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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Andrews, Donald W. K."
~person:"Thyrsgaard, Martin"
~subject:"Statistischer Test"
~subject:"Volatility"
~type:"article"
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Schätzung
Statistischer Test
Volatility
Theorie
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Statistical test
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Andrews, Donald W. K.
Thyrsgaard, Martin
Aït-Sahalia, Yacine
7
Koop, Gary
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Dufour, Jean-Marie
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4
Hong, Yongmiao
4
Nielsen, Morten Ørregaard
4
Pesaran, M. Hashem
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Rahbek, Anders
4
Steel, Mark F. J.
4
Taylor, Robert
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Delgado, Miguel A.
3
Diebold, Francis X.
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Fan, Jianqing
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Frühwirth-Schnatter, Sylvia
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Gouriéroux, Christian
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Linton, Oliver
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Robinson, Peter M.
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Schorfheide, Frank
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Velasco, Carlos
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Whang, Yoon-jae
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Xiao, Zhijie
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
3
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
Saved in:
4
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
Saved in:
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