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~person:"Engle, Robert F."
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Ökonometrik Schätzung
7
Großbritannien
2
Geldwertbewegung
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Engle, Robert F.
Lee, Lung-Fei
16
MacKinnon, James G.
13
Theil, Henri
13
White, Halbert
13
Ohtani, Kazuhiro
12
Amemiya, Takeshi
11
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11
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10
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10
Sargan, J. D.
10
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics, London School of Economics and Political Science, International Centre for Economics and Related Disciplines
1
Harvard Institute of Economic Research, Harvard University, Discussion Paper
1
International economic review
1
Journal of econometrics
1
The Canadian journal of economics
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ECONIS (ZBW)
7
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1
Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
Engle, Robert F.
-
1979
-
Rev.
Persistent link: https://www.econbiz.de/10002140403
Saved in:
2
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
4
,
pp. 987-1007
Persistent link: https://www.econbiz.de/10002140415
Saved in:
3
Exact maximum likelihood methods for dynamic regressions and band spectrum regressions
Engle, Robert F.
- In:
International economic review
21
(
1980
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10002140492
Saved in:
4
Small-sample properties of ARCH estimators and tests
Engle, Robert F.
;
Hendry, David F.
;
Trumble, David
- In:
The Canadian journal of economics
18
(
1985
)
1
,
pp. 66-93
Persistent link: https://www.econbiz.de/10002140801
Saved in:
5
Wald, likelihood ratio, and Lagrange multiplier tests in econometrics
Engle, Robert F.
-
1984
Persistent link: https://www.econbiz.de/10002140808
Saved in:
6
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
Watson, Mark W.
;
Engle, Robert F.
- In:
Journal of econometrics
23
(
1983
)
3
,
pp. 385-400
Persistent link: https://www.econbiz.de/10002973320
Saved in:
7
The EM algorithm for dynamic factor and MIMIC models
Watson, Mark W.
;
Engle, Robert F.
-
1982
Persistent link: https://www.econbiz.de/10002973351
Saved in:
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