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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Nonparametric statistics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Nonparametric statistics
Stochastischer Prozess
Estimation theory
422
Schätztheorie
422
Time series analysis
94
Zeitreihenanalyse
94
Estimation
77
Schätzung
76
Regression analysis
69
Regressionsanalyse
69
Theorie
61
Theory
61
Nichtparametrisches Verfahren
56
Statistical test
50
Statistischer Test
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Volatilität
36
Cointegration
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Kointegration
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Stochastic process
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Method of moments
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ARCH-Modell
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Panel
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Panel study
21
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Autokorrelation
20
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Bayes-Statistik
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Bayesian inference
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Phillips, Peter C. B.
16
Chen, Xiaohong
15
Andrews, Donald W. K.
5
Kumar, Dilip
4
Maheswaran, S.
3
Pouzo, Demian
3
Armstrong, Timothy B.
2
Bu, Ruijun
2
Christensen, Timothy M.
2
Francq, Christian
2
Guggenberger, Patrik
2
Hadri, Kaddour
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Lieberman, Offer
2
Mandelbrot, Benoît B.
2
Otsu, Taisuke
2
Su, Liangjun
2
Tamer, Elie T.
2
Zakoïan, Jean-Michel
2
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Altonji, Joseph G.
1
Amini, Shahram
1
Andreou, Alena
1
Arndt, Channing
1
Audrino, Francesco
1
Balter, Janine
1
Bandi, Federico M.
1
Barral, Julien
1
Battisti, Michele
1
Beqiraj, Elton
1
Birke, Melanie
1
Boccanfuso, Dorothée
1
Bos, Charles S.
1
Boudt, Kris
1
Boughrara, Adel
1
Caldeira, João F.
1
Calvet, Laurent E.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
Economic modelling
Journal of econometrics
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Econometric theory
153
Economics letters
125
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric reviews
112
Journal of the American Statistical Association : JASA
83
The econometrics journal
79
Discussion paper / Tinbergen Institute
74
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
CREATES research paper
47
Working paper / Department of Econometrics and Business Statistics, Monash University
46
SFB 649 discussion paper
45
Quantitative economics : QE ; journal of the Econometric Society
42
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Discussion paper series / IZA
36
Econometrics : open access journal
32
Econometrics papers
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of empirical finance
32
International journal of forecasting
31
Cowles Foundation Discussion Paper
30
Journal of risk and financial management : JRFM
27
NBER Working Paper
27
Computational economics
26
Applied economics letters
25
Journal of banking & finance
25
NBER working paper series
25
Working papers / TSE : WP
25
Boston College working papers in economics
24
Insurance / Mathematics & economics
24
Applied economics
23
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ECONIS (ZBW)
115
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
3
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
5
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
6
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
9
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
10
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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