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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~person:"Hansen, Bruce E."
~subject:"Estimation theory"
~subject:"Panel study"
~type_genre:"Government document"
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Volatility
Estimation theory
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Schätztheorie
6
Regression analysis
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Theorie
2
Theory
2
Statistical theory
1
Statistische Methodenlehre
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Hansen, Bruce E.
Phillips, Peter C. B.
22
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
White, Halbert
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Hahn, Jinyong
6
Jansson, Michael
6
Knight, John L.
6
Leybourne, Stephen James
6
Su, Liangjun
6
Cai, Zongwu
5
Chen, Xiaohong
5
Florens, Jean-Pierre
5
Francq, Christian
5
Georgiev, Iliyan
5
Guggenberger, Patrik
5
Hidalgo, Javier
5
Johansen, Søren
5
Leeb, Hannes
5
Ling, Shiqing
5
Lütkepohl, Helmut
5
Magnus, Jan R.
5
Park, Joon Y.
5
Perron, Pierre
5
Smith, Richard J.
5
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Econometric theory
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International economic review
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
6
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1
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
Saved in:
2
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
3
Uniform convergence rates for Kernel estimation with dependent data
Hansen, Bruce E.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 726-748
Persistent link: https://www.econbiz.de/10003894294
Saved in:
4
Exact mean integrated squared error of higher order Kernel estimators
Hansen, Bruce E.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1031-1057
Persistent link: https://www.econbiz.de/10003193538
Saved in:
5
Asymptotic theory for the GARCH (1,1) quasi-maximum likelihood estimator
Yi, Sang-wŏn
- In:
Econometric theory
10
(
1994
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10001163339
Saved in:
6
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
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