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subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Theorie
13
Theory
13
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7
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6
Estimation
5
Capital income
3
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3
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10
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Engle, Robert F.
Heckman, James J.
9
Attanasio, Orazio P.
7
Basu, Susanto
7
Bekaert, Geert
7
Campbell, John Y.
7
Feenstra, Robert C.
7
Lo, Andrew W.
7
Christiano, Lawrence J.
6
Cooper, Russell W.
6
Engel, Charles
6
Hodrick, Robert J.
6
Rose, Andrew
6
Schorfheide, Frank
6
Shiller, Robert J.
6
Chinn, Menzie David
5
Haltiwanger, John C.
5
Stock, James H.
5
Acemoglu, Daron
4
Alesina, Alberto
4
Eichenbaum, Martin S.
4
Fernald, John G.
4
Froot, Kenneth
4
Gertler, Mark
4
Greenstein, Shane M.
4
Harvey, Campbell R.
4
Jovanovic, Boyan
4
Obstfeld, Maurice
4
Pástor, Ľuboš
4
Razin, Asaf
4
Rigobón, Roberto
4
Stambaugh, Robert F.
4
Watson, Mark W.
4
Wei, Shang-jin
4
Altonji, Joseph G.
3
Anderson, James E.
3
Bils, Mark
3
Cecchetti, Stephen G.
3
Cochrane, John H.
3
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3
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
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Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
NBER working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Georgetown McDonough School of Business Research Paper
1
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1
Handbook of econometrics ; Vol. 4
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
Review of derivatives research
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
2
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
6
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
7
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
8
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
9
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
10
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
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