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Schätzung
Estimation theory
77
Schätztheorie
77
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68
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64
Argentina
47
Statistical test
31
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31
Einkommensverteilung
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19
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16
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15
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quantile regression
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English
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Bera, Anil K.
11
Kim, Sangwhan
4
Montes-Rojas, Gabriel
2
Premaratne, Gamini
2
Sosa Escudero, Walter
2
Zincenko, Federico
2
Chae, Jiyoung
1
Dogan, Osman
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Doğan, Osman
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García, Philip
1
Higgins, Matthew Lawrence
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Roh, Jae-sun
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
5
CIBER working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Zincenko, Federico
;
Sosa Escudero, Walter
; …
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10010461109
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2
Level-based estimation of dynamic panel models
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
;
Zincenko, …
- In:
Journal of econometric methods
9
(
2020
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012197292
Saved in:
3
Testing constancy of correlation with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
1996
Persistent link: https://www.econbiz.de/10000959739
Saved in:
4
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10001655807
Saved in:
5
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
2001
-
Rev.
Persistent link: https://www.econbiz.de/10001626756
Saved in:
6
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2001
-
Rev.
Persistent link: https://www.econbiz.de/10001605760
Saved in:
7
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2000
Persistent link: https://www.econbiz.de/10001534272
Saved in:
8
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
2000
Persistent link: https://www.econbiz.de/10001534279
Saved in:
9
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
10
Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.
;
García, Philip
;
Roh, Jae-sun
-
1998
Persistent link: https://www.econbiz.de/10000988606
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