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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Davidson, Russell"
~person:"Engle, Robert F."
~subject:"Theorie"
~type:"article"
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Time series analysis
United States
Theorie
Estimation
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Estimation theory
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Canada
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Kanada
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1981-1990
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Davidson, Russell
Engle, Robert F.
Bollerslev, Tim
3
Andersen, Torben
2
Arellano, Manuel
2
Blundell, Richard W.
2
Bonhomme, Stéphane
2
Browning, Martin James
2
Duclos, Jean-Yves
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Li, Jia
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Meghir, Costas
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Philipson, Tomas J.
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Todorov, Viktor
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Dahl, Gordon B.
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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
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Forecasting volatility in the financial markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Review of derivatives research
1
The review of financial studies
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ECONIS (ZBW)
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The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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2
Statistical inference for stochastic dominance and for the measurement of poverty and inequality
Davidson, Russell
;
Duclos, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1435-1464
Persistent link: https://www.econbiz.de/10001527510
Saved in:
3
Statistical inference for the measurement of the incidence of taxes and transfers
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1453-1465
Persistent link: https://www.econbiz.de/10001230424
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