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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Canova, Fabio"
~person:"Cosaert, Sam"
~person:"Gorry, Aspen"
~person:"Hürtgen, Patrick"
~person:"Mogstad, Magne"
~person:"Nautz, Dieter"
~person:"Prieto, Esteban"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Time series analysis"
~type:"article"
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Volatility
Yield curve
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Estimation
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Estimation theory
7
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7
Children
4
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Blundell, Richard W.
Canova, Fabio
Cosaert, Sam
Gorry, Aspen
Hürtgen, Patrick
Mogstad, Magne
Nautz, Dieter
Prieto, Esteban
Bhattacharya, Debopam
3
D'Haultfœuille, Xavier
3
Fernández-Val, Iván
3
Shi, Xiaoxia
3
Amir Ahmadi, Pooyan
2
Arcidiacono, Peter
2
Athreya, Kartik B.
2
Balleer, Almut
2
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2
Bruyneel, Sabrina
2
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2
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Coey, Dominic
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Dewitte, Siegfried
2
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Hryshko, Dmytro
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2
Owens, Andrew
2
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2
Park, Joon Y.
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Discussion paper
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
Quantitative economics : QE ; journal of the Econometric Society
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
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2
Advances in economics and econometrics ; Vol. 2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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11
Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions
Canova, Fabio
;
Pérez Forero, Fernando J.
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
2
,
pp. 359-384
Persistent link: https://www.econbiz.de/10011343754
Saved in:
12
Measuring the price responsiveness of gasoline demand : economic shape restrictions and nonparametric demand estimation
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
Quantitative economics : QE ; journal of the …
3
(
2012
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10009562888
Saved in:
13
Consumer demand and intertemporal allocations : Engel, Slutsky, and Frisch
Blundell, Richard W.
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 147-166)
.
1998
Persistent link: https://www.econbiz.de/10001548724
Saved in:
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