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subject:"Volatility"
type_genre:"Article in journal"
~person:"Baltagi, Badi H."
~person:"Henderson, Daniel J."
~person:"Li, Jia"
~person:"Yu, Jihai"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Estimation theory
104
Schätztheorie
104
Panel
49
Estimation
27
Schätzung
27
Theorie
24
Theory
24
Regression analysis
20
Regressionsanalyse
20
Nonparametric statistics
18
Räumliche Interaktion
18
Spatial interaction
18
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17
Zeitreihenanalyse
17
Autocorrelation
13
Autokorrelation
13
Method of moments
13
Momentenmethode
13
Panel data
13
Statistical test
13
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13
Volatilität
11
Börsenkurs
8
Regional economics
8
Regionalökonomik
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Fixed effects
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Bootstrap-Verfahren
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High-frequency data
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Article in journal
Aufsatz in Zeitschrift
71
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
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Aufsatz im Buch
9
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English
71
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Baltagi, Badi H.
Henderson, Daniel J.
Li, Jia
Yu, Jihai
Linton, Oliver
37
Su, Liangjun
34
Li, Qi
31
Gao, Jiti
27
Kumbhakar, Subal
23
Florens, Jean-Pierre
19
Phillips, Peter C. B.
19
Westerlund, Joakim
19
Chen, Songnian
18
Parmeter, Christopher F.
18
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Hsiao, Cheng
16
Lee, Lung-fei
16
Bai, Jushan
15
Li, Degui
15
Sun, Yiguo
15
Ullah, Aman
15
Ai, Chunrong
14
Jochmans, Koen
14
Maheswaran, S.
14
Escanciano, Juan Carlos
13
Hahn, Jinyong
13
Horowitz, Joel
13
Tsionas, Efthymios G.
13
Peng, Bin
12
Robinson, Peter M.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Lu, Xun
11
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Journal of econometrics
19
Econometric reviews
10
Economics letters
10
Econometric theory
4
The econometrics journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Regional science & urban economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
Annales d'économie et de statistique
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Foundations and trends in econometrics
1
Journal of econometric methods
1
Journal of forecasting
1
Journal of labor research
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
71
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1
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
2
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
4
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels
Wang, Taining
;
Henderson, Daniel J.
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442139
Saved in:
8
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
9
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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