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~isPartOf:"Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economics letters"
~isPartOf:"IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Diebold, Francis X."
~person:"Yu, Jun"
~subject:"Behavioral economics"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Schätzung"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
Discussion paper series / IZA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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Technical working paper / National Bureau of Economic Research
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4
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3
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3
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2
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
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Statistics Working Papers Series, Vol. , pp. -, 1997
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ECONIS (ZBW)
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1
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
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2
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
3
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
4
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
5
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
6
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
7
Fractional integration and interval prediction
Diebold, Francis X.
- In:
Economics letters
50
(
1996
)
3
,
pp. 305-313
Persistent link: https://www.econbiz.de/10001197813
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8
On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X.
- In:
Economics letters
35
(
1991
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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9
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1994
Persistent link: https://www.econbiz.de/10000920919
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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