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subject:"Schätztheorie"
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"Statistical theory"
~type:"article"
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Schätztheorie
ARCH-Modell
Statistical theory
Theorie
40
Theory
40
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18
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14
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14
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Robinson, Peter M.
McAleer, Michael
39
Andrews, Donald W. K.
35
Phillips, Peter C. B.
35
Li, Qi
31
Newey, Whitney K.
30
Pesaran, M. Hashem
30
Baltagi, Badi H.
28
Gouriéroux, Christian
28
Granger, C. W. J.
25
King, Maxwell L.
25
Ohtani, Kazuhiro
23
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22
Lee, Lung-fei
21
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20
Perron, Pierre
20
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19
Ullah, Aman
19
Engle, Robert F.
18
Linton, Oliver
18
Wooldridge, Jeffrey M.
18
Franses, Philip Hans
17
Ghysels, Eric
17
Schmidt, Peter
17
Smith, Richard J.
17
Bera, Anil K.
16
Diebold, Francis X.
16
Srivastava, Virendra K.
16
White, Halbert
16
Dufour, Jean-Marie
15
Godfrey, L. G.
15
Hafner, Christian M.
15
Hahn, Jinyong
15
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15
Kelejian, Harry H.
15
Lütkepohl, Helmut
15
Maddala, Gangadharrao S.
15
Rilstone, Paul
15
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15
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
The review of economic studies
2
Econometric theory
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of 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
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
7
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:
8
Highly insignificant F-ratios
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
3
,
pp. 687-696
Persistent link: https://www.econbiz.de/10001144187
Saved in:
9
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:
10
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:
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