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isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Estimation"
~subject:"Schätzung"
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Volatility
Estimation
Schätzung
Estimation theory
309
Schätztheorie
309
Time series analysis
69
Zeitreihenanalyse
69
Theorie
64
Theory
64
Regression analysis
32
Regressionsanalyse
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Kumar, Dilip
4
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Lee, Jun-de
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1
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1
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Economic modelling
Applied economics
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
125
Econometric reviews
70
Applied economics letters
58
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Discussion papers / CEPR
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Econometrics : open access journal
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CREATES research paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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SFB 649 discussion paper
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The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
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1
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng
;
Mei, Chang-Lin
- In:
Economic modelling
94
(
2021
),
pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
Saved in:
7
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
8
New nonlinear estimators of the gravity equation
Mnasri, Ayman
;
Nechi, Salem
- In:
Economic modelling
95
(
2021
),
pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
Saved in:
9
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
10
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
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