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subject:"Econometrics"
subject:"Estimation theory"
~institution:"Birkbeck College / Department of Economics"
~type:"book"
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Econometrics
Estimation theory
Theorie
55
Theory
55
Estimation
16
Schätzung
16
Großbritannien
12
United Kingdom
12
Börsenkurs
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1973-1997
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Natural rate of unemployment
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1988-1993
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English
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Sola, Martin
3
Orszag, Jonathan Michael
2
Psaradakis, Zacharias G.
2
Timmermann, Allan
2
Bianchi, Marco
1
Dacco, Roberto
1
Karanasos, Menelaos
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Satchell, Stephen
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Birkbeck College / Department of Economics
National Bureau of Economic Research
26
Ekonomiska forskningsinstitutet <Stockholm>
25
Econometric Society
23
European University Institute / Department of Economics
23
Umeå universitet
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Forschungsinstitut zur Zukunft der Arbeit
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Federal Reserve System / Division of Research and Statistics
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Southampton / Department of Economics
6
University of Western Australia / Department of Economics
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Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Zakład Teorii Prognoz <Krakau>
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
De Gruyter Oldenbourg
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
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Wharton School of Finance and Commerce / Economics Research Unit
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Institut für Höhere Studien
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Discussion paper in financial economics : FE
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Discussion papers in economics
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ECONIS (ZBW)
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
4
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
5
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:
6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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