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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers / Institute of Social and Economic Research"
~person:"An, Mark Yuying"
~person:"Athey, Susan"
~person:"Choi, In"
~person:"Giraitis, Liudas"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Yu, Jun"
~subject:"DSGE model"
~subject:"Disjoint confidence sets"
~subject:"Estimation theory"
~subject:"Geldpolitik"
~subject:"Maximum likelihood estimation"
~subject:"Schätztheorie"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Stochastischer Prozess
Volatility
DSGE model
Disjoint confidence sets
Estimation theory
Geldpolitik
Maximum likelihood estimation
Schätztheorie
Statistical test
Theorie
2
Theory
2
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Aufsatz in Zeitschrift
Graue Literatur
Non-commercial literature
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An, Mark Yuying
Athey, Susan
Choi, In
Giraitis, Liudas
McAleer, Michael
Pesaran, M. Hashem
Yu, Jun
Yoshida, Atsushi
7
Ogawa, Kazuo
2
Bartels, Robert
1
Fiebig, Denzil G.
1
Hori, Keiichi
1
Horioka, Charles
1
Kitasaka, Shin'ichi
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Seko, Miki
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Suzuki, Kazuyuki
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Discussion papers / Institute of Social and Economic Research
CESifo working papers
29
Journal of econometrics
27
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22
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DAE working paper
19
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Economics letters
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Econometric reviews
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Oxford bulletin of economics and statistics
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7
Journal of applied econometrics
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Discussion paper / Center for Economic Research, Tilburg University
4
Econometric Institute research papers
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3
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Econometrics : open access journal
3
The review of economics and statistics
3
Annals of financial economics
2
Applied economics
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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
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Contributions to econometric methodology in honor of T. W. Anderson
1
Department of Economics working paper series
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The Rao-Zyskind condition and the efficiency of some least squares estimators
McAleer, Michael
-
1989
Persistent link: https://www.econbiz.de/10000777412
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2
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1989
Persistent link: https://www.econbiz.de/10000780129
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