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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Time series analysis
ARCH-Modell
Estimation theory
546
Schätztheorie
546
Theorie
170
Theory
170
Nichtparametrisches Verfahren
94
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94
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87
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Bibinger, Markus
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SFB 649 discussion paper
Oxford bulletin of economics and statistics
The econometrics journal
Journal of econometrics
337
Econometric theory
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
148
Discussion paper / Tinbergen Institute
103
Econometric reviews
93
International journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
64
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
54
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of time series econometrics
41
Cowles Foundation discussion paper
40
NBER Working Paper
40
Economic modelling
39
Applied economics
38
Computational economics
36
Journal of the American Statistical Association : JASA
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of applied econometrics
31
Journal of empirical finance
31
EUI working paper / ECO
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
NBER working paper series
27
LSE STICERD Research Paper
25
Working paper series
25
Discussion paper / Centre for Economic Forecasting
24
Discussion paper / Center for Economic Research, Tilburg University
23
Umeå economic studies
23
Technical working paper / National Bureau of Economic Research
22
Working paper
22
Cowles Foundation Discussion Paper
21
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ECONIS (ZBW)
95
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
4
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
5
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
6
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
7
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
8
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
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9
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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