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subject:"Schätztheorie"
~person:"Robinson, Peter M."
~subject:"Volatilität"
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Schätztheorie
Volatilität
Theorie
89
Theory
89
Time series analysis
39
Zeitreihenanalyse
39
Estimation theory
30
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Cointegration
18
Kointegration
18
Stochastic process
13
Stochastischer Prozess
13
Estimation
9
Schätzung
9
Statistical theory
7
Statistische Methodenlehre
7
Regional economics
5
Regionalökonomik
5
Regression analysis
5
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5
Autocorrelation
4
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4
Econometrics
4
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4
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4
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3
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3
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3
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3
Räumliche Interaktion
3
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3
ARCH model
2
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2
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17
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17
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12
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12
Non-commercial literature
12
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12
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2
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1
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English
32
Author
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Robinson, Peter M.
Härdle, Wolfgang
98
McAleer, Michael
89
Bollerslev, Tim
85
Diebold, Francis X.
79
Pesaran, M. Hashem
67
Phillips, Peter C. B.
61
Gouriéroux, Christian
57
Franses, Philip Hans
50
Koopman, Siem Jan
46
Andersen, Torben
45
Andrews, Donald W. K.
44
Swanson, Norman R.
44
Newey, Whitney K.
42
Bekaert, Geert
40
Lucas, André
39
Lux, Thomas
39
Engle, Robert F.
38
Ghysels, Eric
37
Lütkepohl, Helmut
37
Giles, David E. A.
36
Bauwens, Luc
35
Chiarella, Carl
35
Imbens, Guido
35
Aizenman, Joshua
33
Granger, C. W. J.
33
Caporin, Massimiliano
31
Heckman, James J.
30
Herwartz, Helmut
29
Horowitz, Joel
29
Kohn, Robert
29
Linton, Oliver
29
Renault, Eric
29
Aït-Sahalia, Yacine
28
Baltagi, Badi H.
28
Caporale, Guglielmo Maria
28
Gupta, Rangan
28
Hafner, Christian M.
28
Marcellino, Massimiliano
28
Krämer, Walter
27
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Journal of econometrics
2
The review of economic studies
2
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Journal of applied econometrics
1
Journal of economic surveys
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
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1
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
3
The memory of stochastic volatility models
Robinson, Peter M.
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
Saved in:
4
The memory of stochastic volatility models
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001555758
Saved in:
5
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
6
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
7
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
8
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
9
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
10
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
11
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
12
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
Saved in:
13
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
14
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
15
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
16
Time series regression with long range dependence
Robinson, Peter M.
;
Hidalgo, F. J.
-
1997
Persistent link: https://www.econbiz.de/10000955130
Saved in:
17
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
18
Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000973220
Saved in:
19
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
20
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
21
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
22
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
Saved in:
23
Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
Saved in:
24
Applications of semiparametric modelling in economics
Robinson, Peter M.
- In:
Revista española de economía
8
(
1991
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10001122022
Saved in:
25
Best nonlinear three-stage least squares estimation of certain econometric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 755-786
Persistent link: https://www.econbiz.de/10001104910
Saved in:
26
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
27
Hypothesis testing in semiparametric and nonparametric models for econometric time series
Robinson, Peter M.
- In:
The review of economic studies
56
(
1989
)
4
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001073367
Saved in:
28
The stochastic difference between econometric statistics
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
Saved in:
29
Using Gaussian estimators robustly
Robinson, Peter M.
- In:
Oxford bulletin of economics and statistics
50
(
1988
)
1
,
pp. 97-106
Persistent link: https://www.econbiz.de/10001077337
Saved in:
30
Root-N-consistent semiparametric regression
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
4
,
pp. 931-954
Persistent link: https://www.econbiz.de/10001052415
Saved in:
31
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 875-891
Persistent link: https://www.econbiz.de/10001083219
Saved in:
32
Adaptive estimation of heteroskedastic econometric models
Robinson, Peter M.
- In:
Revista de econometria
7
(
1987
)
2
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001058445
Saved in:
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