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Econometric theory
NBER Working Paper
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76
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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41
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23
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
23
Handbook of Econometrics
19
Journal of Business & Economic Statistics
19
The review of economics and statistics
18
Technical working paper / National Bureau of Economic Research
17
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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14
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12
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International economic review
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Multivariate simultaneous generalized ARCH
Engle, Robert F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
Saved in:
2
The ET interview: Professor Robert F. Engle
Engle, Robert F.
;
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
Saved in:
3
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang
;
Ribarits, Eva
;
Baba, Y.
;
Engle, R.F.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
Saved in:
4
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.
;
Linton, Oliver B.
;
Andrews, D.W.K.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
Saved in:
5
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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6
ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari
;
Cohen, Israel
;
Alexander, C.
;
Lazar, E.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10007718227
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7
LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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8
Testing for Cointegration When Some of the Cointegrating Vectors Are Prespecified
Horvath, Michael T.K.
;
Watson, Mark W.
- In:
Econometric theory
11
(
1995
)
5
,
pp. 984-1014
Persistent link: https://www.econbiz.de/10007009741
Saved in:
9
Handbook of Econometrics, vol. 4
Hansen, Bruce E.
;
Horowitz, Joel L.
;
Engle, Robert F.
; …
- In:
Econometric theory
13
(
1997
)
1
,
pp. 119-132
Persistent link: https://www.econbiz.de/10006999293
Saved in:
10
Multivariate Simultaneous Generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10007009226
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