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subject:"Estimation theory"
~isPartOf:"Working papers / Department of Economics, Eller College"
~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
~subject:"Volatilität"
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Estimation theory
Volatilität
Schätztheorie
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CAPM
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IV-Schätzung
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Instrumental variables
1
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Phillips, Peter C. B.
Swanson, Norman R.
Woutersen, Tiemen
8
Hausman, Jerry A.
5
Chao, John C.
3
Newey, Whitney K.
3
Castro, Luciano I. de
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Galvão Júnior, Antônio Fialho
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Ham, John C.
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Working papers / Department of Economics, Eller College
Cowles Foundation discussion paper
104
Cowles Foundation Discussion Paper
44
Journal of econometrics
39
Working papers / Rutgers University, Department of Economics
26
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Cowles Foundation paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric reviews
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Oxford bulletin of economics and statistics
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The review of economic studies
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Working paper
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Discussion paper / Department of Economics, University of California San Diego
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Econometrics : open access journal
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in honor of Jerry Hausman
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FRB of Philadelphia Working Paper
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International economic review
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Journal of applied econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
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Applied financial economics
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Computer-aided econometrics
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Cowles Foundation Discussion Paper 1768
1
Discussion paper / Tinbergen Institute
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Essays in honor of Cheng Hsiao
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Handbook of econometrics ; Vol. 1
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
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Handbook of financial time series
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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An expository note on the existence of moments of Fuller and HFUL estimators
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
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2012
Persistent link: https://www.econbiz.de/10009736496
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2
Combining two consistent estimators
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
-
2012
Persistent link: https://www.econbiz.de/10009733984
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3
Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.
;
Newey, Whitney K.
;
Woutersen, Tiemen
; …
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2011
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Persistent link: https://www.econbiz.de/10009736533
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