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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 649 discussion paper"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Theorie
Nonparametric statistics
Volatilität
Estimation theory
1,957
Schätztheorie
1,957
Theory
497
Nichtparametrisches Verfahren
389
Zeitreihenanalyse
359
Time series analysis
358
Regression analysis
339
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339
Estimation
251
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247
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169
Statistischer Test
169
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159
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159
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131
Method of moments
102
Momentenmethode
101
Maximum likelihood estimation
87
Maximum-Likelihood-Schätzung
87
Statistical distribution
87
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87
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86
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86
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86
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Härdle, Wolfgang
36
Linton, Oliver
19
Li, Qi
13
Phillips, Peter C. B.
11
Cai, Zongwu
10
Chen, Songnian
10
Chen, Xiaohong
10
Mammen, Enno
10
Reiß, Markus
10
Todorov, Viktor
10
Breunig, Christoph
9
Florens, Jean-Pierre
9
Horowitz, Joel
9
Simar, Léopold
9
Baltagi, Badi H.
8
Carroll, Raymond J.
8
Robinson, Peter M.
8
Spokojnyj, Vladimir G.
8
White, Halbert
8
Bibinger, Markus
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
Kohn, Robert
7
Lewbel, Arthur
7
Srivastava, Virendra K.
7
Su, Liangjun
7
Tauchen, George Eugene
7
Andersen, Torben
6
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Degui
6
Li, Jia
6
Ohtani, Kazuhiro
6
Park, Joon Y.
6
Ridder, Geert
6
Rothe, Christoph
6
Sun, Yiguo
6
Yang, Lijian
6
Andrews, Donald W. K.
5
Fan, Yanqin
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
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Statistical papers
Discussion papers of interdisciplinary research project 373
Journal of econometrics
SFB 649 discussion paper
Economics letters
473
Econometric theory
384
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
255
Econometric reviews
226
Série des documents de travail / Centre de Recherche en Économie et Statistique
173
Journal of applied econometrics
152
Journal of quantitative economics : official journal of the Indian Econometric Society
144
CEMMAP working papers / Centre for Microdata Methods and Practice
136
The review of economics and statistics
125
Discussion paper / Tinbergen Institute
123
Oxford bulletin of economics and statistics
104
Discussion paper / Center for Economic Research, Tilburg University
94
The econometrics journal
93
Working paper / National Bureau of Economic Research, Inc.
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
90
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Journal of the American Statistical Association : JASA
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper series / IZA
79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
69
Cowles Foundation discussion paper
68
The review of economic studies
67
Applied economics
65
Working paper / Department of Econometrics and Business Statistics, Monash University
60
Working paper series
60
International economic review
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
58
Journal of forecasting
57
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Working paper
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
International journal of forecasting
45
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ECONIS (ZBW)
947
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai, Erwann
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
Saved in:
5
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
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6
Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun
;
Kim, Jihyun
;
Wang, Bin
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437
Saved in:
7
Inference on individual treatment effects in nonseparable triangular models
Ma, Jun
;
Marmer, Vadim
;
Yu, Zhengfei
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2096-2124
Persistent link: https://www.econbiz.de/10014471446
Saved in:
8
Semi-nonparametric estimation of random coefficients logit model for aggregate demand
Lu, Zhentong
;
Shi, Xiaoxia
;
Tao, Jing
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2245-2265
Persistent link: https://www.econbiz.de/10014471454
Saved in:
9
Identification and estimation of spillover effects in randomized experiments
Vazquez-Bare, Gonzalo
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471486
Saved in:
10
Semiparametric estimation of long-term treatment effects
Chen, Jiafeng
;
Ritzwoller, David M.
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471513
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