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~isPartOf:"Journal of financial econometrics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
84
Schätztheorie
84
Schätzung
21
Estimation
20
Theorie
17
Theory
17
Time series analysis
16
Zeitreihenanalyse
16
Volatility
13
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13
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9
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9
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English
84
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Imbens, Guido
5
Abadie, Alberto
3
Kim, Kyoo Il
3
Kline, Patrick
3
Andersen, Torben
2
Arcidiacono, Peter
2
Bayer, Patrick J.
2
Dobrev, Dobrislav
2
Kleibergen, Frank
2
Kong, Lingwei
2
Petrin, Amil
2
Santos, Andres
2
Schaumburg, Ernst
2
Schorfheide, Frank
2
Wooldridge, Jeffrey M.
2
Zhan, Zhaoguo
2
Abbott, Joshua
1
Agrawal, Raj
1
Al-Ubaydli, Omar
1
Athey, Susan
1
Bajari, Patrick L.
1
Bauwens, Luc
1
Benigno, Gianluca
1
Benigno, Pierpaolo
1
Bisin, Alberto
1
Blevins, Jason R.
1
Boudt, Kris
1
Buccheri, Giuseppe
1
Bugni, Federico A.
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Card, David E.
1
Casas, Isabel
1
Chen, Feng
1
Chen, Hui
1
Cheng, Xu
1
Chernozhukov, Victor
1
Chetty, Raj
1
Chingos, Matthew M.
1
Cipollini, Fabrizio
1
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Journal of financial econometrics
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
699
Economics letters
278
Econometric reviews
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric theory
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
European journal of operational research : EJOR
97
The econometrics journal
97
International journal of forecasting
88
Computational economics
75
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion paper / Centre for Economic Policy Research
63
Discussion papers / CEPR
63
Journal of time series econometrics
56
Finance research letters
54
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
NBER working paper series
36
Operations research letters
36
Journal of economic dynamics & control
34
Journal of forecasting
33
Quantitative finance
31
Journal of empirical finance
28
SpringerLink / Bücher
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Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Scandinavian actuarial journal
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Mathematics of operations research
23
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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ECONIS (ZBW)
84
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
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3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances
Hu, Jianhua
;
Ding, Hao
;
Liu, Xiaoqian
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1169-1195
Persistent link: https://www.econbiz.de/10014391448
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8
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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9
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
10
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
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