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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Ahn, Seung Chan"
~person:"Bera, Anil K."
~person:"Renault, Eric"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Momentenmethode
Monte Carlo simulation
Volatilität
Theorie
21
Theory
21
Estimation theory
5
Method of moments
4
Volatility
4
Capital income
3
Kapitaleinkommen
3
Statistical test
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Test
3
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2
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Discrete choice
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Discrete choice models
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13
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Aufsatz in Zeitschrift
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13
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English
13
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Ahn, Seung Chan
Bera, Anil K.
Renault, Eric
Chib, Siddhartha
11
Lee, Lung-fei
10
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Gouriéroux, Christian
7
Koop, Gary
7
Li, Qi
7
Schmidt, Peter
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Giles, David E. A.
6
Kohn, Robert
6
Phillips, Peter C. B.
6
Yu, Jun
6
Baltagi, Badi H.
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Andrews, Donald W. K.
4
Fry, Tim R. L.
4
Ghysels, Eric
4
Hallin, Marc
4
Hsiao, Cheng
4
Linton, Oliver
4
Nachane, Dilip M.
4
Pesaran, M. Hashem
4
Rilstone, Paul
4
Robinson, Peter M.
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Todorov, Viktor
4
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of productivity analysis
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
Regional science & urban economics
1
The econometrics journal
1
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1
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ECONIS (ZBW)
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1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
2
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
3
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
4
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
5
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
6
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
7
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
8
GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
Saved in:
9
Efficient estimation of dynamic panel data models : alternative assumptions and simplified estimation
Ahn, Seung Chan
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 309-321
Persistent link: https://www.econbiz.de/10001211358
Saved in:
10
Testing for the regression coefficient stability
Bera, Anil K.
- In:
Journal of quantitative economics : official journal of …
13
(
1997
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001237603
Saved in:
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