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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Chaudhuri, Saraswata"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
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Stochastischer Prozess
Volatility
Statistical test
Estimation theory
5
Schätztheorie
5
Method of moments
3
Momentenmethode
3
Statistischer Test
3
GMM
2
Implied probabilities
2
Probability theory
2
Score test
2
Wahrscheinlichkeitsrechnung
2
Entropie
1
Entropy
1
GEL
1
Induktive Statistik
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Regression analysis
1
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Statistical inference
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Aufsatz in Zeitschrift
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Chaudhuri, Saraswata
Kumar, Dilip
16
Maheswaran, S.
14
Phillips, Peter C. B.
12
Todorov, Viktor
12
Bera, Anil K.
11
Li, Jia
11
Tauchen, George Eugene
11
Cai, Zongwu
10
Francq, Christian
10
Shi, Xiaoxia
10
Baltagi, Badi H.
9
Dufour, Jean-Marie
9
Escanciano, Juan Carlos
9
Su, Liangjun
9
Sun, Yixiao
9
Teräsvirta, Timo
9
Andrews, Donald W. K.
8
Chen, Yi-ting
8
Ghysels, Eric
8
Li, Yingying
8
Linton, Oliver
8
Perron, Pierre
8
White, Halbert
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Demetrescu, Matei
7
Guggenberger, Patrik
7
Jin, Sainan
7
Khalaf, Lynda
7
Kim, Donggyu
7
Kleibergen, Frank
7
Kristensen, Dennis
7
Liu, Zhi
7
McAleer, Michael
7
Mykland, Per A.
7
Taylor, Robert
7
Zhu, Ke
7
Canay, Ivan A.
6
Doğan, Osman
6
Fan, Jianqing
6
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Econometric reviews
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
2
A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata
;
Zivot, Eric
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
Saved in:
3
Projection-type score tests for subsets of parameters
Chaudhuri, Saraswata
-
2008
Persistent link: https://www.econbiz.de/10010248627
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