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~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Heteroscedasticity"
~subject:"Zeitreihenanalyse"
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ARCH model
Heteroscedasticity
Zeitreihenanalyse
Theorie
715
Theory
715
Estimation theory
285
Schätztheorie
285
Time series analysis
190
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Regression analysis
64
Regressionsanalyse
64
Statistical test
60
Statistischer Test
60
Einheitswurzeltest
56
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56
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42
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236
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Phillips, Peter C. B.
12
Saikkonen, Pentti
9
Hong, Yongmiao
7
Linton, Oliver
6
Lütkepohl, Helmut
5
Robinson, Peter M.
5
Taylor, Robert
5
Vogelsang, Timothy J.
5
Chambers, Marcus J.
4
Francq, Christian
4
Harris, David
4
Johansen, Søren
4
Jong, Robert M. de
4
Kokoszka, Piotr
4
Meitz, Mika
4
Park, Joon Y.
4
Rahbek, Anders
4
Wang, Qiying
4
Zakoïan, Jean-Michel
4
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
He, Changli
3
Horváth, Lajos
3
Leipus, Remigijus
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Teräsvirta, Timo
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Carrasco, Marine
2
Chen, Xiaohong
2
Chong, Terence Tai-Leung
2
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Econometric theory
Journal of econometrics
393
International journal of forecasting
382
Economics letters
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
298
Journal of forecasting
264
Discussion paper / Tinbergen Institute
211
Applied economics
179
Econometric reviews
172
Economic modelling
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
Journal of applied econometrics
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
131
Working paper
121
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
111
Journal of empirical finance
110
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
101
Energy economics
101
Computational economics
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
93
Journal of economic dynamics & control
90
CREATES research paper
88
Finance research letters
85
Working paper / Department of Econometrics and Business Statistics, Monash University
84
NBER Working Paper
76
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
74
NBER working paper series
74
Journal of banking & finance
73
CESifo working papers
71
The journal of futures markets
71
Oxford bulletin of economics and statistics
70
Journal of macroeconomics
69
The review of economics and statistics
68
Applied financial economics
67
International review of financial analysis
65
The econometrics journal
64
Cowles Foundation discussion paper
61
Discussion paper / Centre for Economic Policy Research
61
Série des documents de travail / Centre de Recherche en Économie et Statistique
61
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ECONIS (ZBW)
236
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1
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
2
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
3
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:
4
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
5
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric theory
35
(
2019
)
1
,
pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Saved in:
6
Asymptotic
theory
for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
7
Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
8
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
9
Unit root and cointegration testing : conference program
In:
Econometric theory
24
(
2008
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10003893876
Saved in:
10
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
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