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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative economics : QE ; journal of the Econometric Society"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
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Statistischer Test
Estimation theory
14
Schätztheorie
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Estimation
3
Nichtparametrisches Verfahren
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Regression analysis
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Bugni, Federico A.
1
Canay, Ivan A.
1
Escanciano, Juan Carlos
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Haiqing Xu
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Jacho-Chávez, David
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Lewbel, Arthur
1
Schennach, Susanne M.
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Quantitative economics : QE ; journal of the Econometric Society
Journal of econometrics
296
Econometric reviews
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Economics letters
80
Econometric theory
66
The econometrics journal
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Economic modelling
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International journal of forecasting
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Computational economics
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European journal of operational research : EJOR
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Finance research letters
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Journal of time series econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Energy economics
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Journal of empirical finance
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Applied economics
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of applied econometrics
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of forecasting
8
Journal of quantitative economics
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Journal of productivity analysis
7
Journal of risk
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Journal of mathematical finance
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The review of economic studies : RES
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Finance and stochastics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Inference for subvectors and other functions of partially identified parameters in moment inequality models
Bugni, Federico A.
;
Canay, Ivan A.
;
Shi, Xiaoxia
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011804823
Saved in:
2
Counterfactual mapping and individual treatment effects in nonseparable models with binary endogeneity
Vuong, Quang H.
;
Haiqing Xu
- In:
Quantitative economics : QE ; journal of the …
8
(
2017
)
2
,
pp. 589-610
Persistent link: https://www.econbiz.de/10011804918
Saved in:
3
Identification and estimation of semiparametric two-step models
Escanciano, Juan Carlos
;
Jacho-Chávez, David
;
Lewbel, …
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
2
,
pp. 561-589
Persistent link: https://www.econbiz.de/10011612096
Saved in:
4
Estimating nonseparable models with mismeasured endogenous variables
Song, Suyong
;
Schennach, Susanne M.
;
White, Halbert
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
3
,
pp. 749-794
Persistent link: https://www.econbiz.de/10011440715
Saved in:
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