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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
489
Schätztheorie
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289
Time series analysis
74
Zeitreihenanalyse
74
Estimation
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Arellano, Manuel
2
Bai, Jushan
2
Kim, Jong-Min
2
Li, Jia
2
Phillips, Peter C. B.
2
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1
Ahsan, Tanveer
1
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1
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1
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1
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1
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1
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1
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1
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1
Hu, Luojia
1
Hung, Jui-cheng
1
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1
Jacod, Jean
1
Jobert, Thomas
1
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1
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1
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1
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1
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1
Mishra, Vinod
1
Moon, Hyungsik Roger
1
Moral-Benito, Enrique
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Applied economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
85
Discussion paper / Tinbergen Institute
54
The econometrics journal
53
Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
40
Economic modelling
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Discussion paper series / IZA
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CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
29
CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Journal of empirical finance
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Cambridge working papers in economics
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Cowles Foundation discussion paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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NBER Working Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of forecasting
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Journal of risk and financial management : JRFM
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Working paper
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Computational economics
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NBER working paper series
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Quantitative economics : QE ; journal of the Econometric Society
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Finance research letters
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Journal of banking & finance
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Journal of financial econometrics
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Quantitative finance
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CESifo Working Paper Series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
Saved in:
4
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
5
Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita
;
Mishra, Vinod
- In:
Applied economics
50
(
2018
)
3
,
pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
Saved in:
6
The impact of financial liberalization on capital structure adjustment in Pakistan : a doubly censored modelling
Ahsan, Tanveer
;
Qureshi, Muhammad Azeem
- In:
Applied economics
49
(
2017
)
41
,
pp. 4148-4160
Persistent link: https://www.econbiz.de/10011820038
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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