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subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Modellierung"
~subject:"Monte Carlo simulation"
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Volatility
ARCH-Modell
Modellierung
Monte Carlo simulation
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
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Panel
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Panel study
39
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IV-Schätzung
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Čížek, Pavel
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Arvanitis, Stelios
1
Bai, Jushan
1
Baltagi, Badi H.
1
Bansal, Prateek
1
Breslaw, Jon A.
1
Cai, Michael
1
Chen, Haiqiang
1
Choi, Hwan-sik
1
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1
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1
Daziano, Ricardo A.
1
Deb, Partha
1
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1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Elliott, Robert J.
1
Guevara, Angelo
1
Götz, Thomas B.
1
Gørgens, Tue
1
Hafner, Christian M.
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Kang, Kyu Ho
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Kao, Chihwa
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Kejriwal, Mohitosh
1
Keshavarzzadeh, Vahid
1
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The econometrics journal
Journal of econometrics
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Economics letters
78
Econometric theory
70
Econometric reviews
66
Discussion paper / Tinbergen Institute
61
CEMMAP working papers / Centre for Microdata Methods and Practice
34
Economic modelling
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Journal of empirical finance
33
Computational economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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Econometrics : open access journal
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NBER Working Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Applied economics
25
International journal of forecasting
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
25
Applied economics letters
23
Journal of forecasting
22
Finance research letters
21
Quantitative finance
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
European journal of operational research : EJOR
19
Journal of financial econometrics
19
Journal of banking & finance
18
Journal of the American Statistical Association : JASA
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Journal of economic dynamics & control
17
Quantitative economics : QE ; journal of the Econometric Society
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
International journal of theoretical and applied finance
16
Journal of risk and financial management : JRFM
16
Journal of risk
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
Cowles Foundation discussion paper
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ECONIS (ZBW)
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1
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
2
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
4
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
5
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
6
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
7
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
8
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
9
Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
Saved in:
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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