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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~language:"eng"
~person:"Robinson, Peter M."
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
3
Schätztheorie
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nonparametric statistics
2
Allocative efficiency
1
Allokationseffizienz
1
Endogeneity
1
Heterogeneity
1
Heteroskedasticity
1
Kleinste-Quadrate-Methode
1
Least squares method
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Local maximum likelihood
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Multivariate Verteilung
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Multivariate distribution
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Regression analysis
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Regressionsanalyse
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Semiparametric estimation
1
Technical efficiency
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Technische Effizienz
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efficiency
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excess kurtosis
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instrumental variables
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least squares
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regression models
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semiparametric copula
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semiparametric efficient
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Article in journal
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Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Racine, Jeffrey
5
Cai, Zongwu
3
Hsiao, Cheng
3
Li, Qi
3
Maasoumi, Esfandiar
3
Otsu, Taisuke
3
Taylor, Luke
3
Teräsvirta, Timo
3
Dong, Hao
2
Fan, Yanqin
2
Fang, Ying
2
Gao, Jiti
2
Hsu, Yu-Chin
2
Kumbhakar, Subal
2
Liang, Zhongwen
2
Linton, Oliver
2
Martins-Filho, Carlos
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Silvapulle, Mervyn J.
2
Sun, Yiguo
2
Tran, Kien C.
2
Ullah, Aman
2
Wan, Alan T. K.
2
Yao, Feng
2
Zhang, Xibin
2
Ai, Chunrong
1
Amado, Cristina
1
Ando, Tomohiro
1
Atchadé, Yves F.
1
Bai, Jushan
1
Beheshti, Neshat
1
Belotti, Federico
1
Benini, Giacomo
1
Benkwitz, Alexander
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
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Econometric reviews
Journal of econometrics
10
European journal of operational research : EJOR
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annals of economics and statistics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of contemporary hospitality management
1
International journal of hospitality management
1
Journal of productivity analysis
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Operations research
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The econometrics journal
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Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
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2
On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Tsionas, Efthymios G.
;
Tran, Kien C.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 871-893
Persistent link: https://www.econbiz.de/10011590632
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