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Estimation theory
Theorie
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Theory
605,917
USA
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43,796
Volatility
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40,098
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38,953
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17,059
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16,927
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Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
163
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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National Bureau of Economic Research
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39
European University Institute / Department of Economics
26
Umeå universitet
26
University of New England / Department of Econometrics
23
OECD
22
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Deutsche Forschungsgemeinschaft
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Centre for Quantitative Economics & Computing
15
London School of Economics and Political Science
15
University of Exeter / Department of Economics
14
Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Basel / Institut für Statistik und Ökonometrie
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Federal Reserve System / Division of Research and Statistics
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Weltwirtschaft
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International Energy Agency
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Forschungsinstitut zur Zukunft der Arbeit
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
University of Western Australia / Department of Economics
9
State University of New York at Albany / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Universitetet i Oslo / Økonomisk institutt
8
Europäische Kommission / Statistisches Amt
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
European University Institute / Department of Law
6
Suntory-Toyota International Centre for Economics and Related Disciplines
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
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Journal of econometrics
1,638
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
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
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
298
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
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
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
165
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
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ECONIS (ZBW)
34,982
RePEc
14
BASE
10
ArchiDok
4
EconStor
2
USB Cologne (EcoSocSci)
1
Showing
81
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81
Trade flows and real exchange-rate
volatility
: an application of cointegration and error-correction modeling
Arize, Augustine Chuck
- In:
The North American journal of economics and finance : a …
6
(
1995
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
Saved in:
82
Can speculative trading explain the volume-
volatility
relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
83
Regression with nonstationary
volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
Saved in:
84
Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
3
,
pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
Saved in:
85
Volatility
estimation with price quanta
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10001245919
Saved in:
86
Estimation of stochastic
volatility
models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
87
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
88
An empirical application of stochastic
volatility
models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
89
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
90
Volatilitätsanalyse mit dem Augmented GARCH-Modell
Specht, Katja
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001254557
Saved in:
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