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type_genre:"Collection of articles of several authors"
~isPartOf:"The econometrics journal"
~subject:"ARCH model"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Capital income
Estimation theory
272
Schätztheorie
272
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
39
Zeitreihenanalyse
39
Statistical test
36
Statistischer Test
36
Theorie
31
Theory
31
Estimation
29
Schätzung
29
Induktive Statistik
19
Statistical inference
19
Instrumental variables
16
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Scientific modelling
16
Bootstrap approach
15
Bootstrap-Verfahren
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Statistical distribution
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ARCH-Modell
14
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Heteroscedasticity
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IV-Schätzung
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Method of moments
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Momentenmethode
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Collection of articles of several authors
Article in journal
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English
16
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Čížek, Pavel
2
Abadir, Karim Maher
1
Arvanitis, Stelios
1
Bianchi, Michele Leonardo
1
Coudin, Elise
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Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Fabozzi, Frank J.
1
Ginker, Tim
1
Hafner, Christian M.
1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Höchstötter, Markus
1
Kheifets, Igor L.
1
Kring, Sebastian
1
Lieberman, Offer
1
Liu, Hang
1
Mukherjee, Kanchan
1
Pedersen, Rasmus Søndergaard
1
Pong, Shiuyan
1
Preminger, Arie
1
Rahbek, Anders
1
Račev, Svetlozar T.
1
Shackleton, Mark B.
1
Spokojnyj, Vladimir G.
1
Storti, Giuseppe
1
Taylor, Stephen
1
Wang, Hansheng
1
Wu, Jilin
1
Xiao, Zhijie
1
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The econometrics journal
Journal of econometrics
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Econometric theory
36
Economics letters
30
Journal of empirical finance
27
Finance research letters
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
18
Journal of forecasting
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
15
Journal of risk
15
Journal of banking & finance
14
Journal of risk and financial management : JRFM
14
International journal of economics and financial issues : IJEFI
13
Economic modelling
12
Journal of financial econometrics
12
The European journal of finance
12
Applied economics
11
Computational economics
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Econometrics : open access journal
11
Journal of mathematical finance
11
Journal of time series econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Journal of financial economics
8
The review of financial studies
8
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
The journal of risk model validation
7
Annals of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Financial markets and portfolio management
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Insurance / Mathematics & economics
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International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
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International review of financial analysis
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Research in international business and finance
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ECONIS (ZBW)
16
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1
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:
2
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:
3
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
4
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
5
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
6
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
7
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
8
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
9
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
10
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
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