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subject:"Panel"
type_genre:"Arbeitspapier"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Volatility
Schätztheorie
8,732
Estimation theory
8,729
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2,744
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2,744
Zeitreihenanalyse
1,431
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1,429
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1,323
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1,320
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1,049
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1,048
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1,016
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1,016
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494
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397
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397
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366
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366
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345
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344
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337
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337
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297
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294
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294
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287
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282
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281
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276
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272
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270
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264
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Pesaran, M. Hashem
31
Gao, Jiti
17
Weidner, Martin
17
Baltagi, Badi H.
14
Phillips, Peter C. B.
13
Fernández-Val, Iván
11
Koopman, Siem Jan
10
Bun, Maurice J. G.
9
Moon, Hyungsik Roger
9
Sarafidis, Vasilis
9
Zhou, Qiankun
9
Bonhomme, Stéphane
8
Chaturvedi, Anoop
8
Hayakawa, Kazuhiko
8
Biørn, Erik
7
Bresson, Georges
7
Kiviet, J. F.
7
Lacroix, Guy
7
Lechner, Michael
7
Peng, Bin
7
Wagner, Martin
7
Windmeijer, Frank
7
Yang, Yanrong
7
Arellano, Manuel
6
Brandt, Michael W.
6
Chudik, Alexander
6
Graham, Bryan S.
6
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6
Hlouskova, Jaroslava
6
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6
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6
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6
Leon-Gonzalez, Roberto
6
Linton, Oliver
6
Lucas, André
6
Pfaffermayr, Michael
6
Raknerud, Arvid
6
Shapiro, Jesse M.
6
Teräsvirta, Timo
6
Westerlund, Joakim
6
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6
Birkbeck College / Department of Economics
4
National Bureau of Economic Research
4
Rodney L. White Center for Financial Research
3
European University Institute / Department of Economics
2
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2
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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
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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
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1
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1
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Discussion paper / Tinbergen Institute
44
CEMMAP working papers / Centre for Microdata Methods and Practice
40
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31
Working paper / Department of Econometrics and Business Statistics, Monash University
29
CESifo working papers
28
CREATES research paper
19
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15
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13
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11
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11
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11
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10
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9
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9
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9
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8
Working paper / Department of Economics, Lund University
8
Department of Economics working paper series
7
Discussion papers in economics
7
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7
Memorandum / Department of Economics, University of Oslo
7
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6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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6
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6
Working paper series / Department of Economics, University of Missouri-Columbia
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
ERID working paper
5
Economics / Discussion papers : the open-access, open-assessment e-journal
5
GRIPS discussion papers
5
Queen's Economics Department working paper
5
Research paper series / Swiss Finance Institute
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working papers / TSE : WP
5
CORE discussion papers : DP
4
DAE working paper
4
Department of Economics working paper series / McMaster University, Department of Economics
4
Discussion paper / Institute of Social and Economic Research
4
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ECONIS (ZBW)
775
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751
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751
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
752
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
753
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
754
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
755
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
756
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
757
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
758
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
759
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
760
On bias, inconsistency and efficiency of various estimators in dynamic panel data models
Kiviet, Jan F.
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000151660
Saved in:
761
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
762
Panel data vs time series regression analysis : an aggregation issue; a comparison using labour demand functions
Parigi, Giuseppe
;
Urga, Giovanni
-
1993
Persistent link: https://www.econbiz.de/10000137686
Saved in:
763
Estimating dynamic panel data models : a comparison of different approches
Breitung, Jörg
-
1993
Persistent link: https://www.econbiz.de/10014421121
Saved in:
764
Combining panel data and macro information : an application to the estimation of a participation model
Laisney, François
-
1993
Persistent link: https://www.econbiz.de/10013427957
Saved in:
765
The econometrics of panel data : a selective introduction
Urga, Giovanni
-
1992
-
rev
Persistent link: https://www.econbiz.de/10000137681
Saved in:
766
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. Hashem
;
Smith, Ron
-
1992
Persistent link: https://www.econbiz.de/10000843605
Saved in:
767
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
768
Frontier production functions, technical efficiency and panel data : with application to paddy farmers in India
Battese, George Edward
;
Coelli, Tim
-
1991
Persistent link: https://www.econbiz.de/10000825921
Saved in:
769
Estimating efficiencies from frontier models with panel data : comparison of parametric, non-parametric and semi-parametric methods with bootstrapping
Simar, Léopold
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10013452723
Saved in:
770
Estimation of labour supply functions using panel data : a survey
Laisney, François
;
Pohlmeier, Winfried
;
Staat, Matthias
-
1991
Persistent link: https://www.econbiz.de/10013427858
Saved in:
771
Testing for selectivity bias in panel data models
Verbeek, Marno
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000786807
Saved in:
772
Estimation of risk effects with seemingly unrelated regressions and panel data
Wan, Guanghua
;
Griffiths, William E.
;
Anderson, Jock R.
-
1989
Persistent link: https://www.econbiz.de/10000796076
Saved in:
773
Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom
;
Kapteyn, Arie
-
1989
Persistent link: https://www.econbiz.de/10000782904
Saved in:
774
Äquikorrelation und Gruppierung in Fehlerkomponentenmodellen
Kockläuner, Gerhard
-
1986
Persistent link: https://www.econbiz.de/10013416838
Saved in:
775
Estimating distributed lags in short panels with an application to the specification of depreciation patterns and capital stock constructs
Pakes, Ariel
;
Griliches, Zvi
-
1982
Persistent link: https://www.econbiz.de/10001532145
Saved in:
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