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ECONIS (ZBW)
103
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1
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
21
(
2005
)
5
,
pp. 946-961
Persistent link: https://www.econbiz.de/10003101947
Saved in:
2
Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver
;
Pan, Jiazhu
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
Saved in:
3
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Saved in:
4
Rank-based estimation for GARCH processes
Andrews, Beth
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1037-1064
Persistent link: https://www.econbiz.de/10009714725
Saved in:
5
Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos
- In:
Econometric theory
25
(
2009
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
Saved in:
6
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
- In:
Econometric theory
16
(
2000
)
5
,
pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
Saved in:
7
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
8
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
9
Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard
- In:
Econometric theory
20
(
2004
)
1
,
pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
Saved in:
10
Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.
;
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
4
,
pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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