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~isPartOf:"CORE discussion papers : DP"
~person:"Imbens, Guido"
~person:"Linton, Oliver"
~subject:"ARCH model"
~subject:"Schätztheorie"
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Imbens, Guido
Linton, Oliver
Hafner, Christian M.
9
Preminger, Arie
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Van Bellegem, Sébastien
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Bauwens, Luc
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Bouezmarni, Taoufik
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Storti, Giuseppe
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CORE discussion papers : DP
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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Cambridge working papers in economics
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Technical working paper / National Bureau of Economic Research
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric reviews
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Economics letters
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Evaluation of training and other social programmes
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Handbook of financial time series
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
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An almost closed form estimator for the EGARCH model
Hafner, Christian M.
;
Linton, Oliver
-
2013
Persistent link: https://www.econbiz.de/10010203383
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