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Efficient two-step estimation...
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Schätztheorie
15,689
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13,700
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13,700
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9,048
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6,486
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Gil-Alaña, Luis A.
176
Phillips, Peter C. B.
151
Gupta, Rangan
87
Franses, Philip Hans
86
Linton, Oliver
78
Lee, Lung-fei
69
Perron, Pierre
69
Zaremba, Adam
69
McAleer, Michael
68
Caporale, Guglielmo Maria
67
Taylor, Robert
66
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64
Li, Qi
64
Leybourne, Stephen James
61
Moosa, Imad A.
57
Tsionas, Efthymios G.
55
Robinson, Peter M.
54
Tiwari, Aviral Kumar
54
Andrews, Donald W. K.
52
Lütkepohl, Helmut
52
Pesaran, M. Hashem
52
Gao, Jiti
50
Gouriéroux, Christian
50
Su, Liangjun
50
Ullah, Aman
50
Newey, Whitney K.
49
Ghysels, Eric
48
Koopman, Siem Jan
48
Teräsvirta, Timo
48
Harvey, Andrew C.
46
Hendry, David F.
46
Koop, Gary
46
Bai, Jushan
43
White, Halbert
43
Dufour, Jean-Marie
42
Granger, C. W. J.
42
Kumbhakar, Subal
42
Chang, Tsangyao
41
Faff, Robert W.
41
Kapetanios, George
41
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Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
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American Finance Association
1
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutsche Bundesbank
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
Frontiers in Time Series Analysis Conference <2005, Olbia>
1
Granger Centre for Time Series Econometrics
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HFDF <1, 1995, Zürich>
1
Innovation Research Interchange
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Institut der Wirtschaftsprüfer in Deutschland / Arbeitsgruppe "Ermittlung des Basiszinssatzes in der Unternehmensbewertung"
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
1
Research Workshop on State of the Art and Future Research in Efficiency Analysis <2001, Odense>
1
Royal Economic Society / Annual Conference <2016, Brighton>
1
Royal Statistical Society
1
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierung
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Università cattolica del Sacro Cuore
1
Universität Konstanz
1
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Journal of econometrics
2,012
Economics letters
1,373
Econometric theory
883
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
868
International journal of forecasting
663
Econometric reviews
579
Applied economics
546
Economic modelling
457
Applied economics letters
421
Journal of banking & finance
412
Journal of forecasting
407
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
395
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
392
Journal of financial economics
366
Journal of the American Statistical Association : JASA
359
Journal of economic dynamics & control
352
Finance research letters
348
Journal of applied econometrics
345
The econometrics journal
324
Journal of empirical finance
310
The journal of finance : the journal of the American Finance Association
292
European journal of operational research : EJOR
278
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
276
Oxford bulletin of economics and statistics
268
The review of financial studies
265
Energy economics
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Computational economics
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International review of financial analysis
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Econometrics : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of economics and statistics
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International review of economics & finance : IREF
200
Journal of quantitative economics : official journal of the Indian Econometric Society
198
Journal of international money and finance
185
Applied financial economics
180
The North American journal of economics and finance : a journal of financial economics studies
174
Insurance / Mathematics & economics
168
Journal of risk and financial management : JRFM
164
Journal of financial and quantitative analysis : JFQA
159
Journal of monetary economics
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ECONIS (ZBW)
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1
Efficient two-step estimation via
targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
2
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
3
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
4
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
5
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
6
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
7
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui
;
Yin, Lianqian
;
Hou, Sizhe
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
Saved in:
8
Estimating C-
CAPM
and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
9
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
10
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
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