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Estimation theory
136
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136
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Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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Kristensen, Dennis
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Podolskij, Mark
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Cattaneo, Matias D.
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Jansson, Michael
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Christensen, Bent Jesper
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Christensen, Kim
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Varneskov, Rasmus Tangsgaard
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Hillebrand, Eric
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Lunde, Asger
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Santucci de Magistris, Paolo
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Silvennoinen, Annastiina
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Taylor, Robert
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Bennedsen, Mikkel
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Kanaya, Shin
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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CREATES research paper
Journal of econometrics
1,793
Economics letters
1,057
Econometric theory
731
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
649
Econometric reviews
472
NBER Working Paper
393
CEMMAP working papers / Centre for Microdata Methods and Practice
367
NBER working paper series
360
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
350
Journal of the American Statistical Association : JASA
326
Discussion paper / Tinbergen Institute
323
The econometrics journal
276
Working paper / National Bureau of Economic Research, Inc.
264
European journal of operational research : EJOR
261
Série des documents de travail / Centre de Recherche en Économie et Statistique
244
Journal of applied econometrics
229
Cowles Foundation discussion paper
228
Applied economics letters
225
Discussion paper series / IZA
221
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
206
Discussion paper
202
Applied economics
200
Oxford bulletin of economics and statistics
196
Discussion paper / Center for Economic Research, Tilburg University
190
International journal of forecasting
188
Working paper / Department of Econometrics and Business Statistics, Monash University
182
Physica A: Statistical Mechanics and its Applications
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Working paper
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The review of economics and statistics
171
Journal of quantitative economics : official journal of the Indian Econometric Society
170
Economic modelling
169
Econometrics : open access journal
158
Journal of forecasting
144
Insurance / Mathematics & economics
141
Working paper series
139
CESifo working papers
136
Quantitative economics : QE ; journal of the Econometric Society
135
CORE discussion paper : DP
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ECONIS (ZBW)
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
3
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
4
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
5
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
6
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
7
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
8
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
9
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
10
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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