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subject:"Volatility"
type_genre:"Article in journal"
~person:"Escanciano, Juan Carlos"
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Statistical test
Estimation theory
79
Schätztheorie
79
Nonparametric statistics
35
Technical efficiency
24
Technische Effizienz
24
Production function
22
Produktionsfunktion
22
Regression analysis
18
Regressionsanalyse
18
Estimation
15
Productivity
15
Produktivität
14
Schätzung
14
Bayes-Statistik
13
Bayesian inference
13
Endogeneity
9
Stochastic process
8
Stochastischer Prozess
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Bayesian analysis
6
Efficiency
6
Markov chain
6
Markov-Kette
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Productivity and competitiveness
6
Statistischer Test
6
IV-Schätzung
5
Instrumental variables
5
Data envelopment analysis
4
Data-Envelopment-Analyse
4
Kleinste-Quadrate-Methode
4
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4
Method of moments
4
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4
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26
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1
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38
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Article in journal
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38
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24
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24
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24
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English
38
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Escanciano, Juan Carlos
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
39
Li, Qi
32
Su, Liangjun
24
Cai, Zongwu
23
Gao, Jiti
21
Florens, Jean-Pierre
19
Phillips, Peter C. B.
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
Ullah, Aman
15
Horowitz, Joel
14
Li, Degui
14
Maheswaran, S.
14
White, Halbert
14
Henderson, Daniel J.
13
Hsu, Yu-Chin
13
Robinson, Peter M.
13
Bera, Anil K.
12
Fan, Jianqing
12
Todorov, Viktor
12
Hoderlein, Stefan
11
Hsiao, Cheng
11
Kristensen, Dennis
11
Lewbel, Arthur
11
Li, Jia
11
Perron, Pierre
11
Shi, Xiaoxia
11
Baltagi, Badi H.
10
Fang, Ying
10
Francq, Christian
10
Jochmans, Koen
10
Newey, Whitney K.
10
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Journal of econometrics
7
European journal of operational research : EJOR
6
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an international 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
International journal of monetary economics and finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of productivity analysis
1
Operations research
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ECONIS (ZBW)
38
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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
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:
3
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:
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
Semiparametric identification and fisher information
Escanciano, Juan Carlos
- In:
Econometric theory
38
(
2022
)
2
,
pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
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
Locally robust semiparametric estimation
Chernozhukov, Victor
;
Escanciano, Juan Carlos
; …
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1501-1535
Persistent link: https://www.econbiz.de/10013382392
Saved in:
10
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
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