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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"The econometrics journal"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistical test
Statistischer Test
Estimation theory
465
Schätztheorie
465
Time series analysis
86
Zeitreihenanalyse
86
Estimation
83
Schätzung
83
Regression analysis
73
Regressionsanalyse
73
Nichtparametrisches Verfahren
72
Nonparametric statistics
72
Panel
59
Panel study
59
Theorie
37
Theory
37
Einheitswurzeltest
30
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30
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27
Kointegration
27
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24
Monte-Carlo-Simulation
24
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23
Autokorrelation
22
Induktive Statistik
22
Method of moments
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Momentenmethode
22
Statistical distribution
22
Statistical inference
22
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ARCH-Modell
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Instrumental variables
19
Modellierung
19
Scientific modelling
19
Bootstrap approach
18
Bootstrap-Verfahren
18
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18
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18
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18
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74
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Article in journal
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74
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English
74
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Dufour, Jean-Marie
2
Hsu, Yu-Chin
2
Kao, Chihwa
2
Phillips, Peter C. B.
2
Sun, Yixiao
2
Wu, Ximing
2
Xiao, Zhijie
2
Abadir, Karim Maher
1
Agiakloglou, Christos N.
1
Agiropoulos, Charalampos
1
Alejo, Javier
1
Baltagi, Badi H.
1
Bera, Anil K.
1
Berger, Yves G.
1
Blackburn, McKinley L.
1
Camponovo, Lorenzo
1
Chambers, Marcus J.
1
Chen, Zirong
1
Cheng, Xu
1
Choi, Hwan-sik
1
Corradi, Valentina
1
Coudin, Elise
1
Davidson, Russell
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Doko Tchatoka, Firmin
1
Dotsis, George
1
Elliott, Robert J.
1
Emerson, Jamie
1
Feng, Qu
1
Fernández, Viviana
1
Fu, Jia-Young Michael
1
Gospodinov, Nikolaj
1
Guo, Gangzheng
1
Gutknecht, Daniel
1
Götz, Thomas B.
1
Gørgens, Tue
1
Hacker, R. Scott
1
Hatemi-J, Abdulnasser
1
Hauzenberger, Klemens
1
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Applied economics letters
The econometrics journal
Journal of econometrics
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
91
Econometric reviews
86
Econometric theory
59
Journal of the American Statistical Association : JASA
35
Statistics in transition : an international journal of the Polish Statistical Association
35
Econometrics : open access journal
34
Economic modelling
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics
24
Quantitative economics : QE ; journal of the Econometric Society
24
International journal of forecasting
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
17
Applied economics
16
Journal of applied econometrics
16
Quantitative finance
16
Finance research letters
15
Computational economics
14
European journal of operational research : EJOR
14
Journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Journal of risk and financial management : JRFM
12
Oxford bulletin of economics and statistics
12
Statistical papers
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
9
Insurance / Mathematics & economics
9
International journal of economics and financial issues : IJEFI
9
Journal of econometric methods
9
Journal of quantitative economics
9
Metrika : international journal for theoretical and applied statistics
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ECONIS (ZBW)
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Effects of house-sale restrictions in China : a difference-in-difference approach
Yan, Yan
;
Ouyang, Hongbing
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1051-1057
Persistent link: https://www.econbiz.de/10012131695
Saved in:
22
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
23
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
24
Consistent tests for conditional treatment effects
Hsu, Yu-Chin
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011719929
Saved in:
25
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
26
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
Saved in:
27
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
28
Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
29
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
30
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
Saved in:
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