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subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of banking & finance"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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United States
Time series analysis
Estimation theory
152
Schätztheorie
152
Theorie
39
Theory
39
Estimation
35
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34
Zeitreihenanalyse
30
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Engle, Robert F.
7
Granger, C. W. J.
7
White, Halbert
5
Haldrup, Niels
2
Hyung, Namwon
2
Russell, Jeffrey R.
2
Taylor, Stephen
2
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1
Alexander, Carol
1
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1
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1
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1
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1
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1
Chan, Kalok
1
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1
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1
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1
Corhay, Albert
1
Deb, Partha
1
Den Haan, Wouter J.
1
Feng, Guohua
1
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1
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1
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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
Journal of banking & finance
Journal of econometrics
339
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Econometric theory
163
Economics letters
150
Discussion paper / Tinbergen Institute
101
Econometric reviews
91
International journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
64
Journal of forecasting
59
Applied economics letters
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The review of economics and statistics
52
Working paper / National Bureau of Economic Research, Inc.
51
Journal of applied econometrics
50
Econometrics : open access journal
47
Applied economics
45
Cowles Foundation discussion paper
42
NBER Working Paper
40
The econometrics journal
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
Journal of the American Statistical Association : JASA
38
NBER working paper series
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Economic modelling
34
Computational economics
32
Technical working paper / National Bureau of Economic Research
32
Oxford bulletin of economics and statistics
31
EUI working paper / ECO
29
Journal of empirical finance
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
SFB 649 discussion paper
28
Working paper
27
Discussion paper
26
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper series
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American journal of agricultural economics
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ECONIS (ZBW)
42
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1
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
2
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
6
Returns to scale at large banks in the US : a random coefficient stochastic frontier approach
Feng, Guohua
;
Zhangaohui, Xi
- In:
Journal of banking & finance
39
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10010340764
Saved in:
7
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
8
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
9
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
10
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
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