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subject:"Volatility"
type_genre:"Article in journal"
~person:"Mammen, Enno"
~person:"Racine, Jeffrey"
~person:"Simar, Léopold"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
74
Schätztheorie
74
Nonparametric statistics
43
Technical efficiency
20
Technische Effizienz
20
Theorie
19
Theory
19
Data envelopment analysis
16
Data-Envelopment-Analyse
16
Regression analysis
14
Regressionsanalyse
14
Production function
11
Produktionsfunktion
11
Estimation
10
Schätzung
10
Statistical inference
10
Induktive Statistik
8
Core
7
Bootstrap approach
5
Bootstrap-Verfahren
5
Efficiency
5
Conditional efficiency
4
Effizienz
4
IV-Schätzung
4
Instrumental variables
4
Modellierung
4
Scientific modelling
4
USA
4
United States
4
DEA
3
Exchange rate
3
FDH
3
G7 countries
3
G7-Staaten
3
Kernel smoothing
3
Nonparametric frontiers
3
Panel
3
Panel study
3
Production efficiency
3
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17
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Article
41
Book / Working Paper
2
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Article in journal
Forschungsbericht
Aufsatz in Zeitschrift
42
Arbeitspapier
38
Working Paper
38
Graue Literatur
36
Non-commercial literature
36
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
1
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1
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English
43
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Mammen, Enno
Racine, Jeffrey
Simar, Léopold
Linton, Oliver
36
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Cai, Zongwu
16
Li, Degui
14
Maheswaran, S.
14
Sun, Yiguo
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Tsionas, Efthymios G.
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
Zhang, Xibin
10
Breunig, Christoph
9
Kristensen, Dennis
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Ai, Chunrong
8
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Journal of econometrics
12
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
Journal of productivity analysis
4
The econometrics journal
2
Annals of economics and statistics
1
Annals of operations research
1
CORE discussion paper : DP
1
Computational economics
1
Foundations and trends in econometrics
1
Global business & economics review
1
Insurance / Mathematics & economics
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
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ECONIS (ZBW)
43
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1
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
2
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
5
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
Saved in:
6
Information measures of kernel estimation
Beheshti, Neshat
;
Racine, Jeffrey
;
Soofi, Ehsan S.
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012180697
Saved in:
7
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
Saved in:
8
Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele
;
Racine, Jeffrey
- In:
Annals of economics and statistics
128
(
2017
),
pp. 261-295
Persistent link: https://www.econbiz.de/10011776896
Saved in:
9
The smooth colonel and the reverend find common ground
Kiefer, Nicholas Maximilian
;
Racine, Jeffrey
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011795197
Saved in:
10
Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
Li, Cong
;
Li, Hongjun
;
Racine, Jeffrey
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 970-987
Persistent link: https://www.econbiz.de/10011795542
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