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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"
~subject:"Instrumental variables"
~subject:"Statistische Verteilung"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Statistische Verteilung
United States
Estimation theory
1,035
Schätztheorie
1,035
Theorie
524
Theory
524
Time series analysis
197
Zeitreihenanalyse
197
Nichtparametrisches Verfahren
138
Nonparametric statistics
138
Regression analysis
104
Regressionsanalyse
104
Statistical theory
67
Statistische Methodenlehre
67
Statistical test
55
Statistischer Test
55
Estimation
43
Schätzung
43
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40
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40
Induktive Statistik
37
Statistical inference
37
Autocorrelation
34
Autokorrelation
34
Method of moments
34
Momentenmethode
34
Panel
34
Panel study
34
Cointegration
29
Kointegration
29
Statistical distribution
29
Probability theory
28
Wahrscheinlichkeitsrechnung
28
IV-Schätzung
26
Einheitswurzeltest
24
Unit root test
24
USA
23
Volatilität
22
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1
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Article
97
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Article in journal
Aufsatz in Zeitschrift
97
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English
97
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Li, Jia
4
Linton, Oliver
3
Newey, Whitney K.
3
Phillips, Peter C. B.
3
Tauchen, George Eugene
3
Bandi, Federico M.
2
Berry, Steven
2
Chamberlain, Gary
2
Chao, John C.
2
Chernozhukov, Victor
2
Hausman, Jerry A.
2
Hillier, Grant H.
2
Johannes, Jan
2
Leeb, Hannes
2
Nelson, Daniel B.
2
Pakes, Ariel
2
Park, Joon Y.
2
Pötscher, Benedikt M.
2
Swanson, Norman R.
2
Todorov, Viktor
2
Zhang, Rongmao
2
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Bekker, Paul A.
1
Bera, Anil K.
1
Bierens, Herman J.
1
Breunig, Christoph
1
Caetano, Carolina
1
Camponovo, Lorenzo
1
Canay, Ivan A.
1
Card, David E.
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chan, Ngai Hang
1
Chen, Xiaohong
1
Chesher, Andrew
1
Cho, Jin Seo
1
Crudu, Federico
1
Cui, Zhenyu
1
Davidson, Russell
1
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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
Journal of econometrics
259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
81
Econometric reviews
62
The review of economics and statistics
47
Insurance / Mathematics & economics
44
The econometrics journal
44
International journal of forecasting
33
Journal of applied econometrics
29
Journal of empirical finance
28
Journal of the American Statistical Association : JASA
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Applied economics
25
Econometrics : open access journal
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Economic modelling
23
Journal of banking & finance
23
Journal of forecasting
22
American journal of agricultural economics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics letters
19
Finance research letters
19
Journal of financial econometrics
19
The journal of futures markets
19
Quantitative finance
18
Computational economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of risk and financial management : JRFM
17
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
16
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
16
The review of financial studies
16
Quantitative economics : QE ; journal of the Econometric Society
15
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
14
Risks : open access journal
14
Statistical papers
14
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ECONIS (ZBW)
97
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
8
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Nonparametric instrumental variables and regular estimation
Hahn, Jinyong
;
Liao, Zhipeng
- In:
Econometric theory
34
(
2018
)
3
,
pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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