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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Estimation theory"
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ARCH model
Estimation theory
Regressionsanalyse
Theorie
4,413
Theory
4,413
Schätztheorie
705
Time series analysis
696
Zeitreihenanalyse
696
Estimation
524
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524
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313
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312
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300
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238
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Phillips, Peter C. B.
24
Linton, Oliver
18
Lee, Lung-fei
15
Saikkonen, Pentti
12
Li, Qi
11
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Gouriéroux, Christian
9
Baltagi, Badi H.
8
Park, Joon Y.
8
White, Halbert
8
Baillie, Richard
7
Davidson, James E. H.
7
Hong, Yongmiao
7
Härdle, Wolfgang
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Whang, Yoon-jae
7
Bai, Jushan
6
Chambers, Marcus J.
6
Chib, Siddhartha
6
Donald, Stephen G.
6
Granger, C. W. J.
6
Hallin, Marc
6
Lütkepohl, Helmut
6
Ng, Serena
6
Perron, Pierre
6
Swanson, Norman R.
6
Teräsvirta, Timo
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Galvão Júnior, Antônio Fialho
5
Ghysels, Eric
5
Hidalgo, Javier
5
Horowitz, Joel
5
Hsiao, Cheng
5
King, Maxwell L.
5
Kohn, Robert
5
Magnus, Jan R.
5
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HFDF <1, 1995, Zürich>
1
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Econometric theory
Economic modelling
Journal of econometrics
Journal of empirical finance
Economics letters
471
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Econometric reviews
198
Journal of applied econometrics
181
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Discussion paper / Tinbergen Institute
135
The review of economics and statistics
135
Oxford bulletin of economics and statistics
122
Applied economics
120
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
120
International journal of forecasting
111
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110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Working paper / National Bureau of Economic Research, Inc.
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
99
Statistical papers
98
CORE discussion paper : DP
93
Discussion paper / Center for Economic Research, Tilburg University
93
Discussion paper series / IZA
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
SFB 649 discussion paper
72
The econometrics journal
68
Working paper
68
Working paper series
64
International economic review
63
Annales d'économie et de statistique
62
The review of economic studies
62
Discussion paper
61
Journal of economic dynamics & control
60
Metrika : international journal for theoretical and applied statistics
60
Technical working paper / National Bureau of Economic Research
60
Cowles Foundation discussion paper
57
Journal of banking & finance
57
American journal of agricultural economics
55
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ECONIS (ZBW)
1,047
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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
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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
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
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
Saved in:
5
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:
6
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
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7
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:
8
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:
9
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:
10
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
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