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~isPartOf:"Econometric theory"
~subject:"ARCH-Modell"
~subject:"Heteroscedasticity"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
Heteroscedasticity
Statistische Verteilung
Zeitreihenanalyse
Theorie
715
Theory
715
Estimation theory
285
Schätztheorie
285
Time series analysis
190
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Phillips, Peter C. B.
12
Saikkonen, Pentti
9
Hong, Yongmiao
8
Linton, Oliver
6
Taylor, Robert
6
Lütkepohl, Helmut
5
Robinson, Peter M.
5
Vogelsang, Timothy J.
5
Abadir, Karim Maher
4
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
Florens, Jean-Pierre
3
Gao, Jiti
3
Grégoir, Stéphane
3
He, Changli
3
Horváth, Lajos
3
Larsson, Rolf
3
Leipus, Remigijus
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Rodrigues, Paulo M. M.
3
Teräsvirta, Timo
3
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
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Econometric theory
Journal of econometrics
455
International journal of forecasting
416
Economics letters
380
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
338
Journal of forecasting
281
Discussion paper / Tinbergen Institute
263
Econometric reviews
204
Applied economics
197
Economic modelling
167
Insurance / Mathematics & economics
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Journal of applied econometrics
151
Working paper
143
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
142
Working paper / National Bureau of Economic Research, Inc.
136
Journal of empirical finance
126
Applied economics letters
121
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
115
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
114
Computational economics
108
Energy economics
107
Finance research letters
105
Journal of economic dynamics & control
104
Journal of banking & finance
99
European journal of operational research : EJOR
97
NBER Working Paper
97
Tinbergen Institute Discussion Paper
96
Risks : open access journal
95
CREATES research paper
94
NBER working paper series
94
Working paper / Department of Econometrics and Business Statistics, Monash University
90
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
87
The journal of futures markets
85
CESifo working papers
83
International review of financial analysis
81
The review of economics and statistics
81
Discussion paper / Centre for Economic Policy Research
77
Applied financial economics
76
The econometrics journal
73
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ECONIS (ZBW)
256
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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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