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Ergebnisse 1-10 von 13.
ErscheinungsjahrTitelAutor:innen
2013Forecasting value-at-risk using high-frequency information
In: Band: 1, 2013, Heft: 1, S. 127-140
Huang, Huiyu; Lee, Tae-hwy
2013Polynomial regressions and nonsense inference
In: Band: 1, 2013, Heft: 3, S. 236-248
Ventosa-Santaulària, Daniel; Rodríguez-Caballero, Carlos Vladimir
2013Academic rankings with RePEc
In: Band: 1, 2013, Heft: 3, S. 249-280
Zimmermann, Christian
2013Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments
In: Band: 1, 2013, Heft: 1, S. 71-114
Jin, Fei; Lee, Lung-fei
2013On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations
In: Band: 1, 2013, Heft: 1, S. 1-31
Wang, Yongning; Tsay, Ruey S.
2013Outlier detection in regression using an iterated one-step approximation to the huber-skip estimator
In: Band: 1, 2013, Heft: 1, S. 53-70
Johansen, Søren; Nielsen, Bent
2013The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
In: Band: 1, 2013, Heft: 3, S. 207-216
Triacca, Umberto
2013Ranking leading econometrics journals using citations data from ISI and RePEc
In: Band: 1, 2013, Heft: 3, S. 217-235
Chang, Chia-lin; McAleer, Michael
2013Constructing UK core inflation
In: Band: 1, 2013, Heft: 1, S. 32-52
Mills, Terence C.
2013Ten things you should know about the dynamic conditional correlation representation
In: Band: 1, 2013, Heft: 1, S. 115-126
Caporin, Massimiliano; McAleer, Michael