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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH model"
~subject:"Method of moments"
~type_genre:"Article in journal"
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ARCH model
Method of moments
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
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465
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460
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Cointegration
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Francq, Christian
12
Lee, Lung-fei
9
Zakoïan, Jean-Michel
9
Bollerslev, Tim
6
Gallant, A. Ronald
6
Schmidt, Peter
6
Antoine, Bertille
5
Chen, Xiaohong
5
Dovonon, Prosper
5
Ghysels, Eric
5
Hwang, Jungbin
5
Sarafidis, Vasilis
5
Sun, Yiguo
5
Zhu, Ke
5
Andrews, Donald W. K.
4
Gonçalves, Sílvia
4
Hall, Alastair R.
4
Hsiao, Cheng
4
Li, Guodong
4
Li, Kunpeng
4
Ling, Shiqing
4
Paolella, Marc S.
4
Renault, Eric
4
Sentana, Enrique
4
Shi, Xiaoxia
4
Smith, Richard J.
4
Su, Liangjun
4
Sun, Yixiao
4
Tauchen, George Eugene
4
Ahn, Seung Chan
3
Andreou, Elena
3
Bai, Jushan
3
Caner, Mehmet
3
Carrasco, Marine
3
Chernov, Mikhail
3
Corradi, Valentina
3
Gagliardini, Patrick
3
Hallin, Marc
3
Hayakawa, Kazuhiko
3
Hidalgo, Javier
3
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Journal of econometrics
Energy economics
276
Finance research letters
222
Applied economics
215
Economics letters
195
Economic modelling
193
Research in international business and finance
161
International review of financial analysis
159
Journal of empirical finance
156
International review of economics & finance : IREF
141
Journal of banking & finance
135
The North American journal of economics and finance : a journal of financial economics studies
132
Applied economics letters
123
Journal of international financial markets, institutions & money
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Econometric reviews
115
Econometric theory
113
Applied financial economics
112
Journal of risk and financial management : JRFM
103
International journal of forecasting
98
Journal of forecasting
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
The journal of futures markets
83
The European journal of finance
82
International Journal of Energy Economics and Policy : IJEEP
81
International journal of economics and financial issues : IJEFI
76
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
International journal of finance & economics : IJFE
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Cogent economics & finance
68
The empirical economics letters : a monthly international journal of economics
67
The econometrics journal
61
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
International journal of economics and finance
57
Pacific-Basin finance journal
55
Review of quantitative finance and accounting
55
Journal of applied econometrics
53
Computational economics
50
Journal of international money and finance
50
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ECONIS (ZBW)
348
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1
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348
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1
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
3
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
4
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
5
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
6
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
9
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
10
Refining set-identification in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
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