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person:"Engle, Robert F."
type:"book"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Chen, Xiaohong"
~person:"Pesaran, M. Hashem"
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Search: subject_exact:"Estimation theory"
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Estimation theory
15
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8
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Engle, Robert F.
Chen, Xiaohong
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White, Halbert
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Discussion paper / Department of Economics, University of California San Diego
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Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001659348
Saved in:
2
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:
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
Improved rates and asymptotic normality for nonparametric neural network estimators
Chen, Xiaohong
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10010364335
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
8
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
9
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
Saved in:
10
Multivariate simultaneous generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000878056
Saved in:
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