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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:"Journal of applied econometrics"
~person:"Card, David E."
~person:"Chesher, Andrew"
~person:"Matzkin, Rosa L."
~person:"Perron, Pierre"
~person:"Tauchen, George Eugene"
~person:"Vuong, Quang H."
~source:"econis"
~subject:"1990"
~subject:"Auktion"
~subject:"Estimation theory"
~subject:"Human capital"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
1990
Auktion
Estimation theory
Human capital
Instrumental variables
Schätztheorie
25
Theorie
17
Theory
17
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation
4
Schätzung
4
Time series analysis
3
Zeitreihenanalyse
3
Auction
2
Auction theory
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Auktionstheorie
2
Börsenkurs
2
CAPM
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Decision
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Entscheidung
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IV-Schätzung
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Nutzen
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Regressionsanalyse
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Share price
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USA
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United States
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Utility
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endogeneity
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nonseparable models
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1928-1987
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1959-1984
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ARCH model
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25
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Card, David E.
Chesher, Andrew
Matzkin, Rosa L.
Perron, Pierre
Tauchen, George Eugene
Vuong, Quang H.
Andrews, Donald W. K.
20
Newey, Whitney K.
15
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
8
Bai, Jushan
6
Pesaran, M. Hashem
6
Smith, Richard J.
6
Chen, Xiaohong
5
Chernozhukov, Victor
5
Lewbel, Arthur
5
Ploberger, Werner
5
Stock, James H.
5
Blundell, Richard W.
4
Dufour, Jean-Marie
4
Engle, Robert F.
4
Gallant, A. Ronald
4
Graham, Bryan S.
4
Kitamura, Yuichi
4
MacKinnon, James G.
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Powell, James
4
Savin, N. Eugene
4
Stoker, Thomas Martin
4
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Isaiah
3
Chamberlain, Gary
3
Davidson, Russell
3
Doppelhofer, Gernot
3
Hahn, Jinyong
3
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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
Journal of applied econometrics
Journal of econometrics
19
Econometric theory
10
Quantitative economics : QE ; journal of the Econometric Society
5
The econometrics journal
5
Econometric reviews
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrics : open access journal
3
Annales d'économie et de statistique
1
Annual review of economics
1
Applied economics
1
Computation and estimation in finance and economics
1
Econométrie non linéaire asymptotique
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on new developments in time series econometrics
1
The American economic review
1
The review of economics and statistics
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1
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:
2
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
3
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
4
Estimation of nonparametric models with simultaneity
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
Saved in:
5
Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
Saved in:
6
Cross section and panel data estimators for nonseparable models with endogenous regressors
Altonji, Joseph G.
;
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1053-1102
Persistent link: https://www.econbiz.de/10003013522
Saved in:
7
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
8
Nonparametric estimation of nonadditive random functions
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
5
,
pp. 1339-1375
Persistent link: https://www.econbiz.de/10001794447
Saved in:
9
Identification in nonseparable models
Chesher, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
5
,
pp. 1405-1441
Persistent link: https://www.econbiz.de/10001794453
Saved in:
10
Estimating the return to schooling : progress on some persistent econometric problems
Card, David E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1127-1160
Persistent link: https://www.econbiz.de/10001612092
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