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Estimation theory
Theorie
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610,697
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Estimation
124,933
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Pesaran, M. Hashem
95
Phillips, Peter C. B.
95
Linton, Oliver
87
Härdle, Wolfgang
86
Gouriéroux, Christian
70
McAleer, Michael
58
Gao, Jiti
54
Andrews, Donald W. K.
51
Newey, Whitney K.
49
Franses, Philip Hans
48
Swanson, Norman R.
48
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46
Diebold, Francis X.
45
Heckman, James J.
44
Robinson, Peter M.
42
Zakoïan, Jean-Michel
42
Ullah, Aman
40
Koopman, Siem Jan
39
Lütkepohl, Helmut
39
Teräsvirta, Timo
39
Francq, Christian
38
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38
Kapetanios, George
38
Koop, Gary
38
Dufour, Jean-Marie
37
Imbens, Guido
37
Kohn, Robert
36
Hsiao, Cheng
35
Krämer, Walter
35
Engle, Robert F.
34
Horowitz, Joel
34
Lechner, Michael
34
Li, Qi
34
Sentana, Enrique
34
Winkelmann, Rainer
34
Hafner, Christian M.
32
Lucas, André
32
Monfort, Alain
32
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31
Bera, Anil K.
31
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National Bureau of Economic Research
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22
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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International Energy Agency
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OECD
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University of Exeter / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Centre for Analytical Finance <Århus>
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Microdata Methods and Practice <London>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Organisation for Economic Co-operation and Development
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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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Universitetet i Oslo / Økonomisk institutt
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics
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Econometrisch Instituut <Rotterdam>
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Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Australian National University / Faculty of Economics and Commerce
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3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Journal of econometrics
741
Economics letters
542
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
376
Econometric theory
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
225
Série des documents de travail / Centre de Recherche en Économie et Statistique
172
Journal of applied econometrics
162
Discussion paper / Tinbergen Institute
151
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Oxford bulletin of economics and statistics
112
Discussion paper / Center for Economic Research, Tilburg University
106
Discussion paper series / IZA
106
Applied economics
101
Working paper / National Bureau of Economic Research, Inc.
101
CEMMAP working papers / Centre for Microdata Methods and Practice
91
The econometrics journal
90
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
82
Journal of forecasting
81
Economic modelling
76
Working paper
76
Applied economics letters
73
NBER Working Paper
70
Insurance / Mathematics & economics
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Working paper series
67
International journal of forecasting
66
The review of economic studies
65
Journal of the American Statistical Association : JASA
64
Journal of empirical finance
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
63
Discussion paper
62
International economic review
61
Journal of banking & finance
61
SFB 649 discussion paper
61
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ECONIS (ZBW)
17,221
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1
Risk
estimation
with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
2
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
GARCH
models in value at risk
estimation
: empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
Saved in:
4
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012488824
Saved in:
5
On the devolatised returns and dynamic conditional correlations
GARCH
modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
6
Modeling the dependence of conditional correlations on market
volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
7
Confidence intervals for conditional tail risk measures in ARMA-
GARCH
models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
8
Local-linear
estimation
of time-varying-parameter
garch
models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
9
Three essays on modeling conditional
correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
10
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high
volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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