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~isPartOf:"Econometric theory"
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ARCH model
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Theorie
4,373
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4,373
Schätztheorie
705
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Phillips, Peter C. B.
28
Linton, Oliver
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Saikkonen, Pentti
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Lee, Lung-fei
15
Lütkepohl, Helmut
14
Gouriéroux, Christian
11
Li, Qi
11
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Jong, Robert M. de
9
Koop, Gary
9
Park, Joon Y.
9
Swanson, Norman R.
9
White, Halbert
9
Baltagi, Badi H.
8
Davidson, James E. H.
8
Hong, Yongmiao
8
Johansen, Søren
8
Robinson, Peter M.
8
Baillie, Richard
7
Chib, Siddhartha
7
Corradi, Valentina
7
Gallant, A. Ronald
7
Granger, C. W. J.
7
Härdle, Wolfgang
7
Newey, Whitney K.
7
Perron, Pierre
7
Rahbek, Anders
7
Sentana, Enrique
7
Whang, Yoon-jae
7
Bai, Jushan
6
Chambers, Marcus J.
6
Diebold, Francis X.
6
Donald, Stephen G.
6
Hallin, Marc
6
Hsiao, Cheng
6
Kohn, Robert
6
Leybourne, Stephen James
6
Ng, Serena
6
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Econometric theory
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363
European journal of operational research : EJOR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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157
Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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The review of economics and statistics
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Quantitative finance
142
Research paper series / Swiss Finance Institute
141
Risks : open access journal
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
1,500
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1
A note on the convergence of nonparametric DEA estimators for production
efficiency
scores
Kneip, Alois
;
Park, Byeong U.
;
Simar, Léopold
- In:
Econometric theory
14
(
1998
)
6
,
pp. 783-793
Persistent link: https://www.econbiz.de/10001352168
Saved in:
2
A simplification of the Kopp-Diewert method of decomposing cost
efficiency
and some implications
Mensah, Yaw M.
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
Saved in:
3
Time-varying
efficiency
in food and energy markets : evidence and implications
Jebabli, Ikram
;
Roubaud, David
- In:
Economic modelling
70
(
2018
),
pp. 97-114
Persistent link: https://www.econbiz.de/10012027818
Saved in:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
6
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
7
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
8
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
10
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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