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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:"Renault, Eric"
~person:"Windmeijer, Frank"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~subject:"Weak instruments"
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Schätztheorie
Monte Carlo simulation
Volatilität
Weak instruments
Theorie
17
Theory
17
Volatility
4
Capital income
3
Kapitaleinkommen
3
Method of moments
3
Momentenmethode
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Stochastic process
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Renault, Eric
Windmeijer, Frank
Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Bera, Anil K.
4
Chen, Songnian
4
Fry, Tim R. L.
4
Hallin, Marc
4
Nachane, Dilip M.
4
Rilstone, Paul
4
Schmidt, Peter
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
IFS working paper series
6
IFS working paper
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric reviews
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
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1
Econometric models of event counts
1
Econometric theory
1
Economics letters
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Handbook of econometrics ; Vol. 6B
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Statistical methods in finance
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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
A weak instrument F-test in linear IV models with multiple endogenous variables
Sanderson, Eleanor
;
Windmeijer, Frank
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 212-221
Persistent link: https://www.econbiz.de/10011592173
Saved in:
3
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:
4
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:
5
A finite sample correction for the variance of linear efficient two-step GMM estimators
Windmeijer, Frank
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10002538627
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
Individual effects and dynamics in count data models
Blundell, Richard W.
;
Griffith, Rachel
;
Windmeijer, Frank
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
Saved in:
8
An R-squared measure of goodness of fit for some common nonlinear regression models
Cameron, Adrian Colin
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10001212839
Saved in:
9
A note on R 2 in the instrumental variables model
Windmeijer, Frank
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001196281
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