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subject:"Volatilität"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nichtparametrisches Verfahren
Regressionsanalyse
Estimation theory
52
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Linton, Oliver
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Robinson, Peter M.
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Zaffaroni, Paolo
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Harvey, Andrew C.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Journal of econometrics
578
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
CEMMAP working papers / Centre for Microdata Methods and Practice
181
Economics letters
179
Econometric theory
178
Econometric reviews
143
Journal of the American Statistical Association : JASA
142
The econometrics journal
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Discussion paper / Tinbergen Institute
81
Discussion papers of interdisciplinary research project 373
72
Cowles Foundation discussion paper
68
Discussion paper series / IZA
64
Working paper / Department of Econometrics and Business Statistics, Monash University
54
NBER Working Paper
53
European journal of operational research : EJOR
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Quantitative economics : QE ; journal of the Econometric Society
48
Cowles Foundation Discussion Paper
47
Economic modelling
47
SFB 649 discussion paper
47
Econometrics : open access journal
45
NBER working paper series
45
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
International journal of forecasting
41
CREATES research paper
40
Econometrics papers
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Discussion paper / Center for Economic Research, Tilburg University
37
Insurance / Mathematics & economics
35
KBI
35
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34
IZA Discussion Paper
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Working papers / TSE : WP
34
Journal of risk and financial management : JRFM
33
Journal of applied econometrics
32
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ECONIS (ZBW)
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1
Asymptotic expansions for some semiparametric program evaluation estimators
Ichimura, Hidehiko
;
Linton, Oliver
-
2003
Persistent link: https://www.econbiz.de/10001759689
Saved in:
2
A nonparametric regression estimator that adapts to error distribution of unkown form
Linton, Oliver
;
Xiao, Zhijie
-
2001
Persistent link: https://www.econbiz.de/10001593437
Saved in:
3
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001510243
Saved in:
4
Adaptive varying-coefficient linear models
Fan, Jianqing
;
Yao, Qiwei
;
Cai, Zongwu
-
2000
Persistent link: https://www.econbiz.de/10001551042
Saved in:
5
Edgeworth expansions for semiparametric averaged derivates
Nishiyama, Y.
;
Robinson, P. M.
-
1999
Persistent link: https://www.econbiz.de/10001429063
Saved in:
6
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
7
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
8
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
9
Seasonality in dynamic regression models
Harvey, Andrew C.
;
Scott, Andrew
-
1993
Persistent link: https://www.econbiz.de/10000868404
Saved in:
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