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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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Statistical inference"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical inference
Estimation theory
902
Schätztheorie
902
Theorie
434
Theory
434
Time series analysis
177
Zeitreihenanalyse
177
Nichtparametrisches Verfahren
144
Nonparametric statistics
144
Estimation
143
Schätzung
143
USA
111
United States
111
Regression analysis
102
Regressionsanalyse
102
Statistical theory
74
Statistische Methodenlehre
74
Statistical test
56
Statistischer Test
56
Induktive Statistik
55
Panel
53
Panel study
53
Volatilität
50
Forecasting model
48
Prognoseverfahren
48
Correlation
37
Korrelation
37
Probability theory
37
Wahrscheinlichkeitsrechnung
37
Method of moments
35
Momentenmethode
35
Simulation
35
Bootstrap approach
32
Bootstrap-Verfahren
32
Instrumental variables
32
Capital income
31
IV-Schätzung
31
Kapitaleinkommen
31
ARCH model
30
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Undetermined
60
Free
3
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Article
103
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Article in journal
Bibliografie enthalten
Übersichtsarbeit
Aufsatz in Zeitschrift
103
Language
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English
103
Author
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Chernozhukov, Victor
5
Andrews, Donald W. K.
3
Li, Jia
3
Bai, Jushan
2
Belloni, Alexandre
2
Francq, Christian
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Hong, Han
2
Jing, Bingyi
2
Kozbur, Damian
2
Lee, Sokbae
2
Ling, Shiqing
2
Matsushita, Yukitoshi
2
Mykland, Per A.
2
Müller, Ulrich K.
2
Otsu, Taisuke
2
Shephard, Neil G.
2
Xu, Ke-li
2
Yang, Xiye
2
Ahn, Hyungtaik
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Andrews, Isaiah
1
Antoine, Bertille
1
Bai, Yuehao
1
Bandi, Federico M.
1
Barwick, Panle Jia
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bontemps, Christian
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Cai, Zongwu
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
194
Economics letters
36
Econometric theory
35
Econometric reviews
33
The econometrics journal
30
Journal of the American Statistical Association : JASA
21
Journal of empirical finance
20
Quantitative economics : QE ; journal of the Econometric Society
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Economic modelling
17
Journal of financial econometrics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometrics : open access journal
14
International journal of forecasting
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Computational economics
9
European journal of operational research : EJOR
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Applied economics letters
7
Journal of applied econometrics
7
Journal of mathematical finance
7
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Journal of quantitative economics
6
The review of economic studies : RES
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Journal of financial economics
5
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ECONIS (ZBW)
103
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Assessing sensitivity to unconfoundedness : estimation and inference
Masten, Matthew A.
;
Poirier, Alexandre
;
Zhang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014448667
Saved in:
5
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan
;
Xie, Jinhan
;
Han, Ruijian
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 624-635
Persistent link: https://www.econbiz.de/10014448384
Saved in:
8
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
9
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
10
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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