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Estimation theory
Schätztheorie
35,691
Zeitreihenanalyse
29,568
Time series analysis
28,483
Theorie
22,758
Theory
22,050
Schätzung
12,279
Estimation
12,043
ARCH-Modell
10,459
ARCH model
10,278
Volatilität
9,168
Volatility
9,035
Prognoseverfahren
8,300
Forecasting model
8,117
USA
5,004
United States
4,838
Regressionsanalyse
4,608
Regression analysis
4,580
Börsenkurs
4,244
Share price
4,156
Kapitaleinkommen
4,089
Capital income
4,073
Nichtparametrisches Verfahren
4,019
Nonparametric statistics
3,889
Kointegration
2,946
Cointegration
2,894
Aktienmarkt
2,857
Stock market
2,820
Statistischer Test
2,475
Stochastischer Prozess
2,446
Statistical test
2,394
Stochastic process
2,380
Panel
2,354
Panel study
2,298
Konjunktur
2,259
VAR-Modell
2,251
Statistische Verteilung
2,249
Welt
2,244
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2,216
Bayes-Statistik
2,202
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Phillips, Peter C. B.
299
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
Baltagi, Badi H.
106
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
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
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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National Bureau of Economic Research
417
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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
16
Centre for Quantitative Economics & Computing
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London School of Economics and Political Science
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University of Exeter / Department of Economics
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
12
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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Organisation for Economic Co-operation and Development
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Birkbeck College / Department of Economics
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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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University of Chicago / Graduate School of Business
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Forschungsinstitut zur Zukunft der Arbeit
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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
5
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Journal of econometrics
1,639
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
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
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
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
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
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
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)
35,034
RePEc
14
BASE
10
ArchiDok
4
EconStor
3
USB Cologne (EcoSocSci)
1
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1
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
2
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
3
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
4
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
5
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
6
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.
;
Higgins, Matthew Lawrence
;
Lee, Sangkyu
-
1995
Persistent link: https://www.econbiz.de/10000911331
Saved in:
7
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
-
1993
Persistent link: https://www.econbiz.de/10000877974
Saved in:
8
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
9
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
10
A Tobit model with GARCH errors
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000960186
Saved in:
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