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subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~subject:"Least squares method"
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Search: subject_exact:"Estimation theory"
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Volatility
Least squares method
Estimation theory
1,417
Schätztheorie
1,417
Theorie
514
Theory
514
Time series analysis
223
Zeitreihenanalyse
223
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167
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164
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160
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149
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51
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46
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46
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45
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44
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43
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42
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42
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42
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39
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Hwang, Eunju
3
Maasoumi, Esfandiar
3
Shin, Dong-wan
3
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Chen, Qiang
2
Fornari, Fabio
2
Kapetanios, George
2
Lu, Cuicui
2
McAleer, Michael
2
Mele, Antonio
2
Wagner, Martin
2
Amado, Cristina
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baillie, Richard
1
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1
Bao, Yong
1
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1
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1
Bermudez, P. de Zea
1
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1
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1
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1
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1
Corré, Nienke
1
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1
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1
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1
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Econometric reviews
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139
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53
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41
Econometric theory
25
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21
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European journal of operational research : EJOR
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International journal of forecasting
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15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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14
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14
Finance research letters
13
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13
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13
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12
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12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
SFB 649 discussion paper
10
Applied economics letters
9
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9
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8
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8
Journal of business research : JBR
8
KBI
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
3
Binary outcomes, OLS, 2SLS and IV probit
Li, Chuhui
;
Poskitt, Donald Stephen
;
Windmeijer, Frank
; …
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 859-876
Persistent link: https://www.econbiz.de/10013364912
Saved in:
4
On the two algorithms for estimating interactive fixed effects models in Bai (2009)
Chen, Qiang
;
Yan, Guanpeng
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505984
Saved in:
5
Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Wagner, Martin
- In:
Economics letters
228
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014455149
Saved in:
6
Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
Saved in:
7
Efficiency gains in least squares estimation : a new approach
Papadopoulos, Alecos
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013167581
Saved in:
8
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
9
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
10
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
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