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subject:"Börsenkurs"
subject:"ARCH-Modell"
~isPartOf:"The econometrics journal"
~subject:"Momentenmethode"
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Börsenkurs
ARCH-Modell
Momentenmethode
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
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Statistical test
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Statistischer Test
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Theorie
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Estimation
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16
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15
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Method of moments
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Monte-Carlo-Simulation
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Bun, Maurice J. G.
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Du, Zaichao
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Dufour, Jean-Marie
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Everaert, Gerdie
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Fan, Yanqin
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Gørgens, Tue
1
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1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Kheifets, Igor L.
1
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1
Lee, Lung-fei
1
Liu, Hang
1
Mukherjee, Kanchan
1
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1
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Spokojnyj, Vladimir G.
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Storti, Giuseppe
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Tamer, Elie T.
1
Taylor, Stephen
1
Vigtel, Trond C.
1
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The econometrics journal
Journal of econometrics
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Econometric theory
60
Economics letters
60
Econometric reviews
51
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Discussion paper / Tinbergen Institute
33
Cowles Foundation Discussion Paper
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Cowles Foundation discussion paper
23
Econometrics : open access journal
23
CESifo working papers
21
Journal of empirical finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
CREATES research paper
18
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18
Applied economics letters
17
Finance research letters
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Journal of forecasting
17
Working paper / Department of Econometrics and Business Statistics, Monash University
16
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15
Cambridge working papers in economics
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
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12
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CESifo Working Paper Series
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CORE discussion papers : DP
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Identifying the elasticity of substitution with biased technical change : a structural panel GMM estimator
Brasch, Thomas von
;
Raknerud, Arvid
;
Vigtel, Trond C.
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 84-106
Persistent link: https://www.econbiz.de/10014528094
Saved in:
4
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Saved in:
5
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
6
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
7
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
8
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
9
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
10
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
11
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
12
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
13
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
14
Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
Saved in:
15
Testing a parametric function against a non-parametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 462-489
Persistent link: https://www.econbiz.de/10009710133
Saved in:
16
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
Bravo, Francesco
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009520550
Saved in:
17
Misspecification in moment inequality models : back to moment equalities?
Ponomareva, Maria
;
Tamer, Elie T.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 186-203
Persistent link: https://www.econbiz.de/10009381881
Saved in:
18
Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009382621
Saved in:
19
The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.
;
Windmeijer, Frank
- In:
The econometrics journal
13
(
2010
)
1
,
pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
Saved in:
20
Testing the adequacy of conventional asymptotics in GMM
Wright, Jonathan H.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 205-217
Persistent link: https://www.econbiz.de/10003978511
Saved in:
21
On the impact of error cross-sectional dependence in short dynamic panel estimation
Sarafidis, Vasilis
;
Robertson, Donald
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10003841969
Saved in:
22
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
23
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 208-231
Persistent link: https://www.econbiz.de/10003875624
Saved in:
24
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
25
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
26
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
27
Estimating GARCH models : when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
Saved in:
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