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subject:"United States"
subject:"Volatility"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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United States
Volatility
Dynamische Wirtschaftstheorie
Monte Carlo simulation
Estimation theory
90
Schätztheorie
90
Theorie
53
Theory
53
Time series analysis
22
Zeitreihenanalyse
22
USA
11
Statistical theory
10
Statistische Methodenlehre
10
Estimation
9
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18
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Angrist, Joshua D.
4
Abadie, Alberto
3
Diebold, Francis X.
2
Imbens, Guido
2
Krueger, Alan B.
2
Abowd, John M.
1
An, Jong beom
1
Baker, Regina
1
Beaulieu, J. Joseph
1
Berkowitz, Jeremy
1
Bound, John
1
Brandt, Michael W.
1
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1
Crépon, Bruno
1
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1
García López, José A.
1
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1
Hellerstein, Judith K.
1
Hoxby, Caroline M.
1
Jaeger, David A.
1
Kramarz, Francis
1
Manning, Willard G.
1
Miron, Jeffrey A.
1
Mullahy, John
1
Nelson, Daniel B.
1
Ohanian, Lee E.
1
Paserman, Marco Daniele
1
Santa-Clara, Pedro
1
Schwert, George William
1
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Technical working paper / National Bureau of Economic Research
Journal of econometrics
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Economics letters
66
Working paper / National Bureau of Economic Research, Inc.
52
Discussion paper / Tinbergen Institute
49
Econometric reviews
47
The review of economics and statistics
46
Applied economics
30
International journal of forecasting
29
Computational economics
28
Economic modelling
28
NBER working paper series
28
CREATES research paper
27
Econometric theory
27
Journal of applied econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
The econometrics journal
26
NBER Working Paper
25
Journal of empirical finance
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
American journal of agricultural economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Discussion paper series / IZA
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics letters
20
Journal of forecasting
20
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19
Finance research letters
18
Quantitative finance
18
The journal of futures markets
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International journal of theoretical and applied finance
17
Econometrics : open access journal
16
European journal of operational research : EJOR
16
Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
16
Journal of financial econometrics
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ECONIS (ZBW)
18
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1
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
2
Bootstrap test for the effect of a treatment on the distribution of an outcome variable
Abadie, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001515183
Saved in:
3
Semiparametric estimation of instrumental variable models for causal effects
Abadie, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001512768
Saved in:
4
Estimating log models to transform or not to transform?
Manning, Willard G.
;
Mullahy, John
-
1999
Persistent link: https://www.econbiz.de/10001437677
Saved in:
5
Overidentification tests with grouped data
Hoxby, Caroline M.
;
Paserman, Marco Daniele
-
1998
Persistent link: https://www.econbiz.de/10000982409
Saved in:
6
Instrumental variables estimation of quantile treatment effects
Abadie, Alberto
-
1998
Persistent link: https://www.econbiz.de/10013453245
Saved in:
7
Moment estimation with attrition
Abowd, John M.
;
Crépon, Bruno
;
Kramarz, Francis
-
1997
Persistent link: https://www.econbiz.de/10000975147
Saved in:
8
Imposing moment restrictions from auxiliary data by weighting
Imbens, Guido
;
Hellerstein, Judith K.
-
1996
Persistent link: https://www.econbiz.de/10000945151
Saved in:
9
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
;
Ohanian, Lee E.
;
Berkowitz, Jeremy
-
1995
Persistent link: https://www.econbiz.de/10000920966
Saved in:
10
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
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