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Estimation
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340
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Bollerslev, Tim
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15
Andersen, Torben
14
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Phillips, Peter C. B.
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Diebold, Francis X.
10
Mykland, Per A.
10
Pesaran, M. Hashem
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Park, Joon Y.
9
Sasaki, Yuya
9
Taylor, Robert
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Francq, Christian
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Gallant, A. Ronald
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Li, Yingying
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Su, Liangjun
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Xiu, Dacheng
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Cavaliere, Giuseppe
7
Fan, Yanqin
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Kim, Donggyu
7
Koop, Gary
7
Lewbel, Arthur
7
Li, Qi
7
Robinson, Peter M.
7
Zhang, Lan
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Baltagi, Badi H.
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Conference on Realized Volatility <2006, Montréal>
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National Bureau of Economic Research
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National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
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ECONIS (ZBW)
1,072
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1
Moving average stochastic
volatility
models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
3
Estimation
of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
4
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
5
Earnings dynamics and intergenerational transmission of skill
Lochner, Lance
;
Park, Youngmin
- In:
Journal of econometrics
243
(
2024
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015075251
Saved in:
6
Establishment age and
wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
Saved in:
7
The determinants of displaced workers'
wages
: sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
8
Illegal drugs, education, and labor market outcomes
Mezza, Alvaro
;
Buchinsky, Moshe
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 454-484
Persistent link: https://www.econbiz.de/10012619979
Saved in:
9
A quantile correlated random coefficients panel data model
Graham, Bryan S.
;
Hahn, Jinyong
;
Poirier, Alexandre
; …
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
Saved in:
10
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene
;
Sasaki, Yuya
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
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