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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Estimation theory
509
Schätztheorie
509
Theorie
245
Theory
245
Time series analysis
88
Zeitreihenanalyse
88
Estimation
71
Schätzung
71
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Statistical theory
46
Statistische Methodenlehre
46
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32
Panel study
32
Regression analysis
31
Regressionsanalyse
31
Statistical test
27
Statistischer Test
27
Einheitswurzeltest
24
USA
24
Unit root test
24
United States
24
Cointegration
21
Kointegration
21
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Method of moments
19
Momentenmethode
19
Induktive Statistik
17
Sampling
17
Statistical inference
17
Stichprobenerhebung
17
IV-Schätzung
15
ARCH model
12
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12
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12
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12
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12
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27
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Article in journal
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27
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English
Author
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Chamberlain, Gary
2
Li, Jia
2
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Blankmeyer, Eric
1
Bonev, Petyo
1
Caetano, Carolina
1
Chao, John C.
1
Chen, Zirong
1
Chesher, Andrew
1
Dotsis, George
1
Foster, Dean P.
1
Freyberger, Joachim
1
Hansen, Bruce E.
1
Horowitz, Joel
1
Hou, Chenghan
1
Huntington-Klein, Nick
1
Jacod, Jean
1
Kuersteiner, Guido M.
1
Li, Yingying
1
Lin, Haonan
1
Makropoulou, Vasiliki
1
Markellos, Raphael Nicholas
1
Matzkin, Rosa L.
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Okui, Ryo
1
Rosen, Adam M.
1
Sakata, Shinichi
1
Swanson, Norman R.
1
Sánchez-Fung, José R.
1
Tauchen, George Eugene
1
Tian, Xinping
1
Todorov, Viktor
1
Uhlig, Harald
1
Wang, Si
1
White, Halbert
1
Yang, Minxian
1
Zhang, Lan
1
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1
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Applied economics letters
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
41
Econometric reviews
36
Econometric theory
28
The econometrics journal
26
Economic modelling
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometrics : open access journal
15
Quantitative finance
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Journal of quantitative economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of econometric methods
6
Journal of the American Statistical Association : JASA
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Journal of financial economics
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ECONIS (ZBW)
27
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1
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
2
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
3
A Bayesian analysis of parental education as instruments in estimating the return to schooling
Hou, Chenghan
;
Tian, Xinping
;
Wang, Si
- In:
Applied economics letters
27
(
2020
)
2
,
pp. 113-117
Persistent link: https://www.econbiz.de/10012205386
Saved in:
4
Simultaneous-equation estimation with no instrumental variables
Blankmeyer, Eric
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1097-1100
Persistent link: https://www.econbiz.de/10012132354
Saved in:
5
Estimating local average treatment effects in aggregate data
Huntington-Klein, Nick
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 762-765
Persistent link: https://www.econbiz.de/10011714196
Saved in:
6
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
7
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
8
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
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