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type_genre:"Sammelwerk"
~person:"Bandemer, Hans"
~person:"Basmann, Robert L."
~person:"Engle, Robert F."
~person:"Maddala, Gangadharrao S."
~person:"Trivedi, Pravin K."
~subject:"Theorie"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Theorie
Estimation theory
24
Schätztheorie
24
Theory
16
Time series analysis
7
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7
ARCH model
5
ARCH-Modell
5
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5
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4
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3
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3
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3
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1987-1988
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25
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9
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9
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Bandemer, Hans
Basmann, Robert L.
Engle, Robert F.
Maddala, Gangadharrao S.
Trivedi, Pravin K.
Härdle, Wolfgang
55
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Gouriéroux, Christian
24
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Newey, Whitney K.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
Vella, Francis
11
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11
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Discussion paper / Department of Economics, University of California San Diego
4
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3
Advanced texts in econometrics
2
Freiberger Forschungshefte / D
2
An Elgar reference collection
1
Chung-hua series of lectures by invited eminent economists
1
Journal of applied econometrics
1
Journal of econometrics
1
The international library of critical writings in econometrics
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ECONIS (ZBW)
16
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1
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10
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16
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date (oldest first)
1
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
2
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
3
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
4
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
5
Moment-based estimation of latent class models of event counts
Deb, Partha
;
Xia, Ming
;
Trivedi, Pravin K.
-
1998
Persistent link: https://www.econbiz.de/10000988762
Saved in:
6
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
7
Robust inference
Maddala, Gangadharrao S.
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000626998
Saved in:
8
Econometric models of event counts : special issue
Trivedi, Pravin K.
(
contributor
)
- In:
Journal of applied econometrics
12
(
1997
)
3
,
pp. 199-350
Persistent link: https://www.econbiz.de/10001223032
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
10
ARCH : selected readings
Engle, Robert F.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10013480116
Saved in:
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