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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"
~person:"Chesher, Andrew"
~person:"Perron, Pierre"
~person:"Vuong, Quang H."
~source:"econis"
~subject:"1990"
~subject:"Auktion"
~subject:"Estimation theory"
~subject:"Instrumental variables"
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Volatility
1990
Auktion
Estimation theory
Instrumental variables
Schätztheorie
12
Theorie
8
Theory
8
Auction
2
Auction theory
2
Auktionstheorie
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
English auctions
1
Estimation
1
France
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Frankreich
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Fruit and vegetable market
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IV-Schätzung
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Multiple Regression
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Obst- und Gemüsemarkt
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Ornstein Uhlenbeck diffusion process
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Probability theory
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Chesher, Andrew
Perron, Pierre
Vuong, Quang H.
Andrews, Donald W. K.
20
Newey, Whitney K.
14
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
7
Chen, Xiaohong
5
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Ploberger, Werner
5
Smith, Richard J.
5
Stock, James H.
5
Bai, Jushan
4
Dufour, Jean-Marie
4
Gallant, A. Ronald
4
Graham, Bryan S.
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Powell, James
4
Savin, N. Eugene
4
Stoker, Thomas Martin
4
Tauchen, George Eugene
4
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Isaiah
3
Card, David E.
3
Chamberlain, Gary
3
Davidson, Russell
3
Engle, Robert F.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Honoré, Bo E.
3
Judd, Kenneth L.
3
Müller, Ulrich K.
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 econometrics
9
Econometric theory
8
The econometrics journal
5
Econometric reviews
4
Quantitative economics : QE ; journal of the Econometric Society
3
Econometrics : open access journal
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Annual review of economics
1
Applied 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 applied econometrics
1
Journal of risk and financial management : JRFM
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Special issue on new developments in time series econometrics
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ECONIS (ZBW)
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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
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:
3
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:
4
Optimal nonparametric estimation of first-price auctions
Guerre, Emmanuel
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
3
,
pp. 525-574
Persistent link: https://www.econbiz.de/10001476515
Saved in:
5
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
Saved in:
6
Likelihood ratio specification tests
Chesher, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 627-646
Persistent link: https://www.econbiz.de/10001221201
Saved in:
7
Nonparametric selection of regressors : the nonnested case
Lavergne, Pascal
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 207-219
Persistent link: https://www.econbiz.de/10001194157
Saved in:
8
Econometrics of first-price auctions
Laffont, Jean-Jacques
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
4
,
pp. 953-980
Persistent link: https://www.econbiz.de/10001185693
Saved in:
9
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
Saved in:
10
A comparison of two consistent estimators in the choice-based sampling qualitative response model
Amemiya, Takeshi
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
3
,
pp. 699-702
Persistent link: https://www.econbiz.de/10001029369
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