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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of regional science"
~subject:"ARCH model"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Theorie
Estimation theory
749
Schätztheorie
749
Theory
307
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Regression analysis
92
Regressionsanalyse
92
Statistical test
44
Statistischer Test
44
ARCH-Modell
35
Autocorrelation
32
Autokorrelation
32
Estimation
32
Schätzung
32
Method of moments
25
Momentenmethode
25
Cointegration
24
Kointegration
24
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24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Statistical theory
23
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23
Panel
22
Panel study
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Heteroscedasticity
14
Heteroskedastizität
14
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14
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14
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14
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332
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Collection of articles of several authors
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Aufsatz in Zeitschrift
332
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332
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Linton, Oliver
11
Lee, Lung-fei
7
Saikkonen, Pentti
7
Phillips, Peter C. B.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chan, Ngai Hang
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Chen, Xiaohong
3
Donald, Stephen G.
3
Ghysels, Eric
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
McMillen, Daniel P.
3
Nabeya, Seiji
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Yang, Lijian
3
Zakoïan, Jean-Michel
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Anselin, Luc
2
Arcones, Miguel A.
2
Atkinson, Scott Estes
2
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Econometric theory
Journal of regional science
Journal of econometrics
415
Economics letters
399
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
217
Econometric reviews
145
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
137
The review of economics and statistics
124
Oxford bulletin of economics and statistics
100
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The review of economic studies
61
International economic review
59
Applied economics
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
55
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
The econometrics journal
45
Journal of the Royal Statistical Society
41
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International economic journal
35
The Indian economic journal
35
International journal of forecasting
33
Journal of productivity analysis
32
Journal of empirical finance
28
Advances in econometrics
24
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
The journal of finance : the journal of the American Finance Association
24
Economic modelling
23
Journal of banking & finance
23
Journal of international money and finance
23
Economie & prévision : EP
22
The Pakistan development review : PDR
22
Journal of monetary economics
21
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ECONIS (ZBW)
332
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
3
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
4
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
5
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
6
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
7
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
8
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
9
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Saved in:
10
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
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