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subject:"Theorie"
type_genre:"Arbeitspapier"
~person:"Giraitis, Liudas"
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Theorie
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
8
Estimation
7
Schätzung
7
Heteroscedasticity
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Heteroskedastizität
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DSGE model
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Geldpolitik
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Martingal
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Serial correlation
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Theory
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VAR model
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VAR-Modell
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cross-correlation
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heteroskedasticity
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martingale differences
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ARCH model
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Giraitis, Liudas
Härdle, Wolfgang
56
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Gouriéroux, Christian
22
Imbens, Guido
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Brännäs, Kurt
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Vella, Francis
11
Brandt, Michael W.
10
Gómez, Víctor
10
Kilian, Lutz
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory and Toyota International Centres for Economics and Related Disciplines
2
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ECONIS (ZBW)
3
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1
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
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2
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
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3
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
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