//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Forecasting Volatility With As...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
39
Theory
39
Estimation
21
Schätzung
21
Estimation theory
20
Panel
20
Panel study
20
Schätztheorie
20
Time series analysis
12
Zeitreihenanalyse
12
Einheitswurzeltest
10
Panel data
10
Technical efficiency
10
Unit root test
10
Technische Effizienz
9
Volatility
9
Heteroscedasticity
8
Statistical test
8
Statistischer Test
8
Volatilität
8
Heteroskedastizität
7
Stochastischer Prozess
7
Terms of trade
7
CAPM
6
Structural break
6
Terms of Trade
6
Commodity price
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Rohstoffpreis
5
Strukturbruch
5
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Bias
4
Capital income
4
China
4
Cross-sectional dependence
4
KPSS test
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Hadri, Kaddour
7
Bu, Ruijun
2
Cheng, Jie
1
Giet, Ludovic
1
Guermat, Cherif
1
Lubrano, Michel
1
Whittaker, J.
1
more ...
less ...
Published in...
All
Liverpool research papers in economics, finance and accounting
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
Hadri, Kaddour
;
Guermat, Cherif
;
Whittaker, J.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 203-222
Persistent link: https://www.econbiz.de/10001724174
Saved in:
2
Testing for stationarity in heterogenous panel data
Hadri, Kaddour
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 148-161
Persistent link: https://www.econbiz.de/10001546173
Saved in:
3
Estimation of a doubly heteroscedastic stochastic frontier cost function
Hadri, Kaddour
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 359-363
Persistent link: https://www.econbiz.de/10001410720
Saved in:
4
Testing for stationarity in heterogeneous panel data
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001468789
Saved in:
5
Testing the null hypothesis of stationarity against the alternative of a unit root in panel data with serially correlated errors
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001468790
Saved in:
6
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
7
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->