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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Swanson, Norman R."
~person:"Teräsvirta, Timo"
~type_genre:"Aufsatz im Buch"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Estimation theory
70
Schätztheorie
70
Theorie
37
Theory
37
Time series analysis
33
Zeitreihenanalyse
33
Forecasting model
14
Prognoseverfahren
14
Volatility
12
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12
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11
Instrumental variables
11
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9
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9
Estimation
8
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8
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8
Scientific modelling
8
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7
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7
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6
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1983-2005
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7
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Arbeitspapier
Bibliographie enthalten
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Graue Literatur
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70
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Swanson, Norman R.
Teräsvirta, Timo
Härdle, Wolfgang
117
Phillips, Peter C. B.
101
Pesaran, M. Hashem
82
Gao, Jiti
78
Chernozhukov, Victor
65
Dette, Holger
63
Linton, Oliver
60
Imbens, Guido
59
McAleer, Michael
53
Newey, Whitney K.
53
Gouriéroux, Christian
52
Sentana, Enrique
45
Lütkepohl, Helmut
44
Kapetanios, George
43
Lechner, Michael
43
Franses, Philip Hans
42
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
39
Chen, Xiaohong
38
Johansen, Søren
36
Weidner, Martin
35
Scaillet, Olivier
34
Wolf, Michael
34
Marcellino, Massimiliano
33
Simar, Léopold
33
Cai, Zongwu
32
Heckman, James J.
32
Kleibergen, Frank
32
Magnus, Jan R.
32
Horowitz, Joel
31
Kilian, Lutz
31
Smith, Richard J.
31
Andrews, Donald W. K.
30
Fernández-Val, Iván
30
Fiorentini, Gabriele
30
Kiviet, J. F.
30
Kitagawa, Toru
28
Lewbel, Arthur
28
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Rutgers University / Department of Economics
7
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4
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2
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Working papers / Rutgers University, Department of Economics
26
CREATES research paper
11
Discussion paper / Tinbergen Institute
5
Working paper series in economics and finance
4
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3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
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2
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2
Cowles Foundation discussion paper
2
Essays in honor of Jerry Hausman
2
SSE EFI working paper series in economics and finance
2
CEA_372Cass working paper series
1
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1
Discussion paper / Department of Economics, University of California San Diego
1
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1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
NCER working paper series
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Time-series methods and applications
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
70
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
9
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
10
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
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