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subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~person:"Robinson, Peter M."
~subject:"Heteroskedastizität"
~subject:"Volatilität"
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Schätztheorie
Heteroskedastizität
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Theorie
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Theory
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Time series analysis
4
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Stochastic process
3
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Robinson, Peter M.
Linton, Oliver
8
Saikkonen, Pentti
8
Lee, Lung-fei
7
Phillips, Peter C. B.
7
Pötscher, Benedikt M.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
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Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chen, Songnian
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Li, Qi
4
Newey, Whitney K.
4
Park, Joon Y.
4
Satchell, Stephen
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Taylor, Robert
4
Zinde-Walsh, Victoria
4
Donald, Stephen G.
3
Kiefer, Nicholas Maximilian
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Kuan, Chung-ming
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Leybourne, Stephen James
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Lieberman, Offer
3
Lütkepohl, Helmut
3
McAleer, Michael
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Nabeya, Seiji
3
Perron, Pierre
3
Rahbek, Anders
3
Shin, Dong-wan
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Tanaka, Katsuto
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Bai, Jushan
2
Baltagi, Badi H.
2
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2
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Econometric theory
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
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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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
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2
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
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