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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cai, Zongwu"
~person:"Robinson, Peter M."
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
128
Schätztheorie
128
Nonparametric statistics
48
Regression analysis
30
Regressionsanalyse
30
Technical efficiency
24
Technische Effizienz
24
Production function
22
Produktionsfunktion
22
Estimation
19
Theorie
18
Theory
18
Time series analysis
18
Zeitreihenanalyse
18
Schätzung
17
Productivity
15
Produktivität
14
Bayes-Statistik
13
Bayesian inference
13
Statistical test
13
Statistischer Test
13
Endogeneity
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Panel
10
Panel study
10
Forecasting model
9
Prognoseverfahren
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Stochastic process
7
Stochastischer Prozess
7
Autocorrelation
6
Autokorrelation
6
Bayesian analysis
6
Efficiency
6
Markov chain
6
Markov-Kette
6
Productivity and competitiveness
6
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Undetermined
33
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Article
48
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
48
Arbeitspapier
41
Working Paper
41
Graue Literatur
40
Non-commercial literature
40
Aufsatz im Buch
4
Book section
4
Conference paper
2
Konferenzbeitrag
2
Systematic review
1
Übersichtsarbeit
1
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Language
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English
48
Author
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Cai, Zongwu
Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
37
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Sun, Yiguo
15
Li, Degui
14
Maheswaran, S.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Yao, Feng
10
Breunig, Christoph
9
Kristensen, Dennis
9
Mammen, Enno
9
Newey, Whitney K.
9
Xiao, Zhijie
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
17
Econometric reviews
6
European journal of operational research : EJOR
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of the American Statistical Association : JASA
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of contemporary hospitality management
1
International journal of hospitality management
1
Journal of banking & finance
1
Journal of productivity analysis
1
Operations research
1
The econometrics journal
1
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ECONIS (ZBW)
48
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48
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1
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
2
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
3
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
4
Regression trees for hospitality data analysis
Tsionas, Efthymios G.
;
Assaf, A. Georges
- In:
International journal of contemporary hospitality management
35
(
2023
)
7
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
Saved in:
5
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
6
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
7
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
Saved in:
8
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
9
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
10
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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