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subject:"United States"
~person:"Andrews, Donald W. K."
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Finanzmarkt"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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United States
Economic growth
Estimation theory
Finanzmarkt
Wahrscheinlichkeitsrechnung
Theorie
174
Theory
174
Schätztheorie
67
Time series analysis
26
Zeitreihenanalyse
26
Volatility
23
Volatilität
23
ARCH model
17
ARCH-Modell
17
Statistical theory
17
Statistische Methodenlehre
17
Stochastic process
17
Stochastischer Prozess
17
Statistical test
14
Statistischer Test
14
Estimation
13
Schätzung
13
Börsenkurs
11
Share price
11
Econometrics
10
Ökonometrie
10
Cointegration
9
Forecasting model
9
Kointegration
9
Prognoseverfahren
9
Method of moments
8
Momentenmethode
8
Regression analysis
8
Regressionsanalyse
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Capital income
7
Financial market
7
Kapitaleinkommen
7
Modellierung
7
Scientific modelling
7
Einheitswurzeltest
6
USA
6
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Article
78
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2
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Aufsatz in Zeitschrift
Conference proceedings
Systematic review
Thesis
Article in journal
80
Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
Working Paper
42
Collection of articles of several authors
5
Sammelwerk
5
Aufsatz im Buch
3
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3
Forschungsbericht
3
Aufsatzsammlung
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Bibliografie enthalten
2
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English
75
German
4
French
1
Author
All
Andrews, Donald W. K.
Krämer, Walter
McAleer, Michael
Phillips, Peter C. B.
45
Heckman, James J.
34
Newey, Whitney K.
30
Turnovsky, Stephen J.
30
Li, Qi
29
Gupta, Rangan
28
Pesaran, M. Hashem
27
Baltagi, Badi H.
26
Diebold, Francis X.
25
Chavas, Jean-Paul
24
Franses, Philip Hans
24
Afonso, Oscar
23
Engle, Robert F.
23
Stock, James H.
22
Acemoglu, Daron
21
Giles, David E. A.
21
Lo, Andrew W.
21
Ohtani, Kazuhiro
21
Aghion, Philippe
20
Bollerslev, Tim
20
Christiano, Lawrence J.
20
Ghysels, Eric
20
Gouriéroux, Christian
20
Smith, Bruce D.
20
Ullah, Aman
20
Chu, Angus C.
19
Gallant, A. Ronald
19
Granger, C. W. J.
19
Steel, Mark F. J.
19
Hahn, Jinyong
18
Hall, Robert Ernest
18
Horowitz, Joel
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Linton, Oliver
18
Schmidt, Peter
18
Stengos, Thanasēs
18
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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
19
Econometric reviews
7
Economics letters
7
Econometric theory
6
Journal of econometrics
5
The review of economic studies
4
The review of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Journal of applied econometrics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
International economic review
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic surveys
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
The economic record : er
1
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
1
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ECONIS (ZBW)
80
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
3
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
4
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
5
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
6
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
8
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
9
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
10
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
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