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CREATES research paper
Journal of econometrics
1,905
Economics letters
1,167
Econometric theory
828
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
713
Econometric reviews
541
NBER Working Paper
451
CEMMAP working papers / Centre for Microdata Methods and Practice
439
NBER working paper series
434
IMF Working Papers
424
Discussion paper / Tinbergen Institute
388
Discussion paper series / IZA
373
Applied economics
370
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
370
Journal of the American Statistical Association : JASA
352
Working paper / National Bureau of Economic Research, Inc.
331
Applied economics letters
328
The econometrics journal
307
Economic modelling
284
Journal of applied econometrics
283
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
281
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
266
European journal of operational research : EJOR
256
Working paper
256
Série des documents de travail / Centre de Recherche en Économie et Statistique
255
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245
Oxford bulletin of economics and statistics
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Finance research letters
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206
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191
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185
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180
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ECONIS (ZBW)
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1
Treatment effects with many covariates and heteroskedasticity
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
-
2015
Persistent link: https://www.econbiz.de/10011327732
Saved in:
2
Testing for
heteroscedasticity
in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
4
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
Smooth transition patterns in the realized stock bond
correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003956890
Saved in:
7
Macro-finance determinants of the long-run stock-bond
correlation
: the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010346665
Saved in:
8
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
9
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition
correlation
GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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