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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"
~subject:"Instrumental variables"
~subject:"Probability theory"
~subject:"Statistischer Test"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Probability theory
Statistischer Test
Theorie
Estimation theory
312
Schätztheorie
312
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Wahrscheinlichkeitsrechnung
19
USA
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16
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Article
258
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Article in journal
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258
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English
258
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Andrews, Donald W. K.
17
Newey, Whitney K.
13
Phillips, Peter C. B.
10
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Ploberger, Werner
5
Bai, Jushan
4
Chernozhukov, Victor
4
Dufour, Jean-Marie
4
Kitamura, Yuichi
4
Nelson, Daniel B.
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
White, Halbert
4
Chamberlain, Gary
3
Chesher, Andrew
3
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Savin, N. Eugene
3
Sims, Christopher A.
3
Vuong, Quang H.
3
Watson, Mark W.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
Andrews, Isaiah
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
Bierens, Herman J.
2
Chen, Xiaohong
2
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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
675
Economics letters
459
Econometric theory
352
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
294
Econometric reviews
214
Journal of applied econometrics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
109
The econometrics journal
92
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
The review of economic studies
66
Applied economics
60
International economic review
59
Annales d'économie et de statistique
58
Journal of forecasting
58
Metrika : international journal for theoretical and applied statistics
58
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Economic modelling
47
International journal of forecasting
47
Journal of economic dynamics & control
42
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
40
Journal of empirical finance
39
Statistics in transition : an international journal of the Polish Statistical Association
37
The Indian economic journal
36
International economic journal
35
Journal of productivity analysis
32
Econometrics : open access journal
31
Quantitative economics : QE ; journal of the Econometric Society
31
Journal of banking & finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Applied economics letters
28
Jahrbücher für Nationalökonomie und Statistik
27
Journal of the American Statistical Association : JASA
26
The journal of finance : the journal of the American Finance Association
25
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ECONIS (ZBW)
258
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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
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
7
Conditional inference with a functional nuisance parameter
Andrews, Isaiah
;
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1571-1612
Persistent link: https://www.econbiz.de/10011611125
Saved in:
8
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
Saved in:
9
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham
;
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
Saved in:
10
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
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