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subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Time series analysis
ARCH model
Estimation theory
1,143
Schätztheorie
1,143
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432
Theory
432
Zeitreihenanalyse
170
Estimation
153
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Hassler, Uwe
5
Kim, Jong-Min
4
Gonzalo, Jesús
3
Jung, Hojin
3
Leybourne, Stephen James
3
Abeysinghe, Tilak
2
Blazsek, Szabolcs
2
Giles, David E. A.
2
Haldrup, Niels
2
Hall, Alastair R.
2
Harvey, David I.
2
Hosseinkouchack, Mehdi
2
Krämer, Walter
2
Kurita, Takamitsu
2
Lahiri, Kajal
2
Li, Chen
2
Li, Luyang
2
Licht, Adrian
2
Mamingi, Nlandu
2
McCabe, Brendan Peter Martin
2
Moosa, Imad A.
2
Perron, Pierre
2
Pesaran, M. Hashem
2
Pitarakis, Jean-Yves
2
Shin, Dong-wan
2
Wang, Qiao
2
Yang, Minxian
2
Yu, Deshui
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Adda, Jérôme
1
Ahmad, Yamin
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Amilon, Henrik
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1
Arvanitis, Stelios
1
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1
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1
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1
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Applied economics
Economics letters
Journal of econometrics
337
Econometric theory
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Discussion paper / Tinbergen Institute
103
Econometric reviews
93
International journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
64
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
54
Econometrics : open access journal
50
The econometrics journal
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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
42
Journal of time series econometrics
41
Cowles Foundation discussion paper
40
NBER Working Paper
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36
Journal of the American Statistical Association : JASA
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of applied econometrics
31
Journal of empirical finance
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EUI working paper / ECO
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
NBER working paper series
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SFB 649 discussion paper
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LSE STICERD Research Paper
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Oxford bulletin of economics and statistics
24
Discussion paper / Center for Economic Research, Tilburg University
23
Umeå economic studies
23
Technical working paper / National Bureau of Economic Research
22
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22
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ECONIS (ZBW)
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
6
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
7
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
10
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
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