Mathematics
Autoregressive Model
54%
GARCH Model
43%
Bivariate
37%
Maximum Likelihood Estimate
32%
Conditionals
24%
Temperature Series
21%
Asymptotic Property
21%
Multiplicative
21%
Misspecification
16%
Asymptotic Normality
16%
Maximum Likelihood Estimator
16%
Lagrange Multiplier Test
13%
Correlation Matrix
10%
Model Selection
10%
Functional Form
10%
Quasi-Likelihood
10%
Polynomial Model
10%
Error Variance
10%
Transition Function
10%
Positive Definite
10%
Covariance
10%
Neural Network
10%
Network Model
10%
Variance
10%
Null
10%
Lagrange Multiplier
8%
Dummy Variable
5%
Regularity Condition
5%
Main Result
5%
Inferential Statistics
5%
Linear Combination
5%
Small Set
5%
Variance Component
5%
Likelihood Ratio Statistic
5%
F-Statistics
5%
Maximum Likelihood
5%
Economics, Econometrics and Finance
ARCH Model
100%
Scientific Modelling
52%
Time Series
38%
Capital Market Returns
27%
Volatility
21%
Stock Index
21%
Generalized Autoregressive Conditional Heteroskedasticity
20%
Structural Change
16%
Exchange Rate
14%
Macroeconomic Variable
13%
Time Series
10%
Electricity Market
10%
Econometrics
10%
Deregulation
10%
Logit Model
10%
Taylor Rule
10%
Economic Crisis
10%
Inflation
10%
Skewness
10%
Conditional Heteroskedasticity
10%
Multiplier
10%
Consumer Price Index
10%
Low-Interest-Rate Policy
10%
Monetary Policy
7%
Key Rate
7%
Nonlinearity
5%
Economic Forecast
5%
