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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The review of economics and statistics"
~person:"Bao, Yong"
~person:"Racine, Jeffrey"
~subject:"Sampling"
~subject:"Schätztheorie"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Sampling
Schätztheorie
Theorie
Estimation theory
8
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical distribution
2
Statistische Verteilung
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
B-spline
1
Bayesian methods
1
Core
1
Cross-validation
1
Distribution
1
Entropie
1
Entropy
1
Estimation
1
GLS
1
Heteroskedasticity
1
Information
1
Jensen-Shannon divergence
1
Kernel Method
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mean Reversion
1
Mean reversion
1
Mehrebenenanalyse
1
Method of moments
1
Momentenmethode
1
Multi-level analysis
1
Nonparametric regression
1
Ornstein-Uhlenbeck process
1
Panel
1
Panel study
1
Partially Linear Model
1
Regional economics
1
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Aufsatz in Zeitschrift
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Bao, Yong
Racine, Jeffrey
Baltagi, Badi H.
11
Teräsvirta, Timo
7
Dufour, Jean-Marie
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Li, Qi
5
Bera, Anil K.
4
Godfrey, L. G.
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kapetanios, George
4
Kilian, Lutz
4
King, Maxwell L.
4
Kumbhakar, Subal
4
Linton, Oliver
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Perron, Pierre
4
Tsionas, Efthymios G.
4
Tu, Yundong
4
Wan, Alan T. K.
4
Ai, Chunrong
3
Bai, Jushan
3
Bollerslev, Tim
3
Breitung, Jörg
3
Cai, Zongwu
3
Caner, Mehmet
3
Chen, Yi-ting
3
Dagum, Estela Bee
3
Fan, Yanqin
3
Fiebig, Denzil G.
3
Golan, Amos
3
Guggenberger, Patrik
3
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Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The review of economics and statistics
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Economics letters
2
Journal of applied econometrics
2
Annals of economics and statistics
1
Econometrics : open access journal
1
Global business & economics review
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of quantitative economics
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
The Canadian journal of economics
1
The econometrics journal
1
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1
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
Saved in:
2
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
3
Information measures of kernel estimation
Beheshti, Neshat
;
Racine, Jeffrey
;
Soofi, Ehsan S.
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012180697
Saved in:
4
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
5
The smooth colonel and the reverend find common ground
Kiefer, Nicholas Maximilian
;
Racine, Jeffrey
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011795197
Saved in:
6
Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
Li, Cong
;
Li, Hongjun
;
Racine, Jeffrey
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 970-987
Persistent link: https://www.econbiz.de/10011795542
Saved in:
7
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
8
A partially linear kernel estimator for categorical data
Gao, Qi
;
Liu, Long
;
Racine, Jeffrey
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 959-978
Persistent link: https://www.econbiz.de/10011483412
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