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subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"Core"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Robustes Verfahren
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
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Abadir, Karim Maher
1
Calonico, Sebastian
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1
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1
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1
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1
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1
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The econometrics journal
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Discussion paper / Tinbergen Institute
31
Econometric reviews
30
Econometric theory
26
International journal of forecasting
24
European journal of operational research : EJOR
23
Journal of empirical finance
22
CREATES research paper
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KBI
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Economic modelling
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Journal of the American Statistical Association : JASA
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International journal of theoretical and applied finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
SFB 649 discussion paper
13
Cowles Foundation discussion paper
12
Discussion paper / Center for Economic Research, Tilburg University
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of risk and financial management : JRFM
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
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Journal of mathematical finance
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
3
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
4
Double/debiased machine learning for logistic partially linear model
Liu, Molei
;
Zhang, Yi
;
Zhou, Doudou
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 559-588
Persistent link: https://www.econbiz.de/10012620738
Saved in:
5
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Calonico, Sebastian
;
Cattaneo, Matias D.
;
Farrell, Max H.
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 192-210
Persistent link: https://www.econbiz.de/10012236234
Saved in:
6
Kernel estimation for panel data with heterogeneous dynamics
Okui, Ryo
;
Yanagi, Takahide
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10012167264
Saved in:
7
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
8
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
10
Testing for structural change under non-stationary variances
Xu, Ke-Li
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
Saved in:
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