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isPartOf:"Econometric reviews"
subject:"Probability theory"
~accessRights:"restricted"
~subject:"Heteroskedastizität"
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Probability theory
Heteroskedastizität
Estimation theory
238
Schätztheorie
238
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Time series analysis
53
Zeitreihenanalyse
53
Regression analysis
51
Regressionsanalyse
51
Panel
42
Panel study
42
Estimation
40
Schätzung
40
Statistical test
40
Statistischer Test
40
Method of moments
26
Momentenmethode
26
Autocorrelation
24
Autokorrelation
24
Bootstrap approach
16
Bootstrap-Verfahren
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Modellierung
16
Scientific modelling
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
panel data
14
Cointegration
13
Stochastic process
13
Stochastischer Prozess
13
Kleinste-Quadrate-Methode
12
Kointegration
12
Least squares method
12
Volatility
12
Volatilität
12
Heteroscedasticity
11
ARCH model
10
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Tu, Yundong
2
Berenguer-Rico, Vanessa
1
Guay, Alain
1
Jin, Fei
1
Kumbhakar, Subal
1
Lai, Hung-pin
1
Li, Dong
1
Li, Shuo
1
Liu, Xiaodong
1
Liu, Xiaohui
1
Long, Wei
1
Ma, Yanyuan
1
Pedersen, Rasmus Søndergaard
1
Pelgrin, Florian
1
Peng, Liang
1
Saraiva, Paulo
1
Shaojun, Guo
1
Wan, Alan T. K.
1
Wang, Shouyang
1
Wang, Ying
1
Wang, Yuqin
1
Wilms, Ines
1
Yamamoto, Yohei
1
Yang, Bingduo
1
Zhang, Biao
1
Zhang, Ruohao
1
Zhang, Xinyu
1
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1
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Econometric reviews
Journal of econometrics
37
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
International journal of forecasting
9
European journal of operational research : EJOR
7
Insurance / Mathematics & economics
6
The econometrics journal
6
Applied economics letters
5
Journal of economic dynamics & control
5
Operations research letters
4
Computational Management Science : CMS
3
Computational economics
3
Econometric theory
3
Economic modelling
3
Journal of quantitative economics
3
Quantitative finance
3
SpringerLink / Bücher
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Astin bulletin : the journal of the International Actuarial Association
2
Discussion papers / CEPR
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Handbook of econometrics : volume 2
2
INFORMS journal on computing : JOC
2
Journal of econometric methods
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of mathematical finance
2
Mathematics of operations research
2
Opsearch : journal of the Operational Research Society of India
2
Regional science & urban economics
2
Scandinavian actuarial journal
2
The journal of operational risk
2
Agrekon
1
American journal of agricultural economics
1
Annual review of economics
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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ECONIS (ZBW)
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1
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
2
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
3
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
4
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
5
Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 244-259
Persistent link: https://www.econbiz.de/10012181447
Saved in:
6
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong
;
Wang, Ying
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
Saved in:
7
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
8
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
9
GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
Liu, Xiaodong
;
Saraiva, Paulo
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 359-385
Persistent link: https://www.econbiz.de/10012181305
Saved in:
10
A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo
;
Tu, Yundong
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
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