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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~subject:"Regression analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regression analysis
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Time series analysis
158
Zeitreihenanalyse
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Phillips, Peter C. B.
9
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7
Wang, Qiying
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Xia, Yingcun
4
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Jun, Sung Jae
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2
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2
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2
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2
Newey, Whitney K.
2
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Berenguer-Rico, Vanessa
1
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Econometric theory
Journal of econometrics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Economics letters
123
Econometric reviews
97
Journal of the American Statistical Association : JASA
95
The econometrics journal
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European journal of operational research : EJOR
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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26
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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
22
Finance research letters
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19
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The North American journal of economics and finance : a journal of financial economics studies
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Statistics in transition : an international journal of the Polish Statistical Association
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The empirical economics letters : a monthly international journal of economics
13
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
114
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
3
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
4
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
5
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
6
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
7
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
8
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
9
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
10
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
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