Arie Preminger

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors Econometrics Journal	2022-08-02	Paper
Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse Sankhyā. Series A	2021-09-01	Paper
The effect of additive outliers on a fractional unit root test AStA. Advances in Statistical Analysis	2018-11-12	Paper
On Asymptotic Theory for ARCH (∞) Models Journal of Time Series Analysis	2017-12-01	Paper
An ARCH model without intercept Economics Letters	2015-10-05	Paper
A note on the Tobit model in the presence of a duration variable Economics Letters	2015-09-29	Paper
Theory and inference for a Markov switching GARCH model Econometrics Journal	2011-05-31	Paper
Deciding between GARCH and stochastic volatility via strong decision rules Journal of Statistical Planning and Inference	2009-12-10	Paper
On asymptotic theory for multivariate GARCH models Journal of Multivariate Analysis	2009-09-28	Paper
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL Econometric Theory	2009-06-11	Paper
A model selection method for S‐estimation Econometrics Journal	2007-11-21	Paper
Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models Journal of Time Series Analysis	2006-05-24	Paper

Research outcomes over time

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