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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Granger, C. W. J."
~person:"McMillen, Daniel P."
~subject:"Nichtlineare Regression"
~subject:"Volatilität"
~subject:"Ökonometrie"
~type_genre:"Forschungsbericht"
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Schätzung
Nichtlineare Regression
Volatilität
Ökonometrie
Theorie
76
Theory
76
Estimation theory
21
Schätztheorie
21
Time series analysis
20
Zeitreihenanalyse
20
Estimation
14
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11
Prognoseverfahren
11
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9
Chicago (Ill.)
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Article
27
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Forschungsbericht
Aufsatz in Zeitschrift
27
Graue Literatur
8
Non-commercial literature
8
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7
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Granger, C. W. J.
McMillen, Daniel P.
Gupta, Rangan
38
Gil-Alaña, Luis A.
37
Phillips, Peter C. B.
33
Caporale, Guglielmo Maria
32
McAleer, Michael
32
Serletis, Apostolos
30
Bollerslev, Tim
26
Kumbhakar, Subal
26
Ghysels, Eric
25
Wohar, Mark E.
22
Bahmani-Oskooee, Mohsen
19
Diebold, Francis X.
18
Koopman, Siem Jan
17
Moosa, Imad A.
17
Peel, David
17
Bekaert, Geert
16
Fabozzi, Frank J.
16
Franses, Philip Hans
16
Gouriéroux, Christian
16
Hendry, David F.
16
Herwartz, Helmut
16
Pesaran, M. Hashem
16
Taylor, Robert
16
Tiwari, Aviral Kumar
16
Andersen, Torben
15
Asai, Manabu
15
Chan, Joshua
15
Chang, Tsangyao
15
Härdle, Wolfgang
15
Koop, Gary
15
MacDonald, Ronald
15
Renault, Eric
15
Wang, Yudong
15
Apergēs, Nikolaos
14
Aït-Sahalia, Yacine
14
Creedy, John
14
Engle, Robert F.
14
Engsted, Tom
14
McMillan, David G.
14
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Journal of urban economics
8
Journal of econometrics
3
Journal of regional science
2
Causality
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Macroeconomic dynamics
1
Population : édition française : revue publiée par l'Institut national d'études démographiques
1
Regional science & urban economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic journal : the journal of the Royal Economic Society
1
The significance of testing in econometrics
1
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ECONIS (ZBW)
27
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1
Conditionally parametric quantile regression for spatial data : an analysis of land values in early nineteenth century Chicago
McMillen, Daniel P.
- In:
Regional science & urban economics
55
(
2015
),
pp. 28-38
Persistent link: https://www.econbiz.de/10011479834
Saved in:
2
Perspectives on spatial econometrics : linear smoothing with structured models
McMillen, Daniel P.
- In:
Journal of regional science
52
(
2012
)
2
,
pp. 192-209
Persistent link: https://www.econbiz.de/10009673015
Saved in:
3
Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
Saved in:
4
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
5
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
6
Comments on the 20th anniversary issue of Econometric theory
Granger, C. W. J.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 298
Persistent link: https://www.econbiz.de/10002674748
Saved in:
7
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
8
Some comments on risk
Granger, C. W. J.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001709310
Saved in:
9
Overview of nonlinear macroeconomic empirical models
Granger, C. W. J.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10001625151
Saved in:
10
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
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