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isPartOf:"Economic modelling"
subject:"Volatility"
~subject:"Maximum likelihood estimation"
~subject:"Stochastic process"
~subject:"Theory"
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Volatility
Maximum likelihood estimation
Stochastic process
Theory
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
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Cointegration
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Kointegration
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Kumar, Dilip
4
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Arndt, Channing
1
Barten, Anton P.
1
Beqiraj, Elton
1
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1
Bradley, John
1
Bu, Ruijun
1
Castillo B., Paul
1
Cheng, Jie
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
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1
Di Pietro, Marco
1
Dridi, Ichrak
1
Escribano, Álvaro
1
Felici, Francesco
1
Feng, Yuanhua
1
FitzGerald, John D.
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Guerini, Mattia
1
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1
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Hatemi-J, Abdulnasser
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1
Jayasinghe, Prabhath
1
Karul, Cagin
1
Kashyap, A. K.
1
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1
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Economic modelling
Journal of econometrics
565
Economics letters
435
Econometric theory
313
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Econometric reviews
170
Série des documents de travail / Centre de Recherche en Économie et Statistique
165
Journal of applied econometrics
142
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Discussion paper / Tinbergen Institute
127
The review of economics and statistics
124
Oxford bulletin of economics and statistics
104
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of forecasting
61
The review of economic studies
61
International economic review
60
Applied economics
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Working paper series
56
American journal of agricultural economics
54
Discussion paper series / IZA
54
Technical working paper / National Bureau of Economic Research
54
Cowles Foundation discussion paper
51
The econometrics journal
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
CREATES research paper
46
SFB 649 discussion paper
45
Working paper
45
Europäische Hochschulschriften / 5
44
Journal of economic dynamics & control
44
Journal of the Royal Statistical Society
41
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1
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:
2
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:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
5
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
Saved in:
6
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
7
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
8
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
9
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
10
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
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