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person:"Engle, Robert F."
type_genre:"Sammelwerk"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
17
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Engle, Robert F.
Phillips, Peter C. B.
90
Baltagi, Badi H.
65
Lee, Lung-fei
65
Linton, Oliver
63
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
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49
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47
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
35
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Perron, Pierre
32
Hsiao, Cheng
31
Krämer, Walter
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Giles, David E. A.
29
Chen, Xiaohong
28
Westerlund, Joakim
28
Schmidt, Peter
27
Zhang, Xinyu
27
Florens, Jean-Pierre
26
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26
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26
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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
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ECONIS (ZBW)
17
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
4
Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin
;
Engle, Robert F.
- In:
Jingji-lunwen
29
(
2001
)
2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001652987
Saved in:
5
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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6
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
Saved in:
7
Multivariate simultaneous generalized ARCH
Engle, Robert F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
Saved in:
8
ARCH : selected readings
Engle, Robert F.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10013480116
Saved in:
9
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
10
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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