
1860-1986
1
Business cycle
1
Börsenkurs
1
Cointegration
1
Economic crisis
1
Einheitswurzeltest
1
Estimation
1
Estimation theory
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Konjunktur
1
Least squares method
1
Lohn
1
Method of moments
1
Momentenmethode
1
Multiple Regression
1
Multiple regression
1
Neoclassical synthesis
1
Neoklassische Synthese
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Unit root test
1
Wages
1
Wirtschaftskrise
1
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3
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3
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Language
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English
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Andrews, Donald W. K.
Robinson, Peter M.
Ghysels, Eric
8
Engle, Robert F.
5
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Gregory, Allan W.
4
Hall, Alastair R.
4
Hamilton, James D.
4
Li, Wai Keung
4
Lucas, André
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Bauwens, Luc
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Granger, C. W. J.
3
Hansen, Bruce E.
3
Hansen, Lars Peter
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lechner, Michael
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Pantula, Sastry G.
3
Pfeffermann, Danny
3
Silvapulle, Paramsothy
3
Steel, Mark F. J.
3
Stock, James H.
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Andersen, Torben
2
Bera, Anil K.
2
Bollerslev, Tim
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric theory
9
Journal of econometrics
6
The review of economic studies
6
Econometric reviews
1
Journal of applied econometrics
1
Journal of economic surveys
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
The review of economics and statistics
1
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ECONIS (ZBW)
3
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1
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
2
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
3
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
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