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subject:"Panel"
subject:"Stochastic process"
~person:"Sul, Donggyu"
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Börsenkurs
Theory
Estimation theory
47
Schätztheorie
47
Volatility
19
Volatilität
19
Estimation
18
Panel study
18
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18
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12
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12
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Sul, Donggyu
Todorov, Viktor
Pesaran, M. Hashem
114
Phillips, Peter C. B.
91
Baltagi, Badi H.
88
Härdle, Wolfgang
71
Gouriéroux, Christian
52
Andrews, Donald W. K.
49
Gao, Jiti
49
McAleer, Michael
47
Newey, Whitney K.
43
Franses, Philip Hans
42
Hsiao, Cheng
39
Lee, Lung-fei
39
Swanson, Norman R.
39
Hayakawa, Kazuhiko
38
Imbens, Guido
38
Linton, Oliver
38
Robinson, Peter M.
37
Giles, David E. A.
35
Heckman, James J.
33
Li, Qi
33
Bai, Jushan
30
Zakoïan, Jean-Michel
30
Hahn, Jinyong
29
Horowitz, Joel
29
Ullah, Aman
29
Winkelmann, Rainer
29
Wooldridge, Jeffrey M.
29
Kao, Chihwa
28
King, Maxwell L.
28
Kiviet, J. F.
28
Kohn, Robert
28
Krämer, Walter
28
Su, Liangjun
28
Weidner, Martin
28
Bera, Anil K.
27
Brännäs, Kurt
27
Diebold, Francis X.
27
Ohtani, Kazuhiro
26
Westerlund, Joakim
26
Windmeijer, Frank
26
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Journal of econometrics
11
Cowles Foundation discussion paper
5
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3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Oxford bulletin of economics and statistics
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1
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ECONIS (ZBW)
36
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
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:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures
Han, Minyu
;
Kwak, Jihun
;
Sul, Donggyu
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 291-320
Empirical researchers may wonder whether or not a two-way fixed effects estimator (with individual and period fixed effects) is sufficiently sophisticated to isolate the influence of common shocks on the estimation of slope coefficients. If it is not, practitioners need to run the so-called...
Persistent link: https://www.econbiz.de/10013364881
Saved in:
5
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
7
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
10
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
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