//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
LARCH, leverage, and long memo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
24
Schätztheorie
24
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Theorie
12
Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Regression analysis
7
Regressionsanalyse
7
Autocorrelation
6
Autokorrelation
6
Cointegration
6
Kointegration
6
Panel
5
Panel study
5
Correlation
4
Estimation
4
Korrelation
4
Regional economics
4
Regionalökonomik
4
Räumliche Interaktion
4
Spatial autoregression
4
Spatial interaction
4
Statistical test
4
Statistischer Test
4
Heteroscedasticity
3
Heteroskedastizität
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Panel data
3
Schätzung
3
Asymptotic normality
2
Consistency
2
Cross-sectional dependence
2
Edgeworth expansion
2
Einheitswurzeltest
2
Increasingly many parameters
2
Induktive Statistik
2
Kleinste-Quadrate-Methode
2
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
54
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
40
Undetermined
16
Author
All
Robinson, Peter M.
35
Giraitis, Liudas
18
Distaso, Walter
7
Leipus, Remigijus
7
Abadir, Karim M.
4
Abadir, Karim Maher
3
Delgado, Miguel A.
3
Kokoszka, Piotr
3
Lee, Jungyoon
3
Phillips, Peter C. B.
3
Teyssière, Gilles
3
Gupta, Abhimanyu
2
Henry, Marc
2
Hualde, J.
2
Kapetanios, George
2
Magdalinos, Tassos
2
Paulauskas, Vygantas
2
Phillips, Peter C.B.
2
Rossi, Francesca
2
Surgailis, Donatas
2
Thawornkaiwong, Supachoke
2
Velasco, Carlos
2
Viano, Marie-Claude
2
Yajima, Yoshihiro
2
Cheng, Bing
1
Dalla, Violetta
1
Hidalgo, Javier
1
Iacone, Fabrizio
1
Kazakevicius, Vytautas
1
Kazakevičius, Vytautas
1
Li, Yufei
1
Marcellino, Massimiliano
1
Marinucci, Domenico
1
Yates, Anthony
1
more ...
less ...
Published in...
All
Journal of econometrics
LSE Research Online Documents on Economics
3,901
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe
90
London School of Economics - Centre for Labour Economics
76
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
42
Econometric theory
31
Econometrics papers
31
Journal of Econometrics
19
Suntory and Toyota International Centres for Economics and Related Disciplines
16
LSE STICERD Research Paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric Theory
12
STICERD - Econometrics Paper Series
11
Working Paper
11
Working paper
11
Statistics & Probability Letters
10
Stochastic Processes and their Applications
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Journal of Time Series Analysis
7
Cowles Foundation discussion paper
6
cemmap working paper
6
Cowles Foundation Discussion Paper
5
CORE Discussion Papers RP
4
Journal of Multivariate Analysis
4
Journal of applied econometrics
4
The econometrics journal
4
The review of economic studies
4
Cowles Foundation Discussion Papers
3
Bank of England Working Paper
2
Bank of England working papers
2
Discussion paper series / University of Essex, Department of Economics
2
Econometrica
2
Insurance / Mathematics & economics
2
Metrika
2
Post-Print / HAL
2
Statistical Inference for Stochastic Processes
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers / Bank of England
2
Advanced texts in econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
OLC EcoSci
15
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Renewal regime switching and stable limit laws
Leipus, Remigijus
;
Paulauskas, Vygantas
;
Surgailis, Donatas
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 299-327
Persistent link: https://www.econbiz.de/10003172792
Saved in:
2
Renewal regime switching and stable limit laws
Leipus, Remigijus
;
Paulauskas, Vygantas
;
Surgailis, Donatas
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 299-328
Persistent link: https://www.econbiz.de/10006750354
Saved in:
3
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10001731317
Saved in:
4
Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
Saved in:
5
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10006764510
Saved in:
6
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
7
Stability of random coefficient ARCH models and aggregation schemes
Kazakevičius, Vytautas
;
Leipus, Remigijus
;
Viano, …
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10001998915
Saved in:
8
Stability of random coefficient ARCH models and aggregation schemes
Kazakevicius, Vytautas
;
Leipus, Remigijus
;
Viano, …
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10006757759
Saved in:
9
Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M.
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10009666775
Saved in:
10
The estimation of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->