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isPartOf:"Working papers"
subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Volatilität
Estimation theory
2,139
Schätztheorie
2,139
Theorie
629
Theory
629
Zeitreihenanalyse
416
Time series analysis
415
Nichtparametrisches Verfahren
372
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298
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Estimation
258
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254
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177
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146
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115
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Linton, Oliver
17
Chen, Xiaohong
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Todorov, Viktor
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Kristensen, Dennis
10
Chen, Songnian
9
Florens, Jean-Pierre
9
Andersen, Torben
8
Horowitz, Joel
8
Li, Jia
8
Robinson, Peter M.
8
Tauchen, George Eugene
8
White, Halbert
8
Cai, Zongwu
7
Lewbel, Arthur
7
Li, Degui
7
Li, Qi
7
Simar, Léopold
7
Su, Liangjun
7
Cattaneo, Matias D.
6
Gao, Jiti
6
Li, Yingying
6
Phillips, Peter C. B.
6
Sun, Yiguo
6
Breunig, Christoph
5
Fan, Yanqin
5
Kim, Donggyu
5
Mykland, Per A.
5
Newey, Whitney K.
5
Park, Joon Y.
5
Rothe, Christoph
5
Sasaki, Yuya
5
Xu, Ke-Li
5
Aït-Sahalia, Yacine
4
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Francq, Christian
4
Haiqing Xu
4
Hoderlein, Stefan
4
Hsiao, Cheng
4
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Working papers
CREATES research paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
114
Economics letters
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Econometric reviews
96
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78
The econometrics journal
68
Discussion paper / Tinbergen Institute
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
SFB 649 discussion paper
39
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Econometrics papers
30
European journal of operational research : EJOR
30
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometrics : open access journal
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International journal of forecasting
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Boston College working papers in economics
23
NBER Working Paper
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
NBER working paper series
22
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of banking & finance
20
Journal of risk and financial management : JRFM
20
KBI
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Cambridge working papers in economics
19
Computational economics
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ECONIS (ZBW)
493
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1
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
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:
8
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:
9
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:
10
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
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