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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of econometrics"
~person:"Li, Dong"
~subject:"ARCH model"
~subject:"Stochastic process"
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Sampling
Stichprobenerhebung
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Li, Dong
Francq, Christian
10
Zakoïan, Jean-Michel
8
Todorov, Viktor
7
Tauchen, George Eugene
5
Zhu, Ke
5
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4
Kim, Donggyu
4
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3
Li, Jia
3
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3
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3
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Andreou, Elena
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2
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2
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2
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2
Grynkiv, Iaryna
2
Hill, Jonathan B.
2
Jiang, Feiyu
2
Laurent, Sébastien
2
Li, Muyi
2
Li, Wai Keung
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Maheu, John M.
2
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1
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ECONIS (ZBW)
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1
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun, Guo
;
Li, Dong
;
Li, Muyi
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 319-337
Persistent link: https://www.econbiz.de/10012303800
Saved in:
4
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
Saved in:
5
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
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