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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Parmeter, Christopher F."
~person:"Todorov, Viktor"
~subject:"ARCH model"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Bootstrap approach
ARCH model
Estimation
Estimation theory
32
Schätztheorie
32
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Schätzung
13
Technical efficiency
13
Technische Effizienz
13
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10
Volatilität
10
Stochastic process
9
Stochastischer Prozess
9
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8
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7
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6
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6
Regression analysis
6
Regressionsanalyse
6
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6
Statistical distribution
5
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4
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4
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Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
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Parmeter, Christopher F.
Todorov, Viktor
Gao, Jiti
10
Kumbhakar, Subal
10
Francq, Christian
9
Li, Jia
9
Su, Liangjun
9
Kumar, Dilip
8
Linton, Oliver
8
Tsionas, Efthymios G.
8
Tauchen, George Eugene
7
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Taylor, Robert
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Ardia, David
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Ling, Shiqing
5
Liu, Zhi
5
Luger, Richard
5
MacKinnon, James G.
5
Park, Joon Y.
5
Rahbek, Anders
5
Shin, Yongcheol
5
Sucarrat, Genaro
5
Sun, Yiguo
5
Wang, Shouyang
5
Wang, Taining
5
Webb, Matthew
5
Zakoïan, Jean-Michel
5
Zhu, Ke
5
Demetrescu, Matei
4
Egger, Peter
4
Escanciano, Juan Carlos
4
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Journal of econometrics
6
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
Energy economics
1
European journal of operational research : EJOR
1
Journal of applied econometrics
1
Journal of productivity analysis
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ECONIS (ZBW)
14
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1
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
Saved in:
6
Returns to scale in electricity generation : replicated and revisited
Bernstein, David H.
;
Parmeter, Christopher F.
- In:
Energy economics
82
(
2019
),
pp. 4-15
Persistent link: https://www.econbiz.de/10012173804
Saved in:
7
Nonparametric estimation of the determinants of inefficiency
Parmeter, Christopher F.
;
Wang, Hung-jen
;
Kumbhakar, Subal
- In:
Journal of productivity analysis
47
(
2017
)
3
,
pp. 205-221
Persistent link: https://www.econbiz.de/10011878362
Saved in:
8
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
9
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
10
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
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