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person:"Jenkins, Stephen P."
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Handbook of econometrics : volume 6B"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bailey, Natalia"
~person:"Blundell, Richard W."
~person:"Caetano, Carolina"
~person:"Card, David E."
~person:"Fang, Ying"
~person:"Fernández-Villaverde, Jesús"
~person:"Heckman, James J."
~person:"Huber, Florian"
~person:"Kim, Donggyu"
~person:"Levinsohn, James Alan"
~person:"Nelson, Daniel B."
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
27
Schätztheorie
27
Estimation
13
Schätzung
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Theorie
10
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10
Time series analysis
10
Zeitreihenanalyse
10
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Jenkins, Stephen P.
Bailey, Natalia
Blundell, Richard W.
Caetano, Carolina
Card, David E.
Fang, Ying
Fernández-Villaverde, Jesús
Heckman, James J.
Huber, Florian
Kim, Donggyu
Levinsohn, James Alan
Nelson, Daniel B.
Phillips, Peter C. B.
43
Andrews, Donald W. K.
31
Robinson, Peter M.
24
Linton, Oliver
23
Newey, Whitney K.
23
Lee, Lung-fei
21
Chen, Songnian
20
Chen, Xiaohong
18
Li, Qi
18
Su, Liangjun
18
Horowitz, Joel
17
White, Halbert
15
Fan, Yanqin
13
Gao, Jiti
13
Lewbel, Arthur
13
Bai, Jushan
12
Cai, Zongwu
12
Gouriéroux, Christian
12
Hong, Han
12
Imbens, Guido
12
Park, Joon Y.
12
Sun, Yixiao
12
Tauchen, George Eugene
12
Taylor, Robert
12
Francq, Christian
11
Hsiao, Cheng
11
Pesaran, M. Hashem
11
Todorov, Viktor
11
Aït-Sahalia, Yacine
10
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Gallant, A. Ronald
10
Perron, Pierre
10
Schmidt, Peter
10
Chernozhukov, Victor
9
Kristensen, Dennis
9
Li, Degui
9
Li, Jia
9
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9
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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
Handbook of econometrics : volume 6B
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
Journal of applied econometrics
4
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3
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3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economic studies
3
The review of economics and statistics
3
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2
Journal of human resources : JHR
2
SERIEs : Journal of the Spanish Economic Association
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Econometrics : open access journal
1
Evaluation of training and other social programmes
1
Finance research letters
1
International journal of forecasting
1
Journal of political economy
1
L'hétérogénéité en économétrie : numéro spécial
1
New approaches to modelling, specification selection and econometric inference
1
Research in economics : an international review of economics
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
27
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1
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
Saved in:
6
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
7
Dynamic treatment effects
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 276-292
Persistent link: https://www.econbiz.de/10011610524
Saved in:
8
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
9
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
10
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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