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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"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Probability theory
Statistischer Test
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
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Article in journal
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English
50
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Horowitz, Joel
3
White, Halbert
3
Andrews, Donald W. K.
2
Andrews, Isaiah
2
Chamberlain, Gary
2
Erickson, Timothy
2
Li, Jia
2
Uhlig, Harald
2
Back, Kerry E.
1
Brown, David P.
1
Caetano, Carolina
1
Camerer, Colin
1
Canay, Ivan A.
1
Carrasco, Marine
1
Chao, John C.
1
Chesher, Andrew
1
Cho, Jin Seo
1
Duffie, Darrell
1
Elliott, Graham
1
Fan, Jianqing
1
Foster, Dean P.
1
Francq, Christian
1
Freyberger, Joachim
1
Geweke, John
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Harless, David W.
1
Honoré, Bo E.
1
Hu, Liang
1
Jacod, Jean
1
Kleibergen, Frank
1
Kuan, Chung-ming
1
Kuersteiner, Guido M.
1
Leamer, Edward E.
1
Li, Yingying
1
Liao, Yuan
1
Matzkin, Rosa L.
1
Mikusheva, Anna
1
Mittnik, Stefan
1
Mizon, Grayham E.
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 econometrics
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Econometric reviews
98
Economics letters
97
Econometric theory
77
The econometrics journal
63
Economic modelling
34
Econometrics : open access journal
31
Quantitative economics : QE ; journal of the Econometric Society
31
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Applied economics letters
24
Journal of empirical finance
24
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of the American Statistical Association : JASA
21
European journal of operational research : EJOR
19
Statistics in transition : an international journal of the Polish Statistical Association
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Finance research letters
17
Journal of banking & finance
17
Quantitative finance
17
Computational economics
16
Insurance / Mathematics & economics
15
Journal of forecasting
15
Journal of quantitative economics
14
Applied economics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Journal of risk and financial management : JRFM
13
Journal of time series econometrics
13
Journal of econometric methods
12
Statistical papers
12
The North American journal of economics and finance : a journal of financial economics studies
12
Oxford bulletin of economics and statistics
11
The review of economic studies
11
Finance and stochastics
9
Journal of financial economics
9
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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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