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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
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ARCH model
Panel
Theorie
1,610
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1,610
Estimation theory
802
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802
Zeitreihenanalyse
677
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674
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466
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462
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267
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Francq, Christian
9
Phillips, Peter C. B.
8
Zakoïan, Jean-Michel
8
Westerlund, Joakim
7
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6
Su, Liangjun
6
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5
Gao, Jiti
5
Kapetanios, George
5
Lee, Lung-fei
5
Moon, Hyungsik Roger
5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Shin, Yongcheol
5
Xiao, Zhijie
5
Hallin, Marc
4
Hsiao, Cheng
4
Li, Guodong
4
Linton, Oliver
4
Paolella, Marc S.
4
Perron, Benoit
4
Wang, Wendun
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
Kao, Chihwa
3
Khalaf, Lynda
3
Kim, Donggyu
3
Lamarche, Carlos
3
Li, Kunpeng
3
Ng, Serena
3
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Journal of econometrics
Applied economics
227
Economic modelling
216
Economics letters
213
Energy economics
197
Applied economics letters
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Discussion paper series / IZA
139
CESifo working papers
137
Finance research letters
130
Discussion paper / Tinbergen Institute
113
International review of economics & finance : IREF
107
Econometric reviews
103
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101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Journal of empirical finance
93
The empirical economics letters : a monthly international journal of economics
91
International review of financial analysis
88
International journal of forecasting
84
The North American journal of economics and finance : a journal of financial economics studies
82
The econometrics journal
81
Journal of applied econometrics
76
Econometric theory
75
IZA Discussion Paper
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Research in international business and finance
71
International Journal of Energy Economics and Policy : IJEEP
70
Journal of risk and financial management : JRFM
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69
International journal of economics and financial issues : IJEFI
66
Journal of international financial markets, institutions & money
64
International journal of finance & economics : IJFE
60
IZA Discussion Papers
58
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56
CESifo Working Paper
54
International journal of economics and finance
54
The European journal of finance
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
Cogent economics & finance
50
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47
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ECONIS (ZBW)
289
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1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
4
Nonlinear IV unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 261-292
Persistent link: https://www.econbiz.de/10001703514
Saved in:
5
A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Wang, Shaoping
;
Wang, Peng
;
Yang, Jisheng
;
Li, Zinai
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10008661829
Saved in:
6
Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
Saved in:
7
The power of PANIC
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011348960
Saved in:
8
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
9
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
10
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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