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392
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392
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Phillips, Peter C. B.
37
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21
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18
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18
Linton, Oliver
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Koop, Gary
17
McAleer, Michael
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Lee, Lung-fei
16
Pesaran, M. Hashem
14
Andersen, Torben
13
Corradi, Valentina
13
Diebold, Francis X.
13
Chib, Siddhartha
12
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12
Patton, Andrew J.
12
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12
Taylor, Robert
12
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11
Hsiao, Cheng
11
Mykland, Per A.
11
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11
Renault, Eric
11
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11
Xiao, Zhijie
11
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10
Gallant, A. Ronald
10
Li, Qi
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Hong, Yongmiao
9
Kohn, Robert
9
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9
Maasoumi, Esfandiar
9
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
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2,189
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2,023
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2,012
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1,975
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1,960
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1,934
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1,914
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1,884
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
1,852
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1
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
2
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
3
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
4
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
5
Local polynomial estimators of the
volatility
function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
6
Estimation of stochastic
volatility
models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
7
The detection and estimation of long memory in stochastic
volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
8
Efficient method of moments estimation of a stochastic
volatility
model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
Saved in:
9
Dynamic equilibrium and
volatility
in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
10
Estimating continuous-time stochastic
volatility
models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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