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Search: subject_exact:"Time series analysis"
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Time series analysis
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ECONIS (ZBW)
35
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1
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
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2
Econometric methods for endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George
;
Rust, John
-
2002
Persistent link: https://www.econbiz.de/10001689107
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3
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001450276
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4
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
5
Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong
;
Chinn, Menzie David
-
1996
Persistent link: https://www.econbiz.de/10001590483
Saved in:
6
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
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7
Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
;
Den Haan, Wouter J.
-
1995
Persistent link: https://www.econbiz.de/10000934956
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
9
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
10
Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
-
1994
Persistent link: https://www.econbiz.de/10000889238
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