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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Lower Bounds in Hazard Estimat...
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Estimation theory
39
Schätztheorie
39
Theorie
27
Theory
27
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
3
ARCH-Modell
3
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2
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2
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2
1960-1994
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1962-1994
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English
41
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Teräsvirta, Timo
8
Karlsson, Sune
5
Eklund, Bruno
4
Gredenhoff, Mikael P.
4
Löthgren, Mickael
4
Brännström, Tomas
3
He, Changli
3
Jacobson, Tor
3
Skoglund, Jimmy
3
Hagerud, Gustaf E.
2
Tambour, Magnus
2
Vredin, Anders
2
Warne, Anders
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
1
Becker, Torbjörn
1
Björk, Tomas
1
Cassel, Claes-M.
1
Eitrhem, Øyvind
1
Eklöf, Jan A.
1
Jansen, Eilev S.
1
Johansson, Björn
1
Johansson, Per-Olov
1
Larsson, Rolf
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Lütkepohl, Helmut
1
Palme, Mårten
1
Rech, Gianluigi
1
Rydén, Tobias
1
Skalin, Joakim
1
Säfvenblad, Patrik
1
Wolters, Jürgen
1
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Ekonomiska forskningsinstitutet <Stockholm>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
561
National Bureau of Economic Research
485
International Monetary Fund (IMF)
246
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
134
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
122
Tilburg University, Center for Economic Research
98
EconWPA
95
School of Economics and Management, University of Aarhus
92
Cowles Foundation for Research in Economics, Yale University
86
Department of Econometrics and Business Statistics, Monash Business School
86
Econometric Society
79
Institute for the Study of Labor (IZA)
71
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
68
CentER for Economic Research, Universiteit van Tilburg
67
Tinbergen Instituut
64
Econometrisch Instituut, Faculteit der Economische Wetenschappen
61
London School of Economics (LSE)
61
Département de Sciences Économiques, Université de Montréal
58
National Bureau of Economic Research (NBER)
57
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
56
Tilburg University, School of Economics and Management
56
Department of Economics and Business, Universitat Pompeu Fabra
51
Department of Economics, Faculty of Business and Economics
45
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
44
Society for Computational Economics - SCE
42
Tinbergen Institute
42
C.E.P.R. Discussion Papers
41
Wisconsin Madison - Social Systems
41
Department of Economics, University of Washington
40
Faculty of Economics, University of Cambridge
40
The MIT Press
39
Federal Reserve Board (Board of Governors of the Federal Reserve System)
38
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
38
Institut für Schweizerisches Bankwesen <Zürich>
36
Centre for Microdata Methods and Practice (CEMMAP)
34
University of Rochester - Center for Economic Research (RCER)
34
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
33
Department of Economics, Oxford University
32
Graduate School of Business and Economics (GSBE), School of Business and Economics
31
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Working paper series in economics and finance
30
SSE EFI working paper series in economics and finance
6
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ECONIS (ZBW)
41
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1
A simple efficient GMM
estimator
of GARCH models
Skoglund, Jimmy
(
contributor
)
-
2001
-
[Elektronische Ressource]
estimator
to be consistent and asymptotically normal are established for the GARCH(1,1) conditional variance process. In …
Persistent link: https://www.econbiz.de/10001600059
Saved in:
2
Asymptotic properties of the maximum likelihood
estimator
of random effects models with serial correlation
Skoglund, Jimmy
(
contributor
);
Karlsson, Sune
(
contributor
)
-
2001
-
[Elektronische Ressource]
This paper considers the large sample behavior of the maximum likelihood
estimator
of random effects models with serial …
Persistent link: https://www.econbiz.de/10001600056
Saved in:
3
Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy
(
contributor
);
Karlsson, Sune
(
contributor
)
-
2001
-
[Elektronische Ressource]
idiosyncratic errors. A straightforward maximum likelihood
estimator
is derived and a coherent model selection strategy is suggested …
Persistent link: https://www.econbiz.de/10001600058
Saved in:
4
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas
-
1994
Persistent link: https://www.econbiz.de/10000893698
Saved in:
5
Are real wages and unemployment related?
Jacobson, Tor
;
Vredin, Anders
;
Warne, Anders
-
1994
Persistent link: https://www.econbiz.de/10000881787
Saved in:
6
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
7
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
8
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
9
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
10
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
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