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isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
subject:"Welt"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"ARCH"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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15
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Agricultural economics : the journal of the International Association of Agricultural Economists
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Journal of econometrics
57
Econometric theory
35
Economics letters
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
22
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of time series econometrics
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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Using a functional approach to test trending volatility in the price of Mexican and international agricultural products
Guerrero, Santiago
;
Hernández del Valle, Gerardo
; …
- In:
Agricultural economics : the journal of the …
48
(
2017
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10011740505
Saved in:
2
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
3
Stationarity and memory of ARCH models
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001551010
Saved in:
4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
5
Beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000965945
Saved in:
6
Econometric estimation of a global spillover matrix for wheat varietal technology
Maredia, Mywish K.
- In:
Agricultural economics : the journal of the …
14
(
1996
)
3
,
pp. 159-173
Persistent link: https://www.econbiz.de/10001204357
Saved in:
7
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
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