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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometric methods"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
267
Schätztheorie
267
Theorie
136
Theory
136
Estimation
47
Schätzung
47
Time series analysis
33
Zeitreihenanalyse
33
Regressionsanalyse
28
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25
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23
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Article in journal
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52
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Doppelhofer, Gernot
3
Henderson, Daniel J.
3
Parmeter, Christopher F.
3
Weeks, Melvyn
3
Bera, Anil K.
2
Centorrino, Samuele
2
Galvão Júnior, Antônio Fialho
2
Huber, Martin
2
Kumbhakar, Subal
2
Alan, Sule
1
Anatolyev, Stanislav
1
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1
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1
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1
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1
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1
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1
Caetano, Carolina
1
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1
Cai, Jun
1
Chernomaz, Kirill
1
Cho, Dooyeon
1
Costanigro, Marco
1
Crossley, Thomas F.
1
Delgado, Michael S.
1
Dong, Yingying
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1
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1
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1
Hafner, Christian M.
1
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1
Hayakawa, Kazuhiko
1
Ho, Anson T. Y.
1
Honoré, Bo E.
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Journal of applied econometrics
Journal of econometric methods
Journal of econometrics
573
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
178
Economics letters
178
Journal of the American Statistical Association : JASA
142
Econometric reviews
137
The econometrics journal
109
European journal of operational research : EJOR
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Quantitative economics : QE ; journal of the Econometric Society
48
Economic modelling
46
Econometrics : open access journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International journal of forecasting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Insurance / Mathematics & economics
35
Computational economics
34
Journal of risk and financial management : JRFM
33
Applied economics letters
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of empirical finance
26
Journal of forecasting
25
Applied economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of banking & finance
22
Energy economics
19
Journal of financial econometrics
19
Risks : open access journal
18
Finance research letters
17
Journal of quantitative economics
17
Quantitative finance
17
Journal of productivity analysis
15
The empirical economics letters : a monthly international journal of economics
15
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Cambridge working papers in economics
13
International journal of economics and financial issues : IJEFI
13
Operations research
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ECONIS (ZBW)
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1
When can we ignore measurement error in the running variable?
Dong, Yingying
;
Kolesár, Michal
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Regression with an imputed dependent variable
Crossley, Thomas F.
;
Levell, Peter
;
Poupakis, Stavros
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013473966
Saved in:
4
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
5
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
6
Partial identification and inference in duration models with endogenous censoring
Sakaguchi, Shosei
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 308-326
Persistent link: https://www.econbiz.de/10014517331
Saved in:
7
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele
;
Pérez-Urdiales, María
; …
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Saved in:
8
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
9
Entropy balancing for continuous treatments
Tübbicke, Stefan
- In:
Journal of econometric methods
11
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013161664
Saved in:
10
A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
Kim, Kyoo Il
;
Petrin, Amil
- In:
Journal of econometric methods
11
(
2022
)
1
,
pp. 91-125
Persistent link: https://www.econbiz.de/10013161668
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