//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~person:"Mammen, Enno"
~person:"Simar, Léopold"
~person:"Todorov, Viktor"
~subject:"Instrumental variables"
~subject:"Nichtparametrisches Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Instrumental variables
Nichtparametrisches Verfahren
Estimation theory
60
Schätztheorie
60
Nonparametric statistics
30
Technical efficiency
20
Technische Effizienz
20
Data envelopment analysis
16
Data-Envelopment-Analyse
16
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Production function
12
Produktionsfunktion
12
Volatilität
12
Statistical inference
11
Stochastic process
11
Stochastischer Prozess
11
Induktive Statistik
9
Regression analysis
8
Regressionsanalyse
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
7
Share price
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Efficiency
6
Capital income
5
Effizienz
5
High-frequency data
5
Kapitaleinkommen
5
Stochastic volatility
5
Conditional efficiency
4
Productivity
4
Bias
3
DEA
3
FDH
3
IV-Schätzung
3
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
37
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
38
Arbeitspapier
32
Working Paper
32
Graue Literatur
30
Non-commercial literature
30
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
1
Conference paper
1
Forschungsbericht
1
Konferenzbeitrag
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
38
Author
All
Mammen, Enno
Simar, Léopold
Todorov, Viktor
Linton, Oliver
38
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
20
Gao, Jiti
20
Parmeter, Christopher F.
19
Kumbhakar, Subal
18
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Cai, Zongwu
16
Newey, Whitney K.
15
Phillips, Peter C. B.
15
Sun, Yiguo
15
Escanciano, Juan Carlos
14
Horowitz, Joel
14
Li, Degui
14
Maheswaran, S.
14
Tsionas, Efthymios G.
14
Ullah, Aman
14
Henderson, Daniel J.
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
Otsu, Taisuke
11
White, Halbert
11
Tauchen, George Eugene
10
Van Keilegom, Ingrid
10
Yao, Feng
10
Breunig, Christoph
9
Hansen, Christian Bailey
9
Kristensen, Dennis
9
Robinson, Peter M.
9
Xiao, Zhijie
9
Zhang, Xibin
9
more ...
less ...
Published in...
All
Journal of econometrics
21
Journal of productivity analysis
4
Econometric theory
3
The econometrics journal
2
Annals of operations research
1
Computational economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Foundations and trends in econometrics
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->