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subject:"Volatility"
type_genre:"Article in journal"
~person:"Otsu, Taisuke"
~person:"Racine, Jeffrey"
~person:"White, Halbert"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
143
Schätztheorie
143
Nonparametric statistics
64
Regression analysis
33
Regressionsanalyse
33
Theorie
27
Theory
27
Estimation
19
Schätzung
19
Statistical test
13
Statistischer Test
13
Induktive Statistik
12
Statistical inference
12
Statistical distribution
11
Statistische Verteilung
11
Modellierung
9
Scientific modelling
9
Time series analysis
9
USA
9
United States
9
Zeitreihenanalyse
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Method of moments
8
Momentenmethode
8
Statistical error
8
Statistical theory
8
Statistische Methodenlehre
8
Statistischer Fehler
8
Causality analysis
7
Kausalanalyse
7
Bias
6
Core
6
Systematischer Fehler
6
Forecasting model
5
IV-Schätzung
5
Instrumental variables
5
Prognoseverfahren
5
Robust statistics
5
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Online availability
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Free
23
Undetermined
16
Type of publication
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Article
38
Book / Working Paper
27
Type of publication (narrower categories)
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Article in journal
Working Paper
Graue Literatur
39
Non-commercial literature
39
Aufsatz in Zeitschrift
38
Arbeitspapier
27
Conference paper
2
Konferenzbeitrag
2
Aufsatz im Buch
1
Aufsatzsammlung
1
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1
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1
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1
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Language
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English
65
Author
All
Otsu, Taisuke
Racine, Jeffrey
White, Halbert
Linton, Oliver
76
Gao, Jiti
56
Härdle, Wolfgang
46
Chen, Xiaohong
45
Cai, Zongwu
35
Li, Qi
33
Hoderlein, Stefan
32
Horowitz, Joel
32
Newey, Whitney K.
32
Florens, Jean-Pierre
31
Simar, Léopold
31
Lewbel, Arthur
26
Su, Liangjun
26
Phillips, Peter C. B.
24
Van Keilegom, Ingrid
24
Mammen, Enno
23
Dette, Holger
22
Li, Degui
22
Escanciano, Juan Carlos
21
Breunig, Christoph
20
Lee, Sokbae
20
Parmeter, Christopher F.
20
Hu, Yingyao
19
Kristensen, Dennis
18
Kumbhakar, Subal
18
Chen, Songnian
17
Chernozhukov, Victor
17
Fang, Ying
17
Ichimura, Hidehiko
17
Kumar, Dilip
17
Rothe, Christoph
17
Feng, Yuanhua
16
Henderson, Daniel J.
16
Koopman, Siem Jan
16
Robinson, Peter M.
16
Scaillet, Olivier
16
Sun, Yiguo
16
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Department of Economics working paper series / McMaster University, Department of Economics
10
Journal of econometrics
9
Econometric reviews
8
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrics papers
4
Boston College working papers in economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Discussion paper / Department of Economics, University of California San Diego
1
Global business & economics review
1
IHS economics series : working paper
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Reihe Ökonomie
1
SIER working paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
65
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1
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10
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65
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Regression discontinuity design with potentially many covariates
Arai, Yoichi
;
Otsu, Taisuke
;
Seo, Myung Hwan
-
2021
Persistent link: https://www.econbiz.de/10014311627
Saved in:
3
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:
4
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
5
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
6
Nonparametric estimation and inference for panel data models
Parmeter, Christopher F.
;
Racine, Jeffrey
-
2018
Persistent link: https://www.econbiz.de/10011817828
Saved in:
7
Optimal model averaging of mixed-data kernel-wighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Zheng, Li
-
2018
Persistent link: https://www.econbiz.de/10011844625
Saved in:
8
Average derivative estimation under measurement error
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1004-1033
Persistent link: https://www.econbiz.de/10012656392
Saved in:
9
Optimal model averaging of varying coefficient models
Li, Cong
;
Li, Qi
;
Racine, Jeffrey
;
Zhang, Daiqiang
-
2017
Persistent link: https://www.econbiz.de/10011590272
Saved in:
10
Likelihood inference on semiparametric models : average derivative and treatment effect
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2017
Persistent link: https://www.econbiz.de/10011672027
Saved in:
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