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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
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ARCH model
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Phillips, Peter C. B.
25
Linton, Oliver
18
Lee, Lung-fei
15
Saikkonen, Pentti
14
Li, Qi
12
Koop, Gary
11
Xiao, Zhijie
10
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9
Baltagi, Badi H.
9
Chen, Songnian
9
Park, Joon Y.
9
Perron, Pierre
9
Bai, Jushan
8
Gouriéroux, Christian
8
Hong, Yongmiao
8
Magnus, Jan R.
8
White, Halbert
8
Chib, Siddhartha
7
Hallin, Marc
7
Härdle, Wolfgang
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Whang, Yoon-jae
7
Chambers, Marcus J.
6
Davidson, James E. H.
6
Donald, Stephen G.
6
Gallant, A. Ronald
6
Galvão Júnior, Antônio Fialho
6
Kohn, Robert
6
Lütkepohl, Helmut
6
Ng, Serena
6
Swanson, Norman R.
6
Teräsvirta, Timo
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Choi, In
5
Diebold, Francis X.
5
Ghysels, Eric
5
Godfrey, L. G.
5
Granger, C. W. J.
5
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174
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120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
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93
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91
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83
SFB 649 discussion paper
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79
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78
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72
International economic review
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
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68
The review of economic studies
68
American journal of agricultural economics
67
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ECONIS (ZBW)
1,166
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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
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
4
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:
5
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:
6
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
7
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:
8
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:
9
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Saved in:
10
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
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