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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Volatility"
~subject:"World"
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Schätztheorie
Volatility
World
Theorie
196
Theory
196
Estimation theory
53
USA
26
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26
Estimation
21
Schätzung
21
Time series analysis
21
Zeitreihenanalyse
21
Statistical theory
20
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Angrist, Joshua D.
12
Imbens, Guido
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Diebold, Francis X.
4
Stock, James H.
4
West, Kenneth D.
4
Abadie, Alberto
3
Aït-Sahalia, Yacine
3
Krueger, Alan B.
3
Abowd, John M.
2
Cho, Dongchul
2
Crépon, Bruno
2
Den Haan, Wouter J.
2
Heckman, James J.
2
Kramarz, Francis
2
Leamer, Edward E.
2
Levin, Andrew T.
2
Mykland, Per A.
2
Watson, Mark W.
2
Aakvik, Arild
1
Ackerberg, Daniel A.
1
Altonji, Joseph G.
1
An, Jong beom
1
Andersen, Torben
1
Attanasio, Orazio P.
1
Baker, Regina
1
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1
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1
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1
Brandt, Michael W.
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Ellison, Sara Fisher
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Firpo, Sérgio Pinheiro
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Fortin, Nicole Marie
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Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
570
NBER working paper series
564
Economics letters
539
NBER Working Paper
509
Journal of econometrics
491
Econometric theory
301
Discussion paper / Centre for Economic Policy Research
285
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
265
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
257
CESifo working papers
235
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209
Discussion paper / Tinbergen Institute
208
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193
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183
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165
Série des documents de travail / Centre de Recherche en Économie et Statistique
165
Economic modelling
158
Journal of international economics
158
The review of economics and statistics
154
Europäische Hochschulschriften / 5
146
Journal of quantitative economics : official journal of the Indian Econometric Society
144
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IMF working papers
127
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Oxford bulletin of economics and statistics
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111
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109
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107
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
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104
Finance research letters
102
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ECONIS (ZBW)
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1
Unconditional quantile regressions
Firpo, Sérgio Pinheiro
;
Fortin, Nicole Marie
;
Lemieux, …
-
2007
Persistent link: https://www.econbiz.de/10003504373
Saved in:
2
Moving the goalposts : addressing limited overlap in the estimation of average treatment effects by changing the estimand
Crump, Richard K.
;
Hotz, Vincent Joseph
;
Imbens, Guido
; …
-
2006
Persistent link: https://www.econbiz.de/10003390459
Saved in:
3
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
4
Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido
;
Newey, Whitney K.
-
2002
Persistent link: https://www.econbiz.de/10001752921
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
6
The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10001663740
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
8
Panel data estimators for nonseparable models with endogenous regressors
Altonji, Joseph G.
;
Matzkin, Rosa L.
-
2001
Persistent link: https://www.econbiz.de/10001565850
Saved in:
9
The bias of the RSR estimator and the accuracy of some alternatives
Goetzmann, William N.
;
Peng, Liang
-
2001
Persistent link: https://www.econbiz.de/10001569258
Saved in:
10
A new use of importance sampling to reduce computational burden in simulation estimation
Ackerberg, Daniel A.
-
2001
Persistent link: https://www.econbiz.de/10001596235
Saved in:
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