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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~person:"Gallant, A. Ronald"
~person:"Heckman, James J."
~person:"Xiu, Dacheng"
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Estimation
Zeitreihenanalyse
Schätzung
15
Estimation theory
8
Schätztheorie
8
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6
Theory
6
Volatility
6
Volatilität
6
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15
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Francq, Christian
Gallant, A. Ronald
Heckman, James J.
Xiu, Dacheng
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
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5
Kim, Donggyu
5
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5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Barigozzi, Matteo
3
Barnett, William A.
3
Botosaru, Irene
3
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3
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3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Han, Xu
3
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3
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3
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
31
NBER Working Paper
29
NBER working paper series
29
Discussion paper series / IZA
24
IZA Discussion Paper
11
Journal of political economy
5
Working paper / IFAU - Institute for Labour Market Policy Evaluation
5
Chicago Booth Research Paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
UCD Geary Institute discussion paper series
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
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2
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2
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2
, Vol. , pp. -
1
Annals of economics and statistics
1
CEA_372Cass working paper series
1
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1
Computation and estimation in finance and economics
1
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1
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1
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1
Handbook of econometrics : volume 6B
1
Handbook of the economics of education : volume 3
1
IZA policy papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of human capital : JHC
1
Journal of public economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
15
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1
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
2
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
3
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
4
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
7
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Saved in:
8
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
9
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:
10
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
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