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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Instrumental variables"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Theorie
Estimation theory
1,072
Schätztheorie
1,072
Theory
524
Time series analysis
207
Zeitreihenanalyse
207
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Regression analysis
108
Regressionsanalyse
108
Statistical theory
67
Statistische Methodenlehre
67
Estimation
62
Schätzung
62
Statistical test
55
Statistischer Test
55
ARCH model
51
ARCH-Modell
51
Cointegration
39
Kointegration
39
Autocorrelation
37
Autokorrelation
37
Induktive Statistik
37
Panel
37
Panel study
37
Statistical inference
37
Method of moments
34
Momentenmethode
34
Volatilität
30
Statistical distribution
29
Statistische Verteilung
29
Probability theory
28
Wahrscheinlichkeitsrechnung
28
IV-Schätzung
26
Einheitswurzeltest
24
Unit root test
24
USA
23
United States
23
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8
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Article
571
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Article in journal
Aufsatz in Zeitschrift
571
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
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English
571
Author
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Andrews, Donald W. K.
21
Newey, Whitney K.
18
Phillips, Peter C. B.
15
Linton, Oliver
11
Horowitz, Joel
10
White, Halbert
9
Robinson, Peter M.
8
Lee, Lung-fei
7
Saikkonen, Pentti
7
Bai, Jushan
6
Chen, Xiaohong
6
Hahn, Jinyong
6
Imbens, Guido
6
Lewbel, Arthur
6
Nelson, Daniel B.
6
Park, Joon Y.
6
Perron, Pierre
6
Smith, Richard J.
6
Tauchen, George Eugene
6
Chambers, Marcus J.
5
Chernozhukov, Victor
5
Dufour, Jean-Marie
5
Fan, Yanqin
5
Gallant, A. Ronald
5
Jong, Robert M. de
5
Kitamura, Yuichi
5
Matzkin, Rosa L.
5
Ploberger, Werner
5
Pötscher, Benedikt M.
5
Wooldridge, Jeffrey M.
5
Chen, Songnian
4
Chesher, Andrew
4
Davidson, James E. H.
4
Donald, Stephen G.
4
Hansen, Bruce E.
4
Hillier, Grant H.
4
Hong, Yongmiao
4
Knight, John L.
4
Kuan, Chung-ming
4
Li, Jia
4
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Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of economics and financial issues : IJEFI
Journal of econometrics
536
Economics letters
417
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Econometric reviews
163
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Journal of applied econometrics
138
The review of economics and statistics
124
Oxford bulletin of economics and statistics
103
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
The review of economic studies
62
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
56
Applied economics
55
Journal of forecasting
54
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
International economic journal
35
Journal of empirical finance
35
The Indian economic journal
35
International journal of forecasting
34
Economic modelling
33
Journal of productivity analysis
32
Journal of banking & finance
25
The journal of finance : the journal of the American Finance Association
25
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of international money and finance
23
The journal of futures markets
23
Economie & prévision : EP
22
Journal of regional science
22
The Pakistan development review : PDR
22
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ECONIS (ZBW)
571
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
3
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
6
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
9
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
10
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
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