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isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
subject:"Welt"
~isPartOf:"Econometric reviews"
~subject:"ARCH model"
~subject:"ARCH"
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Search: subject_exact:"Estimation theory"
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Welt
ARCH model
ARCH
Estimation theory
449
Schätztheorie
449
Theorie
133
Theory
133
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Regression analysis
64
Regressionsanalyse
64
Estimation
58
Schätzung
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56
Panel study
56
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Method of moments
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Momentenmethode
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Autocorrelation
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Maximum likelihood estimation
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18
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18
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Teräsvirta, Timo
3
Amado, Cristina
1
Bermudez, P. de Zea
1
Bravo, Francesco
1
Byerlee, Derek
1
Catani, Paul
1
Chua, Chew Lian
1
Fermanian, Jean-David
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Galbraith, John W.
1
Guerrero, Santiago
1
Halunga, Andreea G.
1
Hernández del Valle, Gerardo
1
Heuvel, Edwin R. van den
1
Jacho-Chávez, David T.
1
Jensen, Søren Tolver
1
Juárez-Torres, Miriam
1
Khanna, Neha
1
Lange, Theis
1
Li, Chenxue
1
Maredia, Mywish K.
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Orme, Chris D.
1
Peng, Liang
1
Plassmann, Florenz
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1
Rahbek, Anders
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Regis, Marta
1
Savva, Christos S.
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Serra, Paulo
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Silvennoinen, Annastiina
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Veiga, Helena
1
Wang, Xuexin
1
Ward, Richard
1
Yin, Meiqun
1
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Agricultural economics : the journal of the International Association of Agricultural Economists
Econometric reviews
Journal of econometrics
57
Econometric theory
35
Economics letters
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Discussion paper / Tinbergen Institute
22
Applied economics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of empirical finance
15
The econometrics journal
14
Economic modelling
13
International journal of forecasting
13
Applied economics letters
12
CREATES research paper
12
Finance research letters
12
Journal of forecasting
12
Journal of risk
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of applied econometrics
10
Journal of banking & finance
10
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
CORE discussion papers : DP
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
The North American journal of economics and finance : a journal of financial economics studies
9
CESifo working papers
8
Computational economics
8
Econometrics : open access journal
8
IMF working papers
8
Journal of financial econometrics
8
IMF working paper
7
Journal of mathematical finance
7
Cambridge working papers in economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
Cowles Foundation Discussion Paper
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
5
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
6
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
7
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
8
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
9
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
10
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
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