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person:"Diebold, Francis X."
subject:"Statistical theory"
~person:"Andrews, Donald W. K."
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Volatilität
Estimation theory
64
Schätztheorie
64
Theorie
40
Theory
40
Method of moments
10
Momentenmethode
10
Induktive Statistik
8
Statistical inference
8
Statistical test
7
Statistischer Test
7
Time series analysis
7
Zeitreihenanalyse
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Statistische Methodenlehre
6
Estimation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
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Schätzung
4
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3
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3
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3
Exchange rate
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IV-Schätzung
3
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3
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3
Modellierung
3
Moment inequalities
3
Scientific modelling
3
USA
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3
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3
Asymptotics
2
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2
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2
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Article
8
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Aufsatz in Zeitschrift
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9
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9
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Diebold, Francis X.
Andrews, Donald W. K.
Kumar, Dilip
16
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
10
Ghysels, Eric
9
Teräsvirta, Timo
9
Liu, Zhi
8
Andersen, Torben
7
Dufour, Jean-Marie
7
Francq, Christian
7
Kim, Donggyu
7
King, Maxwell L.
7
Li, Yingying
7
Mykland, Per A.
7
White, Halbert
7
Bollerslev, Tim
6
Hansen, Bruce E.
6
McAleer, Michael
6
Wang, Yazhen
6
Bauwens, Luc
5
Fan, Jianqing
5
Godfrey, L. G.
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Hong, Yongmiao
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Kuan, Chung-ming
5
Park, Joon Y.
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Boswijk, Herman Peter
4
Clements, Adam
4
Elliott, Robert J.
4
Fičura, Milan
4
Hall, Alastair R.
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
1
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
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ECONIS (ZBW)
8
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1
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
4
A conditional Kolmogorov test
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1097-1128
Persistent link: https://www.econbiz.de/10001225120
Saved in:
5
Admissibility on the likelihood ratio test when the parameter space is restricted under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 705-718
Persistent link: https://www.econbiz.de/10001199882
Saved in:
6
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
7
An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K.
- In:
Econometric reviews
12
(
1993
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
Saved in:
8
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Saved in:
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