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subject:"Sampling"
~isPartOf:"The review of economic studies"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Sampling
Time series analysis
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Estimation theory
86
Schätztheorie
86
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60
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60
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12
Estimation
8
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Robinson, Peter M.
2
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1
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1
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1
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1
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1
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1
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The review of economic studies
Journal of econometrics
400
Economics letters
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Econometric theory
170
Econometric reviews
107
International journal of forecasting
72
Econometrics : open access journal
61
Journal of forecasting
61
Applied economics letters
59
Journal of the American Statistical Association : JASA
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
The econometrics journal
50
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Applied economics
42
Journal of empirical finance
41
Journal of applied econometrics
40
Journal of time series econometrics
40
Computational economics
37
Statistics in transition : an international journal of the Polish Statistical Association
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of financial econometrics
25
Finance research letters
23
The review of economics and statistics
23
Journal of risk and financial management : JRFM
22
Journal of banking & finance
21
Quantitative economics : QE ; journal of the Econometric Society
18
Quantitative finance
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European journal of operational research : EJOR
17
International journal of economics and financial issues : IJEFI
17
Journal of economic dynamics & control
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of macroeconomics
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International journal of theoretical and applied finance
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1
Sellers with misspecified models
Madarász, Kristóf
;
Prat, Andrea
- In:
The review of economic studies
84
(
2017
)
2
,
pp. 790-815
Persistent link: https://www.econbiz.de/10011751758
Saved in:
2
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
3
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
4
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
The review of economic studies
72
(
2005
)
2
,
pp. 499-541
Persistent link: https://www.econbiz.de/10002692476
Saved in:
5
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
6
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
Saved in:
7
Bounding causal effects using data from a contaminated natural experiment : analysing the effects of teenage childbearing
Hotz, Vincent Joseph
- In:
The review of economic studies
64
(
1997
)
4
,
pp. 575-603
Persistent link: https://www.econbiz.de/10001337658
Saved in:
8
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
9
Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
Saved in:
10
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
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