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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
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Consistency of kernel variance estimators for sums of semiparametric linear processes
Davidson, James E. H.; Jong, Robert M. de - In: The econometrics journal 5 (2002) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10001683700
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ARMA representation of integrated and realized variances
Meddahi, Nour - In: The econometrics journal 6 (2003) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10001831259
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Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D. - In: The econometrics journal 14 (2011) 2, pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong; Zhang, Xinyu; Ma, Yanyuan; Zou, Guohua - In: The econometrics journal 24 (2021) 1, pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
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Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Zhang, Zhengyu; Liu, Bing - In: The econometrics journal 18 (2015) 2, pp. 242-273
Persistent link: https://www.econbiz.de/10011378496
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Semi-linear mode regression
Krief, Jerome M. - In: The econometrics journal 20 (2017) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10011757369
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Backfitting and smooth backfitting in varying coefficient quantile regression
Lee, Young K.; Mammen, Enno; Park, Byeong U. - In: The econometrics journal 17 (2014) 2, pp. 20-38
Persistent link: https://www.econbiz.de/10010498737
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Direct semi-parametric estimation of fixed effects panel data varying coefficient models
Rodríguez Poo, Juan Manuel; Soberon, Alexandra - In: The econometrics journal 17 (2014) 1, pp. 107-138
Persistent link: https://www.econbiz.de/10010498753
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Estimation of fixed effects panel data partially linear additive regression models
Ai, Chunrong; You, Jinhong; Zhou, Yong - In: The econometrics journal 17 (2014) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10010498756