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subject:"Schätztheorie"
~person:"Ghysels, Eric"
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"United Kingdom"
~type:"article"
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Schätztheorie
ARCH-Modell
United Kingdom
Theorie
97
Theory
97
Time series analysis
36
Zeitreihenanalyse
36
Estimation theory
30
Saisonale Schwankungen
16
Seasonal variations
16
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14
Schätzung
14
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12
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12
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11
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11
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34
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Ghysels, Eric
Robinson, Peter M.
McAleer, Michael
37
Andrews, Donald W. K.
32
Pesaran, M. Hashem
32
Phillips, Peter C. B.
31
Newey, Whitney K.
28
Li, Qi
27
Baltagi, Badi H.
25
Gouriéroux, Christian
25
Blundell, Richard W.
24
Hendry, David F.
23
Franses, Philip Hans
22
Mills, Terence C.
22
Ohtani, Kazuhiro
22
Granger, C. W. J.
21
Horowitz, Joel
20
King, Maxwell L.
20
Krämer, Walter
20
Giles, David E. A.
19
Lee, Lung-fei
19
Linton, Oliver
19
Ullah, Aman
19
Smith, Richard J.
18
Wooldridge, Jeffrey M.
18
Engle, Robert F.
17
Taylor, Mark P.
17
Hafner, Christian M.
16
Hall, Stephen G.
16
Herwartz, Helmut
16
Satchell, Stephen
16
Srivastava, Virendra K.
16
Caporale, Guglielmo Maria
15
Cuthbertson, Keith
15
Hahn, Jinyong
15
Jenkins, Stephen
15
MacDonald, Ronald
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Bai, Jushan
14
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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
7
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The review of economic studies
3
International economic review
2
Annales d'économie et de statistique
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 international money and finance
1
Journal of time series econometrics
1
L' Actualité économique : revue trimest.
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
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1
Revista española de economía
1
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1
Special section on small-sample properties of generalized method of moments (GMM)
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
35
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35
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1
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
2
HYBRID GARCH models and intra-daily return periodicity
Chen, Xilong
;
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009623573
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
4
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
5
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
6
Denis Sargan: some perspectives
Robinson, Peter M.
- In:
Econometric theory
19
(
2003
)
3
,
pp. 481-494
Persistent link: https://www.econbiz.de/10001762723
Saved in:
7
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
8
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
9
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
10
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
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