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subject:"Germany"
subject:"Schätzung"
~person:"Nelson, Daniel B."
~subject:"Panel"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Germany
Schätzung
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Estimation theory
10
Schätztheorie
10
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9
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9
Zeitreihenanalyse
7
USA
3
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3
Volatility
2
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2
1926-1990
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Nelson, Daniel B.
Baltagi, Badi H.
40
Phillips, Peter C. B.
37
Gao, Jiti
28
Su, Liangjun
28
Linton, Oliver
25
Westerlund, Joakim
23
Lütkepohl, Helmut
21
Lee, Lung-fei
18
Leybourne, Stephen James
18
Pesaran, M. Hashem
18
Bai, Jushan
17
Hsiao, Cheng
17
Kumbhakar, Subal
17
Li, Qi
17
Teräsvirta, Timo
17
Johansen, Søren
16
Kapetanios, George
16
Taylor, Robert
16
Baillie, Richard
15
Harvey, Andrew C.
15
Robinson, Peter M.
15
Tauchen, George Eugene
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Jochmans, Koen
13
Koop, Gary
13
Perron, Pierre
13
Yu, Jihai
13
Cai, Zongwu
12
Kumar, Dilip
12
Zakoïan, Jean-Michel
12
Francq, Christian
11
Hayakawa, Kazuhiko
11
Li, Degui
11
Peng, Bin
11
Sun, Yixiao
11
Todorov, Viktor
11
White, Halbert
11
Xiao, Zhijie
11
Chen, Xiaohong
10
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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
3
Journal of econometrics
2
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001194795
Saved in:
2
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
3
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
Saved in:
4
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
5
Inequality constraints in the univariate GARCH model
Nelson, Daniel B.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 229-235
Persistent link: https://www.econbiz.de/10001124462
Saved in:
6
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
7
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
Saved in:
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