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subject:"Volatility"
type_genre:"Article in journal"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Norges Bank / Utredningsavdelingen"
~subject:"Panel"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel
Zeitreihenanalyse
Estimation theory
20
Schätztheorie
20
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18
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18
Kleinste-Quadrate-Methode
3
Least squares method
3
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Andreou, Elena
1
Chambers, Marcus J.
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Eitrheim, Øyvind
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MacCrorie, J. Roderick
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
13
European University Institute / Department of Economics
11
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11
National Bureau of Economic Research
8
Birkbeck College / Department of Economics
6
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4
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3
Rodney L. White Center for Financial Research
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Australian National University / Faculty of Economics and Commerce
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Centre for Microdata Methods and Practice <London>
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1
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1
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A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
Saved in:
2
Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
Saved in:
3
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
4
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
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