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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"ARCH-Modell"
~subject:"Method of moments"
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Statistische Verteilung
ARCH-Modell
Method of moments
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
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542
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542
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Francq, Christian
12
Bollerslev, Tim
9
Lee, Lung-fei
9
Zakoïan, Jean-Michel
9
Corradi, Valentina
7
Linton, Oliver
7
Park, Joon Y.
7
Chen, Xiaohong
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Renault, Eric
6
Schmidt, Peter
6
Zhu, Ke
6
Antoine, Bertille
5
Dovonon, Prosper
5
Dufour, Jean-Marie
5
Gonçalves, Sílvia
5
Hwang, Jungbin
5
Ling, Shiqing
5
Maheu, John M.
5
Meddahi, Nour
5
Sarafidis, Vasilis
5
Sentana, Enrique
5
Su, Liangjun
5
Sun, Yiguo
5
Sun, Yixiao
5
Swanson, Norman R.
5
Todorov, Viktor
5
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4
Dijk, Herman K. van
4
Hall, Alastair R.
4
Hidalgo, Javier
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Lewbel, Arthur
4
Li, Guodong
4
Li, Kunpeng
4
McAleer, Michael
4
Paolella, Marc S.
4
Patton, Andrew J.
4
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Journal of econometrics
Economics letters
280
Energy economics
275
Applied economics
249
Economic modelling
223
Finance research letters
217
Insurance / Mathematics & economics
204
Journal of banking & finance
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Journal of empirical finance
178
International review of financial analysis
177
Econometric reviews
164
Econometric theory
163
International journal of forecasting
161
Research in international business and finance
160
Applied economics letters
158
The North American journal of economics and finance : a journal of financial economics studies
153
International review of economics & finance : IREF
143
Applied financial economics
128
Journal of international financial markets, institutions & money
128
Journal of forecasting
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Journal of risk and financial management : JRFM
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
The journal of futures markets
105
Risks : open access journal
101
The European journal of finance
97
Journal of financial econometrics : official journal of the Society for Financial Econometrics
90
The econometrics journal
83
European journal of operational research : EJOR
81
Journal of applied econometrics
79
International journal of theoretical and applied finance
78
Computational economics
77
International Journal of Energy Economics and Policy : IJEEP
77
Cogent economics & finance
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
International journal of economics and financial issues : IJEFI
74
Quantitative finance
70
International journal of finance & economics : IJFE
69
Journal of economic dynamics & control
69
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ECONIS (ZBW)
495
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1
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:
2
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:
3
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
Saved in:
4
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
5
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
6
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:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
10
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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