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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH model"
~subject:"Nonparametric statistics"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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ARCH model
Nonparametric statistics
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Estimation
464
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459
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450
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450
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321
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320
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305
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165
Cointegration
162
Kointegration
161
ARCH-Modell
146
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137
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677
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Linton, Oliver
27
Chen, Xiaohong
17
Li, Qi
13
Francq, Christian
12
Lewbel, Arthur
12
Robinson, Peter M.
12
Simar, Léopold
12
Gao, Jiti
11
Phillips, Peter C. B.
11
Florens, Jean-Pierre
10
Su, Liangjun
10
Chen, Songnian
9
Hoderlein, Stefan
9
Xiao, Zhijie
9
Zakoïan, Jean-Michel
9
Cai, Zongwu
8
Fan, Yanqin
8
Horowitz, Joel
8
Li, Degui
8
White, Halbert
8
Bollerslev, Tim
7
Hsiao, Cheng
7
Hu, Yingyao
7
Mammen, Enno
7
Sun, Yiguo
7
Lee, Sokbae
6
Park, Joon Y.
6
Racine, Jeffrey
6
Sasaki, Yuya
6
Todorov, Viktor
6
Breunig, Christoph
5
Delgado, Miguel A.
5
Dong, Chaohua
5
Hallin, Marc
5
Hidalgo, Javier
5
Jensen, Mark J.
5
Lavergne, Pascal
5
Li, Tong
5
Maheu, John M.
5
Xu, Ke-Li
5
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Journal of econometrics
Energy economics
302
Economics letters
254
Econometric theory
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Applied economics
220
Economic modelling
196
Finance research letters
188
Econometric reviews
170
Journal of empirical finance
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
International review of financial analysis
143
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of banking & finance
131
Research in international business and finance
131
Applied economics letters
129
International review of economics & finance : IREF
125
International journal of forecasting
123
The econometrics journal
118
Journal of the American Statistical Association : JASA
113
Journal of international financial markets, institutions & money
111
Journal of risk and financial management : JRFM
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Applied financial economics
110
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
108
Journal of forecasting
108
Journal of applied econometrics
96
Journal of financial econometrics : official journal of the Society for Financial Econometrics
88
The journal of futures markets
78
The European journal of finance
77
European journal of operational research : EJOR
70
International Journal of Energy Economics and Policy : IJEEP
67
Quantitative economics : QE ; journal of the Econometric Society
67
Computational economics
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Econometrics : open access journal
57
International journal of finance & economics : IJFE
53
International journal of economics and financial issues : IJEFI
51
Journal of international money and finance
49
Review of quantitative finance and accounting
49
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ECONIS (ZBW)
677
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1
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677
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1
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
2
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
3
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
4
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
5
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
Saved in:
6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
7
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
8
Estimation of treatment effects under endogenous heteroskedasticity
Abrevaya, Jason
;
Haiqing Xu
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 451-478
Persistent link: https://www.econbiz.de/10014434342
Saved in:
9
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai, Erwann
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
Saved in:
10
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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