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~person:"Robinson, Peter M."
~subject:"ARCH model"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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ARCH model
Theory
Estimation theory
80
Schätztheorie
80
Theorie
30
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Regression analysis
10
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10
Autocorrelation
7
Autokorrelation
7
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7
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7
Estimation
6
Räumliche Interaktion
6
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6
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5
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5
Regional economics
5
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5
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5
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5
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5
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4
Edgeworth expansion
4
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3
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English
31
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Robinson, Peter M.
Härdle, Wolfgang
69
Pesaran, M. Hashem
57
Phillips, Peter C. B.
55
Gouriéroux, Christian
51
Andrews, Donald W. K.
47
Franses, Philip Hans
44
McAleer, Michael
43
Newey, Whitney K.
42
Zakoïan, Jean-Michel
40
Francq, Christian
36
Teräsvirta, Timo
36
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Heckman, James J.
30
Horowitz, Joel
29
Krämer, Walter
29
Baltagi, Badi H.
28
Engle, Robert F.
28
Linton, Oliver
28
Lütkepohl, Helmut
28
Brännäs, Kurt
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Diebold, Francis X.
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Stahlecker, Peter
24
Ullah, Aman
24
Bauwens, Luc
23
Lucas, André
23
White, Halbert
23
Winkelmann, Rainer
23
Hafner, Christian M.
22
Monfort, Alain
22
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Suntory and Toyota International Centres for Economics and Related Disciplines
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
The review of economic studies
2
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Journal of applied econometrics
1
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1
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1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
31
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31
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1
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
3
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
4
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
5
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
6
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
7
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
8
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
9
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
10
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
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