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subject:"Statistical theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Statistische Methodenlehre
ARCH-Modell
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
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Regression analysis
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28
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ARCH model
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Bauwens, Luc
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Ling, Shiqing
2
Sheppard, Kevin
2
Tsay, Ruey S.
2
Vanhonacker, Wilfried R.
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Aielli, Gian Piero
1
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1
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1
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1
Cheung, Yin-Wong
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Christiano, Lawrence J.
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1
Corsi, Fulvio
1
Den Haan, Wouter J.
1
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1
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1
Han, Heejoon
1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
82
Econometric theory
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Economics letters
44
Econometric reviews
41
Discussion paper / Tinbergen Institute
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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CORE discussion paper : DP
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Finance research letters
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International journal of forecasting
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CREATES research paper
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Europäische Hochschulschriften / 5
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Journal of risk
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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Technical working paper / National Bureau of Economic Research
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of time series econometrics
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Oxford bulletin of economics and statistics
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American journal of agricultural economics
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Discussion paper / Center for Economic Research, Tilburg University
9
Economic modelling
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Journal of banking & finance
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Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annales d'économie et de statistique
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1
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
5
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
6
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
7
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:
8
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
Saved in:
9
Testing missing at random using instrumental variables
Breunig, Christoph
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
Saved in:
10
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
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