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subject:"Schätztheorie"
~language:"eng"
~person:"Andrews, Donald W. K."
~person:"Robinson, Peter M."
~person:"Saikkonen, Pentti"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~type:"article"
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Schätztheorie
ARCH-Modell
Time series analysis
Theorie
139
Theory
139
Estimation theory
59
Zeitreihenanalyse
35
Cointegration
28
Kointegration
28
Statistical theory
14
Statistische Methodenlehre
14
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14
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14
Statistical test
13
Statistischer Test
13
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11
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9
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Andrews, Donald W. K.
Robinson, Peter M.
Saikkonen, Pentti
Phillips, Peter C. B.
77
Franses, Philip Hans
63
McAleer, Michael
48
Gil-Alaña, Luis A.
42
Perron, Pierre
38
Granger, C. W. J.
35
Pesaran, M. Hashem
35
Lütkepohl, Helmut
33
Ghysels, Eric
31
Koop, Gary
30
Hendry, David F.
29
Koopman, Siem Jan
28
Leybourne, Stephen James
28
Li, Qi
28
Newey, Whitney K.
28
Taylor, Robert
28
Teräsvirta, Timo
28
Caporale, Guglielmo Maria
27
Harvey, Andrew C.
27
Baltagi, Badi H.
26
Engle, Robert F.
26
Herwartz, Helmut
26
Linton, Oliver
25
Swanson, Norman R.
25
Hassler, Uwe
24
Hong, Yongmiao
24
Mills, Terence C.
24
Giles, David E. A.
22
Hecq, Alain W. J.
22
Horowitz, Joel
22
Härdle, Wolfgang
22
Lee, Lung-fei
22
Newbold, Paul
22
Ohtani, Kazuhiro
22
Schmidt, Peter
22
Stock, James H.
22
Gouriéroux, Christian
21
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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
22
Journal of econometrics
8
The review of economic studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Nonparametric dynamic modelling
2
The econometrics journal
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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
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Revista española de economía
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The review of economics and statistics
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ECONIS (ZBW)
85
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1
-
10
of
85
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date (oldest first)
1
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
2
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
3
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
4
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
5
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
6
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
7
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
8
Noncausal autoregressions for economic time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623566
Saved in:
9
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
10
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
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