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subject:"United States"
type_genre:"Article in journal"
~person:"Blundell, Richard W."
~person:"Chavas, Jean-Paul"
~person:"Moretti, Enrico"
~person:"Todorov, Viktor"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation"
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United States
Schätztheorie
Estimation
72
Schätzung
72
Theorie
29
Theory
29
USA
27
Volatility
26
Volatilität
26
Capital income
18
Kapitaleinkommen
18
Estimation theory
16
Börsenkurs
14
Großbritannien
14
Share price
14
United Kingdom
14
Stochastic process
13
Stochastischer Prozess
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Time series analysis
10
Zeitreihenanalyse
10
High-frequency data
9
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risk
8
CAPM
7
Martingal
7
Martingale
7
Risikoprämie
7
Risk premium
7
Einkommensverteilung
6
Forecasting model
6
Income distribution
6
Private consumption
6
Privater Konsum
6
Prognoseverfahren
6
Stochastic volatility
6
Beta risk
5
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Undetermined
11
Free
1
Type of publication
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Article
41
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
41
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Aufsatz im Buch
2
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2
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English
41
Author
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Blundell, Richard W.
Chavas, Jean-Paul
Moretti, Enrico
Todorov, Viktor
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
27
Wohar, Mark E.
24
Kumbhakar, Subal
18
Heckman, James J.
15
Apergēs, Nikolaos
14
Bollerslev, Tim
14
Tauchen, George Eugene
14
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Gao, Jiti
12
Koop, Gary
12
Neumark, David
12
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Sarno, Lucio
12
Su, Liangjun
12
Serletis, Apostolos
11
Tiwari, Aviral Kumar
11
Tsionas, Efthymios G.
11
Baltagi, Badi H.
10
Chang, Tsangyao
10
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Koopman, Siem Jan
10
Linton, Oliver
10
McAleer, Michael
10
Miller, Stephen M.
10
Schorfheide, Frank
10
Bali, Turan G.
9
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Journal of econometrics
9
The review of economics and statistics
5
The American economic review
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The quarterly journal of economics
2
American economic journal : a journal of the American Economic Association
1
American journal of agricultural economics
1
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
European review of agricultural economics : ERAE
1
Journal of agricultural economics
1
Journal of economics & management strategy : JEMS
1
Journal of human resources : JHR
1
Journal of political economy
1
Journal of public economics
1
Journal of risk and uncertainty : JRU
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
41
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41
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Estimation of a heterogeneous demand function with Berkson errors
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 877-889
Persistent link: https://www.econbiz.de/10013407545
Saved in:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Housing constraints and spatial misallocation
Hsieh, Chang-tai
;
Moretti, Enrico
- In:
American economic journal : a journal of the American …
11
(
2019
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012002562
Saved in:
6
Measuring the price responsiveness of gasoline demand : economic shape restrictions and nonparametric demand estimation
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
Quantitative economics : QE ; journal of the …
3
(
2012
)
1
,
pp. 29-51
This paper develops a new method for estimating a demand function and the welfare consequences of price changes. The method is applied to gasoline demand in the United States and is applicable to other goods. The method uses shape restrictions derived from economic theory to improve the...
Persistent link: https://www.econbiz.de/10011756415
Saved in:
7
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
10
Consumption inequality and family labor supply
Blundell, Richard W.
;
Pistaferri, Luigi
; …
- In:
The American economic review
106
(
2016
)
2
,
pp. 387-435
Persistent link: https://www.econbiz.de/10011455632
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