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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Horowitz, Joel"
~person:"Sun, Yixiao"
~person:"Todorov, Viktor"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
41
Schätztheorie
41
Volatility
11
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Statistical test
10
Statistischer Test
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Stahlecker, Peter
Andrews, Donald W. K.
Horowitz, Joel
Sun, Yixiao
Todorov, Viktor
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Aït-Sahalia, Yacine
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
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Journal of econometrics
Cowles Foundation discussion paper
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Econometric theory
17
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
15
The review of economic studies
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ERID working paper
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Econometric reviews
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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2
Discussion papers of interdisciplinary research project 373
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Economics letters
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2
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1
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Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover : Ser. B, Ökonometrie und Statistik
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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Journal of urban economics
1
Mathematical methods of operations research
1
Special issue on topics in applied econometrics
1
Statistical papers
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The review of economic studies : RES
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
Working papers in economics and econometrics
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
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:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
7
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
8
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
9
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
10
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
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