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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~person:"Otsu, Taisuke"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Unit root test"
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Volatility
Estimation
Nichtparametrisches Verfahren
Unit root test
Estimation theory
6
Schätztheorie
6
Regression analysis
4
Regressionsanalyse
4
Nonparametric statistics
3
IV-Schätzung
2
Instrumental variables
2
Statistical error
2
Statistischer Fehler
2
Average derivatives
1
Backfitting
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Breakdown point
1
Common roots
1
Einheitswurzeltest
1
Endogeneity
1
Instrumental variable regression
1
Local to unity
1
Measurement error models
1
Method of moments
1
Mildly explosive
1
Mixed roots
1
Model selection
1
Momentenmethode
1
Persistence
1
Robust statistics
1
Robustes Verfahren
1
Robustness
1
Sampling
1
Stichprobenerhebung
1
Tests of common roots
1
Time series analysis
1
Zeitreihenanalyse
1
bandwidth selection
1
censored dependent variables
1
classical measurement error
1
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Article in journal
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Otsu, Taisuke
Phillips, Peter C. B.
Racine, Jeffrey
5
Cai, Zongwu
3
Hsiao, Cheng
3
Kumbhakar, Subal
3
Li, Qi
3
Maasoumi, Esfandiar
3
Taylor, Luke
3
Teräsvirta, Timo
3
Ullah, Aman
3
Dong, Hao
2
Fan, Yanqin
2
Fang, Ying
2
Gao, Jiti
2
Hsu, Yu-Chin
2
Liang, Zhongwen
2
Linton, Oliver
2
Martins-Filho, Carlos
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Pai Xu
2
Silvapulle, Mervyn J.
2
Su, Liangjun
2
Sun, Yiguo
2
Tran, Kien C.
2
Tsionas, Efthymios G.
2
Wan, Alan T. K.
2
Yao, Feng
2
Zhang, Xibin
2
Ai, Chunrong
1
Amado, Cristina
1
Ando, Tomohiro
1
Armah, Nii Ayi
1
Atchadé, Yves F.
1
Bai, Jushan
1
Bao, Yong
1
Barassi, Marco R.
1
Beheshti, Neshat
1
Belotti, Federico
1
Benini, Giacomo
1
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Econometric reviews
Journal of econometrics
12
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The econometrics journal
3
Economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
2
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
3
Estimation of nonseparable models with censored dependent variables and endogenous regressors
Taylor, Luke
;
Otsu, Taisuke
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10012180683
Saved in:
4
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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