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Estimation theory
760
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Phillips, Peter C. B.
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Linton, Oliver
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11
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9
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9
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7
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7
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7
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7
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7
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7
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7
Nielsen, Morten Ørregaard
7
Wooldridge, Jeffrey M.
7
Xiao, Zhijie
7
Zakoïan, Jean-Michel
7
Abadir, Karim Maher
6
Cai, Zongwu
6
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ECONIS (ZBW)
993
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1
Signal extraction in long memory stochastic
volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
Saved in:
2
Estimation
of stochastic
volatility
models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
3
Estimation
of
volatility
functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
Fast convergence rates in estimating large
volatility
matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
5
Econometric analysis of
volatility
component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
6
Specification testing in nonlinear time series with long-range dependence
Gao, Jiti
;
Wang, Qiying
;
Yin, Jiying
- In:
Econometric theory
27
(
2011
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
Saved in:
7
Specification tests for lattice processes
Hidalgo, Javier
;
Seo, Myung Hwan
- In:
Econometric theory
31
(
2015
)
2
,
pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
Saved in:
8
A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric theory
31
(
2015
)
4
,
pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
Saved in:
9
The role of initial values in conditional sum-of-squares
estimation
of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
10
Specification tests for multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 413-438
Persistent link: https://www.econbiz.de/10011665418
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