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Estimation theory
Theorie
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Theory
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Geldpolitik
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USA
54,157
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18,959
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Mathematische Optimierung
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Mathematical programming
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Malaysia
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Aktienmarkt
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Wirtschaftswachstum
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Economic growth
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Phillips, Peter C. B.
310
Pesaran, M. Hashem
184
Gao, Jiti
168
Härdle, Wolfgang
145
Linton, Oliver
144
Andrews, Donald W. K.
137
Newey, Whitney K.
127
Baltagi, Badi H.
112
McAleer, Michael
110
Chernozhukov, Victor
106
Chen, Xiaohong
100
Kapetanios, George
93
Imbens, Guido
92
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
82
Robinson, Peter M.
80
Koopman, Siem Jan
79
Ullah, Aman
79
Lee, Lung-fei
78
Wooldridge, Jeffrey M.
78
Lechner, Michael
75
Li, Qi
75
Su, Liangjun
74
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Sun, Yixiao
67
Dufour, Jean-Marie
66
Johansen, Søren
66
Sentana, Enrique
66
Teräsvirta, Timo
66
Cai, Zongwu
65
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National Bureau of Economic Research
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Umeå universitet
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OECD
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Deutsche Forschungsgemeinschaft
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Centre for Quantitative Economics & Computing
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London School of Economics and Political Science
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
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International Energy Agency
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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University of Western Australia / Department of Economics
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State University of New York at Albany / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Universitetet i Oslo / Økonomisk institutt
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Europäische Kommission / Statistisches Amt
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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European University Institute / Department of Law
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Journal of econometrics
1,751
Economics letters
989
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
631
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
366
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
319
Discussion paper / Tinbergen Institute
309
NBER working paper series
304
The econometrics journal
272
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
220
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
214
Applied economics letters
199
Discussion paper series / IZA
199
Oxford bulletin of economics and statistics
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
184
Applied economics
174
Discussion paper
170
Working paper / Department of Econometrics and Business Statistics, Monash University
170
Journal of quantitative economics : official journal of the Indian Econometric Society
168
International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
152
Economic modelling
139
CREATES research paper
136
Quantitative economics : QE ; journal of the Econometric Society
133
Discussion papers of interdisciplinary research project 373
129
Working paper series
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Journal of forecasting
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CORE discussion paper : DP
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Cowles Foundation Discussion Paper
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IZA Discussion Paper
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ECONIS (ZBW)
35,525
RePEc
14
BASE
10
ArchiDok
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EconStor
3
USB Cologne (EcoSocSci)
1
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1
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:
2
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
Saved in:
3
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:
4
On the dynamic interdependence of international stock markets : a Swiss perspective
Isakov, Dušan
;
Pérignon, Christophe
-
1999
Persistent link: https://www.econbiz.de/10001488308
Saved in:
5
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
6
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
7
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
8
Statistical analysis of risk surrogates for Hong Kong Hang Seng Index constituent stocks
Chan, Daniel P.
- In:
Asian economies
(
1991
),
pp. 77-93
Persistent link: https://www.econbiz.de/10001106220
Saved in:
9
Predicting index returns with morphological filters
Kanto, Antti J.
-
1995
Persistent link: https://www.econbiz.de/10000907558
Saved in:
10
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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