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subject:"United Kingdom"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Nielsen, Morten Ørregaard"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Maximum-Likelihood-Schätzung
Time series analysis
Estimation theory
15
Schätztheorie
15
Bootstrap approach
4
Bootstrap-Verfahren
4
Cluster analysis
3
Clusteranalyse
3
Clustered data
3
Regional cluster
3
Regionales Cluster
3
Volatility
3
Volatilität
3
Wild cluster bootstrap
3
Zeitreihenanalyse
3
Cluster-robust variance estimator
2
Induktive Statistik
2
Maximum likelihood estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Robust inference
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Wild bootstrap
2
CRVE
1
Cluster jackknife
1
Cluster-robust variance estimator (CRVE)
1
Cointegration
1
Conditional sum-of-squares
1
Conditional/unconditional heteroskedasticity
1
Diffusions
1
Edgeworth expansion
1
Estimation
1
Fractional integration
1
Grouped data
1
HJM approach
1
Hausman test
1
Heteroscedasticity
1
Heteroskedastizität
1
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Aufsatz in Zeitschrift
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English
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Aït-Sahalia, Yacine
Nielsen, Morten Ørregaard
Phillips, Peter C. B.
13
Taylor, Robert
9
Linton, Oliver
8
Robinson, Peter M.
8
Lee, Lung-fei
7
Leybourne, Stephen James
7
Chen, Xiaohong
6
Li, Jia
6
Todorov, Viktor
6
Andersen, Torben
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Dong
5
Li, Kunpeng
5
Li, Qi
5
Li, Yingying
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Bai, Jushan
4
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Ng, Serena
4
Pesaran, M. Hashem
4
Sun, Yixiao
4
Zakoïan, Jean-Michel
4
Baillie, Richard
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Harvey, Andrew C.
3
Johansen, Søren
3
Kim, Dukpa
3
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Journal of econometrics
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Journal of empirical finance
1
The journal of business : B
1
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ECONIS (ZBW)
4
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1
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
2
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
3
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
4
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
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