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~person:"Engle, Robert F."
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Estimation
Zeitreihenanalyse
Theorie
129
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129
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63
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62
Time series analysis
50
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38
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32
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English
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Engle, Robert F.
Caporale, Guglielmo Maria
221
Gil-Alaña, Luis A.
208
Koopman, Siem Jan
169
Franses, Philip Hans
161
Phillips, Peter C. B.
149
Gupta, Rangan
142
Pesaran, M. Hashem
126
McAleer, Michael
106
Härdle, Wolfgang
105
Heckman, James J.
101
Marcellino, Massimiliano
95
Lütkepohl, Helmut
93
Koop, Gary
88
Timmermann, Allan
81
Hautsch, Nikolaus
77
Lucas, André
77
Sibbertsen, Philipp
74
Kilian, Lutz
73
Swanson, Norman R.
73
Herwartz, Helmut
72
Kunst, Robert M.
72
Teräsvirta, Timo
72
Dijk, Herman K. van
71
Stock, James H.
69
Diebold, Francis X.
66
Kapetanios, George
66
Watson, Mark W.
66
Ghysels, Eric
65
Granger, C. W. J.
63
Harvey, Andrew C.
63
Schorfheide, Frank
60
Belke, Ansgar
59
Blundell, Richard W.
58
Bollerslev, Tim
57
Gao, Jiti
57
Lux, Thomas
57
Miller, Stephen M.
57
Feng, Yuanhua
56
Hassler, Uwe
56
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National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
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4
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4
Advanced texts in econometrics
3
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2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
Advances in futures and options research : a research annual
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
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1
Handbook of econometrics ; Vol. 4
1
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1
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1
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1
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1
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1
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1
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1
Oxford bulletin of economics and statistics
1
Review of derivatives research
1
The econometrics of economic policy
1
The review of financial studies
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
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ECONIS (ZBW)
81
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1
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
3
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
4
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
5
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
6
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
7
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
8
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
9
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
10
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
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