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Adaptive Testing in ARCH Model...
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Theorie
Nichtparametrisches Verfahren
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Linton, Oliver
184
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9
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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9
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ECONIS (ZBW)
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EconStor
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Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
Saved in:
2
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
Saved in:
3
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
4
Volatility
LeRoy, Stephen F.
- In:
Finance
,
(pp. 411-433)
.
1995
Persistent link: https://www.econbiz.de/10001318005
Saved in:
5
Uniformly adaptive estimation for models with ARMA errors
Steigerwald, Douglas G.
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 393-409
Persistent link: https://www.econbiz.de/10001230026
Saved in:
6
Consumption adjustment under time-varying income uncertainty
Hahm, Joon-Ho
;
Steigerwald, Douglas G.
- In:
The review of economics and statistics
81
(
1999
)
1
,
pp. 32-40
Persistent link: https://www.econbiz.de/10001370146
Saved in:
7
Testing for absolute purchasing power parity
Crownover, Collin
- In:
Journal of international money and finance
15
(
1996
)
5
,
pp. 783-796
Persistent link: https://www.econbiz.de/10001212760
Saved in:
8
Econometric estimation of foresight : tax policy and investment in the United States
Steigerwald, Douglas G.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 32-40
Persistent link: https://www.econbiz.de/10001215967
Saved in:
9
Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 587-599
Persistent link: https://www.econbiz.de/10001221204
Saved in:
10
Private information and high-frequency stochastic volatility
Kelly, David L.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651394
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