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type_genre:"Article in journal"
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~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH model
Statistical test
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
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Linton, Oliver
5
Chan, Ngai Hang
4
Guggenberger, Patrik
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Zhang, Rongmao
3
Berkes, István
2
Francq, Christian
2
Hidalgo, Javier
2
Kristensen, Dennis
2
Li, Deyuan
2
Peng, Liang
2
Rahbek, Anders
2
Saikkonen, Pentti
2
Whang, Yoon-jae
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zheng, John Xu
2
Anderson, Theodore W.
1
Andrews, Beth
1
Andrews, Donald W. K.
1
Avarucci, Marco
1
Beckert, Walter
1
Bera, Anil K.
1
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1
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1
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1
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1
Delgado, Miguel A.
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Feng, Yuanhua
1
Gao, Feng
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1
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Econometric theory
Journal of econometrics
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometric reviews
69
Economics letters
69
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometrics : open access journal
28
Economic modelling
27
Journal of empirical finance
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of banking & finance
22
Applied economics letters
21
Finance research letters
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
20
International journal of forecasting
19
Journal of financial econometrics
19
Journal of time series econometrics
19
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Computational economics
13
Journal of risk
13
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
11
Insurance / Mathematics & economics
9
Journal of mathematical finance
9
Quantitative finance
9
The review of economic studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial economics
8
The review of financial studies
8
Cambridge working papers in economics
7
European journal of operational research : EJOR
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ECONIS (ZBW)
78
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78
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
4
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
5
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
6
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
7
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
8
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
9
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
10
Testing generalized regression monotonicity
Hsu, Yu-Chin
;
Liu, Chu-An
;
Shi, Xiaoxia
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282
Saved in:
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