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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:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Regressionsanalyse"
~subject:"Theory"
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Volatility
Monte Carlo simulation
Nichtparametrisches Verfahren
Panel study
Regressionsanalyse
Theory
Estimation theory
312
Schätztheorie
312
Theorie
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
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18
Estimation
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11
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8
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6
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Article
259
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Article in journal
Aufsatz in Zeitschrift
259
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English
259
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Andrews, Donald W. K.
17
Newey, Whitney K.
14
Phillips, Peter C. B.
11
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Bai, Jushan
4
Chen, Xiaohong
4
Dufour, Jean-Marie
4
Kitamura, Yuichi
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
White, Halbert
4
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
Sims, Christopher A.
3
Vuong, Quang H.
3
Abadir, Karim Maher
2
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
Bierens, Herman J.
2
Card, David E.
2
Chesher, Andrew
2
Cowell, Frank A.
2
Duclos, Jean-Yves
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
1,022
Economics letters
618
Econometric theory
456
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
415
Econometric reviews
312
Journal of applied econometrics
167
Journal of the American Statistical Association : JASA
153
The econometrics journal
153
Journal of quantitative economics : official journal of the Indian Econometric Society
149
The review of economics and statistics
126
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Applied economics
90
Statistical papers
83
Economic modelling
77
Journal of forecasting
73
The review of economic studies
69
International journal of forecasting
65
Applied economics letters
61
Quantitative economics : QE ; journal of the Econometric Society
61
European journal of operational research : EJOR
60
Annales d'économie et de statistique
59
Econometrics : open access journal
59
International economic review
59
Computational economics
58
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
55
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Journal of productivity analysis
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of economic dynamics & control
45
Journal of empirical finance
41
Journal of the Royal Statistical Society
41
Insurance / Mathematics & economics
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of risk and financial management : JRFM
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
International economic journal
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
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ECONIS (ZBW)
259
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1
Robust confidence intervals for average treatment effects under limited overlap
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 645-660
Persistent link: https://www.econbiz.de/10011778684
Saved in:
2
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
3
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
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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