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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Working papers / TSE : WP"
~subject:"Momentenmethode"
~subject:"Panel"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Momentenmethode
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Estimation theory
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Nichtparametrisches Verfahren
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fixed effects
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panel data
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Gautier, Eric
3
Beyhum, Jad
2
Costa, Manon
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Gadat, Sébastien
2
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Gaillac, Christophe
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Working papers / TSE : WP
CEMMAP working papers / Centre for Microdata Methods and Practice
74
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57
Cowles Foundation discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
34
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13
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7
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
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7
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1
Bootstrap inference for fixed-effect models
Higgins, Ayden
;
Jochmans, Koen
-
2022
-
This version: April 5, 2022
Persistent link: https://www.econbiz.de/10013184462
Saved in:
2
Factor and factor loading augmented estimators for panel regression
Beyhum, Jad
;
Gautier, Eric
-
2021
Persistent link: https://www.econbiz.de/10012542410
Saved in:
3
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
5
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
6
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
Saved in:
7
Square‐root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity
Beyhum, Jad
;
Gautier, Eric
-
2019
Persistent link: https://www.econbiz.de/10012181495
Saved in:
8
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
Saved in:
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