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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Volatility
Estimation theory
2,019
Schätztheorie
2,019
Theorie
620
Theory
620
Zeitreihenanalyse
360
Time series analysis
359
Nichtparametrisches Verfahren
355
Nonparametric statistics
355
Regression analysis
286
Regressionsanalyse
286
Estimation
259
Schätzung
254
Panel study
169
Statistical test
165
Statistischer Test
165
Volatilität
137
Method of moments
110
Momentenmethode
109
Induktive Statistik
96
Statistical inference
96
Forecasting model
88
Prognoseverfahren
88
Maximum likelihood estimation
82
Maximum-Likelihood-Schätzung
82
Autocorrelation
81
Autokorrelation
81
Bootstrap approach
81
Bootstrap-Verfahren
81
Instrumental variables
80
Statistical theory
77
Statistische Methodenlehre
77
Statistical distribution
72
Statistische Verteilung
72
Cointegration
69
IV-Schätzung
69
Stochastischer Prozess
69
Kointegration
68
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192
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Article in journal
331
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331
Conference paper
6
Konferenzbeitrag
6
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English
331
Author
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Todorov, Viktor
11
Su, Liangjun
10
Bai, Jushan
8
Li, Jia
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Phillips, Peter C. B.
7
Andersen, Torben
6
Li, Kunpeng
6
Li, Yingying
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Mykland, Per A.
5
Peng, Bin
5
Feng, Guohua
4
Li, Guodong
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Weidner, Martin
4
Westerlund, Joakim
4
Yu, Jihai
4
Zhang, Lan
4
Arellano, Manuel
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Dong
3
Linton, Oliver
3
Meddahi, Nour
3
Moon, Hyungsik Roger
3
Ng, Serena
3
Sul, Donggyu
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of banking & finance
Journal of econometrics
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
84
The econometrics journal
53
Econometric theory
46
Economic modelling
39
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Journal of empirical finance
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Applied economics
18
Computational economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
European journal of operational research : EJOR
17
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Quantitative finance
17
Finance research letters
16
Journal of financial econometrics
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of forecasting
15
Regional science & urban economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of productivity analysis
11
Mathematics of operations research
11
Energy economics
10
Finance and stochastics
10
Journal of econometric methods
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Operations research
10
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ECONIS (ZBW)
331
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
10
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
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