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person:"Engle, Robert F."
type:"book"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of econometrics"
~person:"Imbens, Guido"
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Search: subject_exact:"Estimation theory"
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Estimation theory
12
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7
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Engle, Robert F.
Imbens, Guido
White, Halbert
21
Granger, C. W. J.
11
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5
Chen, Xiaohong
4
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Discussion paper / Department of Economics, University of California San Diego
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16
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15
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12
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ECONIS (ZBW)
12
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1
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
2
The regression discontinuity design : theory and applications
Imbens, Guido
(
contributor
);
Lemieux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003645484
Saved in:
3
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
4
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
5
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
7
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
8
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
Saved in:
9
Multivariate simultaneous generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000878056
Saved in:
10
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
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