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subject:"Volatility"
~person:"Su, Liangjun"
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
160
Schätztheorie
160
Nonparametric statistics
71
Regression analysis
46
Regressionsanalyse
46
Estimation
33
Production function
31
Produktionsfunktion
31
Schätzung
31
Technical efficiency
29
Technische Effizienz
29
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27
Panel study
27
Productivity
19
Bayesian inference
17
Produktivität
17
Bayes-Statistik
16
Statistical test
15
Statistischer Test
15
Endogeneity
14
Time series analysis
14
Zeitreihenanalyse
14
Bootstrap approach
9
Bootstrap-Verfahren
9
Maximum likelihood estimation
9
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9
Stochastic process
9
Stochastischer Prozess
9
Method of moments
8
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8
Specification test
8
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7
Efficiency
7
Kleinste-Quadrate-Methode
7
Least squares method
7
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6
Markov-Kette
6
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6
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6
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Graue Literatur
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4
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4
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1
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English
71
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Su, Liangjun
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
86
Gao, Jiti
74
Chen, Xiaohong
65
Härdle, Wolfgang
50
Li, Qi
40
Newey, Whitney K.
40
Cai, Zongwu
37
Otsu, Taisuke
36
Phillips, Peter C. B.
35
Hoderlein, Stefan
34
Horowitz, Joel
34
Florens, Jean-Pierre
33
Li, Degui
33
Simar, Léopold
33
Racine, Jeffrey
30
Ichimura, Hidehiko
27
Lewbel, Arthur
27
Kristensen, Dennis
26
Mammen, Enno
26
Escanciano, Juan Carlos
24
Dette, Holger
23
Sun, Yiguo
23
Ullah, Aman
23
Henderson, Daniel J.
22
Lee, Sokbae
22
Linton, Oliver B.
22
Parmeter, Christopher F.
22
Breunig, Christoph
21
Chernozhukov, Victor
21
Koopman, Siem Jan
21
Robinson, Peter M.
21
Hu, Yingyao
20
Kumbhakar, Subal
20
Rothe, Christoph
20
Feng, Yuanhua
19
Klein, Roger W.
19
Li, Jia
19
Todorov, Viktor
19
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
KBI
8
European journal of operational research : EJOR
6
Econometric reviews
4
Econometric theory
4
Working paper series / Centre for Efficiency and Productivity Analysis
3
Cowles Foundation Discussion Paper
2
Cowles Foundation discussion paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Nonparametric econometric methods
2
Annals of economics and statistics
1
Boston College working papers in economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion papers : DP
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / IZA
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of empirical economics and finance
1
International journal of contemporary hospitality management
1
International journal of hospitality management
1
Journal of productivity analysis
1
Operations research
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
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1
Working papers series in theoretical and applied economics
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ECONIS (ZBW)
71
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
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:
3
Bridging the divide? : Bayesian artificial neural networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parameter, Christopher F.
; …
-
2021
Persistent link: https://www.econbiz.de/10013256898
Saved in:
4
Inference in the nonparametric stochastic frontier model
Parameter, Christopher F.
;
Simar, Léopold
;
Van …
-
2021
Persistent link: https://www.econbiz.de/10013257928
Saved in:
5
Regression trees for hospitality data analysis
Tsionas, Efthymios G.
;
Assaf, A. Georges
- In:
International journal of contemporary hospitality management
35
(
2023
)
7
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
Saved in:
6
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
7
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
8
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
Saved in:
9
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
10
A general approach for cure models in survival analysis
Patilea, Valentin
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050908
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