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subject:"Volatility"
type_genre:"Article in journal"
~person:"Robinson, Peter M."
~subject:"Statistical distribution"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical distribution
Stochastic process
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Theorie
16
Theory
16
Time series analysis
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Autocorrelation
4
Autokorrelation
4
Räumliche Interaktion
4
Spatial interaction
4
Statistical test
4
Statistischer Test
4
Correlation
3
Edgeworth expansion
3
Korrelation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Panel data
3
Regional economics
3
Regionalökonomik
3
Spatial autoregression
3
Statistical theory
3
Statistische Methodenlehre
3
Asymptotic normality
2
Cointegration
2
Consistency
2
Cross-sectional dependence
2
Estimation
2
Kointegration
2
Nonparametric regression
2
ARCH model
1
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1
Adaptive estimation
1
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
10
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5
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5
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5
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Robinson, Peter M.
Phillips, Peter C. B.
35
Linton, Oliver
23
Leybourne, Stephen James
18
Harvey, Andrew C.
17
Kumar, Dilip
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Gao, Jiti
14
Johansen, Søren
14
Maheswaran, S.
14
Xiao, Zhijie
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Tauchen, George Eugene
13
Ghysels, Eric
12
Koopman, Siem Jan
12
Li, Jia
12
Todorov, Viktor
12
Zhu, Ke
12
Koop, Gary
11
Ling, Shiqing
11
Lucas, André
11
McAleer, Michael
11
Zakoïan, Jean-Michel
11
Baillie, Richard
10
Bauwens, Luc
10
Fan, Jianqing
10
Francq, Christian
10
Sun, Yixiao
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Franses, Philip Hans
9
Hafner, Christian M.
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Dong
9
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Journal of econometrics
5
Econometric theory
2
The review of economic studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
10
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1
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
2
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
3
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
4
The estimation of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
5
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
6
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
7
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
8
Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
Saved in:
9
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
10
Hypothesis testing in semiparametric and nonparametric models for econometric time series
Robinson, Peter M.
- In:
The review of economic studies
56
(
1989
)
4
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001073367
Saved in:
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