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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Tauchen, George Eugene"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Schätztheorie
Statistical distribution
Estimation theory
7
Estimation
3
Exchange rate
3
Schätzung
3
Theorie
3
Theory
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Nichtparametrisches Verfahren
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Brownian functional
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Lucas, André
Phillips, Peter C. B.
Tauchen, George Eugene
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
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Caner, Mehmet
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Gospodinov, Nikolaj
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Hansen, Bruce E.
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Härdle, Wolfgang
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Ichimura, Hidehiko
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Ling, Shiqing
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Powell, James
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Ruud, Paul Arthur
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Zhang, Xinyu
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Bauwens, Luc
3
Bollerslev, Tim
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Cai, Zongwu
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Cheung, Yin-Wong
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Fan, Jianqing
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Franses, Philip Hans
3
González-Rivera, Gloria
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Hall, Alastair R.
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Kong, Xinbing
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Journal of econometrics
43
Econometric theory
25
Discussion paper / Tinbergen Institute
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
ERID working paper
5
Econometric reviews
5
Economics letters
5
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4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometrics : open access journal
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
International journal of forecasting
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Report / Econometric Institute, Erasmus University Rotterdam
2
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2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annals of economics and statistics
1
Computation and estimation in finance and economics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
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1
Economic Research Initiatives at Duke (ERID) Working Paper
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Essays in honor of Cheng Hsiao
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Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Macroeconomic dynamics
1
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
4
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
5
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
6
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
7
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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