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~subject:"Estimation theory"
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Estimation theory
Theorie
115
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110
economic models
91
Zeitreihenanalyse
79
Bayesian inference
78
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75
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74
Time series analysis
74
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55
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overlapping generations
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forecasting
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Bauwens, Luc
46
Sucarrat, Genaro
9
Giot, Pierre
6
Laurent, Sébastien
5
Lubrano, Michel
5
Otranto, Edoardo
5
Escribano, Álvaro
4
Galli, Fausto
3
Korobilis, Dimitris
3
Storti, Giuseppe
3
Braione, Manuela
2
Chevillon, Guillaume
2
De Backer, Bruno
2
Dufays, Arnaud
2
Fiebig, Denzil G.
2
Francq, Christian
2
Grigoryeva, Lyudmila
2
Ortega, Juan-Pablo
2
Steel, Mark F. J.
2
Xu, Yongdeng
2
Dijk, Herman K. van
1
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CORE discussion paper : DP
11
CORE discussion papers : DP
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Annales d'économie et de statistique
3
International journal of forecasting
2
UC3M working papers
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1
Bayesian methods applied to time series data
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1
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1
Handbook of research methods and applications in empirical macroeconomics
1
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1
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ECONIS (ZBW)
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Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
2
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
3
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
4
General-to-specific (GETS) modelling and indicator saturation with the R package gets
Pretis, Felix
;
Reade, James
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011451651
Saved in:
5
Unbiased QML estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
-
2013
Persistent link: https://www.econbiz.de/10010476962
Saved in:
6
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
7
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
8
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
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