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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
357
Schätztheorie
357
Theorie
154
Theory
154
Time series analysis
89
Zeitreihenanalyse
89
Estimation
58
Schätzung
58
Nonparametric statistics
36
USA
33
United States
33
Regressionsanalyse
26
Stochastic process
20
Stochastischer Prozess
20
Statistical test
19
Statistischer Test
19
Cointegration
18
Kointegration
18
Volatilität
18
Bootstrap approach
15
Bootstrap-Verfahren
15
Forecasting model
15
Prognoseverfahren
15
Induktive Statistik
14
Statistical inference
14
ARCH model
13
ARCH-Modell
13
Bayes-Statistik
13
Bayesian inference
13
Panel
13
Panel study
13
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
VAR model
11
VAR-Modell
11
Modellierung
10
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10
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43
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9
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40
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32
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Working Paper
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
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32
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English
72
Author
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Kristensen, Dennis
6
Cattaneo, Matias D.
5
Jansson, Michael
5
Teräsvirta, Timo
5
Andersen, Torben
3
Crump, Richard K.
3
Doppelhofer, Gernot
3
Kanaya, Shin
3
Silvennoinen, Annastiina
3
Weeks, Melvyn
3
Barndorff-Nielsen, Ole E.
2
Henderson, Daniel J.
2
Kumbhakar, Subal
2
Nielsen, Morten Ørregaard
2
Parmeter, Christopher F.
2
Taylor, Robert
2
Ventosa-Santaulària, Daniel
2
Amado, Cristina
1
Anglin, Paul M.
1
Bennedsen, Mikkel
1
Bocart, Fabian Y. R.
1
Boswijk, Herman Peter
1
Bravo-Ureta, Boris E.
1
Bu, Ruijun
1
Caetano, Carolina
1
Caetano, Gregorio
1
Cai, Jun
1
Callot, Laurent
1
Caner, Mehmet
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Centorrino, Samuele
1
Cho, Dooyeon
1
Corcuera, José Manual
1
Costanigro, Marco
1
Creel, Michael D.
1
Crossley, Thomas F.
1
Demetrescum, Matei
1
Dobrev, Dobrislav
1
Dong, Yingying
1
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CREATES research paper
Journal of applied econometrics
Journal of econometrics
573
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
CEMMAP working papers / Centre for Microdata Methods and Practice
181
Econometric theory
178
Economics letters
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
92
Discussion paper / Tinbergen Institute
81
Discussion papers of interdisciplinary research project 373
69
Discussion paper series / IZA
64
Cowles Foundation discussion paper
63
Working paper / Department of Econometrics and Business Statistics, Monash University
54
European journal of operational research : EJOR
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Quantitative economics : QE ; journal of the Econometric Society
48
Economic modelling
47
SFB 649 discussion paper
47
Econometrics : open access journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International journal of forecasting
42
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
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
Computational economics
34
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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
Applied economics letters
31
Working paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Working papers series in theoretical and applied economics
27
Boston College working papers in economics
26
Journal of empirical finance
26
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ECONIS (ZBW)
72
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1
When can we ignore measurement error in the running variable?
Dong, Yingying
;
Kolesár, Michal
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Regression with an imputed dependent variable
Crossley, Thomas F.
;
Levell, Peter
;
Poupakis, Stavros
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013473966
Saved in:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
8
Partial identification and inference in duration models with endogenous censoring
Sakaguchi, Shosei
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 308-326
Persistent link: https://www.econbiz.de/10014517331
Saved in:
9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele
;
Pérez-Urdiales, María
; …
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Saved in:
10
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
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