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Theory
Schätzung
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Phillips, Peter C. B.
221
Franses, Philip Hans
172
Härdle, Wolfgang
162
Koopman, Siem Jan
158
Pesaran, M. Hashem
158
Gil-Alaña, Luis A.
129
Caporale, Guglielmo Maria
125
McAleer, Michael
115
Kleijnen, Jack P. C.
109
Lütkepohl, Helmut
105
Heckman, James J.
100
Koop, Gary
93
Gouriéroux, Christian
86
Lucas, André
81
Marcellino, Massimiliano
80
Swanson, Norman R.
80
Granger, C. W. J.
79
Linton, Oliver
78
Teräsvirta, Timo
76
Engle, Robert F.
75
Dijk, Herman K. van
72
Robinson, Peter M.
72
Timmermann, Allan
70
Ghysels, Eric
69
Bauwens, Luc
65
Hautsch, Nikolaus
65
Herwartz, Helmut
65
Diebold, Francis X.
63
Harvey, Andrew C.
63
Sibbertsen, Philipp
63
Kilian, Lutz
62
Hendry, David F.
60
Kunst, Robert M.
60
Saikkonen, Pentti
60
Lux, Thomas
59
Gao, Jiti
58
Hyndman, Rob J.
58
Maravall Herrero, Agustín
58
Kapetanios, George
57
Breitung, Jörg
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Springer Fachmedien Wiesbaden
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Forschungsinstitut zur Zukunft der Arbeit
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Center for Economic Research <Tilburg>
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Umeå universitet
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Centre for Analytical Finance <Århus>
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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University of Exeter / Department of Economics
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Institut für Weltwirtschaft
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University of New England / Department of Econometrics
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Econometrisch Instituut <Rotterdam>
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Australian National University / Faculty of Economics and Commerce
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Centre for Quantitative Economics & Computing
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Universität Basel / Institut für Statistik und Ökonometrie
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Verlag Dr. Kovač
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Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Oxford / Institute of Economics and Statistics
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Friedrich-Schiller-Universität Jena
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University of Reading / Department of Economics
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Universität Mannheim
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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University of Strathclyde / Department of Economics
9
Centre for Economic Performance
8
Chambre de commerce et d'industrie de Paris
8
Deutsche Forschungsgemeinschaft
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Deutschland / Bundeswehr / Universität Hamburg
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Economics letters
845
Journal of econometrics
843
Working paper / National Bureau of Economic Research, Inc.
727
European journal of operational research : EJOR
643
NBER working paper series
561
NBER Working Paper
535
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
533
Econometric theory
469
Applied economics
445
Discussion paper / Centre for Economic Policy Research
438
International journal of forecasting
396
Discussion paper / Tinbergen Institute
382
Discussion paper series / IZA
357
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
357
Econometric reviews
346
Economic modelling
344
Journal of applied econometrics
318
Working paper
314
Journal of economic dynamics & control
312
CESifo working papers
311
Journal of forecasting
306
International journal of production research
304
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
278
Applied economics letters
250
The review of economics and statistics
245
Série des documents de travail / Centre de Recherche en Économie et Statistique
239
Europäische Hochschulschriften / 5
232
Discussion paper / Center for Economic Research, Tilburg University
210
Insurance / Mathematics & economics
206
SpringerLink / Bücher
202
Journal of international money and finance
201
Discussion paper
200
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
197
Computers & operations research : and their applications to problems of world concern ; an international journal
195
Oxford bulletin of economics and statistics
191
Computational economics
175
Journal of banking & finance
174
Journal of macroeconomics
169
IZA Discussion Paper
164
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ECONIS (ZBW)
59,775
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1
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1
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
2
Unobserved components with stochastic volatility in U.S. inflation :
estimation
and signal extraction
Li, Mengheng
;
Koopman, Siem Jan
-
2018
the observed time series. We develop a simulated maximum likelihood
estimation
method based on importance sampling and …
Persistent link: https://www.econbiz.de/10011809984
Saved in:
3
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
4
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
Saved in:
5
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
6
Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
considered for themodelling of economic time series. The focus of this paper is on thesimultaneous
estimation
of parameters …
Persistent link: https://www.econbiz.de/10011327834
Saved in:
7
Simulating bivariate stationary processes with scale-specific characteristics
Bašta, Milan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
22
(
2014
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10010401224
Saved in:
8
The analysis of stochastic volatility in the presence of daily realised measures
Koopman, Siem Jan
;
Scharth, Marcel
-
2011
Persistent link: https://www.econbiz.de/10010191086
Saved in:
9
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
Saved in:
10
Modeling exchange rate dynamics in Egypt : observed and unobserved volatility
Rofael, Dina
;
Hosni, Rana
- In:
Modern economy
6
(
2015
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011285372
Saved in:
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