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subject:"Theorie"
subject:"Volatilität"
~person:"Robinson, Peter M."
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Search: subject_exact:"Estimation theory"
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Theorie
Volatilität
Estimation theory
80
Schätztheorie
80
Theory
30
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Regression analysis
10
Regressionsanalyse
10
Autocorrelation
7
Autokorrelation
7
Panel
7
Panel study
7
Estimation
6
Räumliche Interaktion
6
Spatial interaction
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Regional economics
5
Regionalökonomik
5
Schätzung
5
Statistical theory
5
Statistische Methodenlehre
5
Cointegration
4
Edgeworth expansion
4
Kointegration
4
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4
Statistical test
4
Statistischer Test
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ARCH model
3
ARCH-Modell
3
Correlation
3
Korrelation
3
Panel data
3
Asymptotic normality
2
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2
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2
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2
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16
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16
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11
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11
Non-commercial literature
11
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11
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2
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English
30
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Robinson, Peter M.
Härdle, Wolfgang
71
Phillips, Peter C. B.
59
Pesaran, M. Hashem
57
Gouriéroux, Christian
53
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
McAleer, Michael
41
Giles, David E. A.
35
Imbens, Guido
35
Teräsvirta, Timo
32
Diebold, Francis X.
31
Heckman, James J.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Koopman, Siem Jan
25
Krämer, Walter
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Ghysels, Eric
24
Stahlecker, Peter
24
Ullah, Aman
24
Monfort, Alain
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
Winkelmann, Rainer
23
Engle, Robert F.
22
Francq, Christian
22
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
The review of economic studies
2
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Journal of applied econometrics
1
Journal of 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
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ECONIS (ZBW)
30
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1
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:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
3
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:
4
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
5
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
6
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
7
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:
8
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
9
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
10
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
Saved in:
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