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Estimation
Theorie
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Pesaran, M. Hashem
101
Caporale, Guglielmo Maria
92
Gil-Alaña, Luis A.
81
McAleer, Michael
63
Heckman, James J.
62
Härdle, Wolfgang
60
Gao, Jiti
56
Marcellino, Massimiliano
56
Gupta, Rangan
54
Koopman, Siem Jan
54
Hautsch, Nikolaus
53
Linton, Oliver
51
Herwartz, Helmut
50
Diebold, Francis X.
49
Blundell, Richard W.
45
Kumbhakar, Subal
45
Berg, Gerard J. van den
44
Kapetanios, George
42
Timmermann, Allan
41
Bollerslev, Tim
40
Koop, Gary
38
Lütkepohl, Helmut
38
Belzil, Christian
36
Phillips, Peter C. B.
36
Pierdzioch, Christian
36
Engle, Robert F.
35
Acemoglu, Daron
34
Kilian, Lutz
34
Schorfheide, Frank
34
Egger, Peter
33
Serletis, Apostolos
33
Rubio-Ramírez, Juan Francisco
31
Basu, Susanto
30
Clark, Todd E.
30
Jordà, Òscar
30
Engel, Charles
29
Liesenfeld, Roman
29
Semmler, Willi
29
Todorov, Viktor
29
Attanasio, Orazio P.
28
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National Bureau of Economic Research
533
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
14
OECD
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Umeå universitet
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Verlag Dr. Kovač
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Institut für Höhere Studien
10
International Energy Agency
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Trinity College Dublin / Department of Economics
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Universität Mannheim
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Friedrich-Schiller-Universität Jena
9
Centre for Analytical Finance <Århus>
8
Centre for Economic Performance
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Federal Reserve System / Division of Research and Statistics
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University of Reading / Department of Economics
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Centre for Economic Policy Research
7
Eric Cuvillier <Firma>
7
European University Institute / Department of Economics
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Goethe-Universität Frankfurt am Main
7
International Monetary Fund
7
Organisation for Economic Co-operation and Development
7
University of Exeter / Department of Economics
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Leibniz-Institut für Wirtschaftsforschung Halle
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Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
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Working paper / National Bureau of Economic Research, Inc.
568
NBER working paper series
504
NBER Working Paper
479
Applied economics
396
Discussion paper / Centre for Economic Policy Research
367
Journal of econometrics
367
Discussion paper series / IZA
330
Economics letters
322
Economic modelling
287
CESifo working papers
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Applied economics letters
244
Working paper
231
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
205
IZA Discussion Paper
182
Journal of international money and finance
169
Discussion paper / Tinbergen Institute
168
Journal of applied econometrics
168
Discussion paper
163
Energy economics
162
International review of economics & finance : IREF
161
Journal of banking & finance
155
Discussion papers / CEPR
153
Journal of economic dynamics & control
143
Journal of empirical finance
139
Finance research letters
137
Europäische Hochschulschriften / 5
132
Econometric reviews
125
Journal of macroeconomics
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Applied financial economics
118
International journal of forecasting
118
The review of economics and statistics
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
104
SpringerLink / Bücher
101
Journal of monetary economics
99
Macroeconomic dynamics
96
European economic review : EER
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Journal of international economics
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ECONIS (ZBW)
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1
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
2
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
3
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
4
A flexible dynamic correlation model
Baur, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003331350
Saved in:
5
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
6
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
7
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
8
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
9
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
10
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
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