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~subject:"Estimation theory"
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Estimation theory
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Phillips, Peter C. B.
136
Härdle, Wolfgang
76
Pesaran, M. Hashem
75
Gao, Jiti
73
Gouriéroux, Christian
66
Franses, Philip Hans
61
Koopman, Siem Jan
60
Lütkepohl, Helmut
54
Swanson, Norman R.
53
Linton, Oliver
52
McAleer, Michael
52
Johansen, Søren
50
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49
Teräsvirta, Timo
48
Newey, Whitney K.
46
Robinson, Peter M.
44
Diebold, Francis X.
42
Giles, David E. A.
41
Nielsen, Morten Ørregaard
40
Kapetanios, George
39
Lucas, André
39
Baltagi, Badi H.
37
Koop, Gary
37
Engle, Robert F.
36
Granger, C. W. J.
36
Stock, James H.
36
Zakoïan, Jean-Michel
36
Imbens, Guido
35
Perron, Pierre
34
Krämer, Walter
33
Monfort, Alain
33
Nelson, Daniel B.
33
Bera, Anil K.
32
Brännäs, Kurt
32
Haldrup, Niels
32
Li, Qi
32
Ghysels, Eric
31
Harvey, Andrew C.
31
Sibbertsen, Philipp
31
Ullah, Aman
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National Bureau of Economic Research
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24
European University Institute / Department of Economics
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Centre for Quantitative Economics & Computing
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Universitetet i Oslo / Økonomisk institutt
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Centre for Microdata Methods and Practice <London>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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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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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Chambre de commerce et d'industrie de Paris
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Institut für Weltwirtschaft
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European University Institute / Department of Law
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London School of Economics and Political Science
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Journal of econometrics
681
Economics letters
473
Econometric theory
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
209
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Discussion paper / Tinbergen Institute
162
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
112
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Center for Economic Research, Tilburg University
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
International journal of forecasting
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
CORE discussion paper : DP
81
Journal of forecasting
81
Applied economics
80
Statistical papers
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Cowles Foundation discussion paper
74
CREATES research paper
71
The econometrics journal
71
Technical working paper / National Bureau of Economic Research
67
Working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
The review of economic studies
63
International economic review
60
SFB 649 discussion paper
59
Metrika : international journal for theoretical and applied statistics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Annales d'économie et de statistique
57
Applied economics letters
57
American journal of agricultural economics
54
Economic modelling
54
Discussion paper series / IZA
52
Econometrics : open access journal
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ECONIS (ZBW)
14,320
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1
Nonlinear time series with long memory : a model for stochastic
volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
5
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:
6
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
7
Modeling the persistence of conditional
volatility
with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
8
Nonlinear time series with long memory : a model for stochastics
volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
9
Improving GARCH
volatility
forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
10
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
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