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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bormetti, Giacomo"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Volatilität"
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Monte-Carlo-Simulation
Panel study
Estimation theory
Volatilität
Schätztheorie
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Bormetti, Giacomo
Phillips, Peter C. B.
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
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6
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
102
Cowles Foundation Discussion Paper
44
Journal of econometrics
32
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Cowles Foundation paper
4
The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Oxford bulletin of economics and statistics
3
The review of economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
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Discussion paper / Department of Economics, University of California San Diego
1
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Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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ECONIS (ZBW)
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
4
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
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