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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~language:"eng"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Estimation theory
451
Schätztheorie
451
Theorie
254
Theory
254
Time series analysis
73
Zeitreihenanalyse
73
Estimation
72
Schätzung
71
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Statistical theory
45
Statistische Methodenlehre
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34
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27
Statistischer Test
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39
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Article in journal
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39
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English
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Kumar, Dilip
4
Maheswaran, S.
3
Chamberlain, Gary
2
Li, Jia
2
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Boughrara, Adel
1
Caetano, Carolina
1
Castillo B., Paul
1
Chao, John C.
1
Chatelain, Jean-Bernard
1
Chen, Zhihong
1
Chesher, Andrew
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Foster, Dean P.
1
Freyberger, Joachim
1
Han, Jeong sug
1
Hansen, Bruce E.
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Horowitz, Joel
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jacod, Jean
1
Kuersteiner, Guido M.
1
Li, Chang-shuai
1
Li, Hongyi
1
Li, Yingying
1
Lien, Gudbrand
1
Liu, Guifang
1
Malliaropulos, Dimitrios
1
Matzkin, Rosa L.
1
McNeil, Alexander J.
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Nonejad, Nima
1
Okui, Ryo
1
Papantonis, Ioannis
1
Poskitt, Donald Stephen
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
41
Econometric reviews
36
Econometric theory
28
The econometrics journal
26
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometrics : open access journal
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
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Finance research letters
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Quantitative economics : QE ; journal of the Econometric Society
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The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Journal of quantitative economics
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of econometric methods
7
Journal of mathematical finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of the American Statistical Association : JASA
6
The European journal of finance
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
4
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
5
Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve
Chen, Zhihong
;
Xia, Huizhu
- In:
Economic modelling
93
(
2020
),
pp. 595-604
Persistent link: https://www.econbiz.de/10012430307
Saved in:
6
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
7
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
8
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
9
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
10
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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