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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
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Search: subject_exact:"Estimation"
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Estimation
13
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13
Estimation theory
9
Schätztheorie
9
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Time series analysis
8
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8
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Article in journal
Survey
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Tauchen, George Eugene
Todorov, Viktor
18
Su, Liangjun
14
Bollerslev, Tim
13
Phillips, Peter C. B.
10
Gao, Jiti
9
Li, Jia
9
Andersen, Torben
8
Koop, Gary
8
Linton, Oliver
8
Pesaran, M. Hashem
8
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6
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6
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6
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5
Baltagi, Badi H.
5
Berg, Gerard J. van den
5
Blundell, Richard W.
5
Francq, Christian
5
Gouriéroux, Christian
5
Heckman, James J.
5
Li, Qi
5
Lu, Xun
5
Meghir, Costas
5
Ravazzolo, Francesco
5
Steel, Mark F. J.
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Xiu, Dacheng
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Zakoïan, Jean-Michel
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Callaway, Brantly
4
Card, David E.
4
Diebold, Francis X.
4
Fan, Jianqing
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Gospodinov, Nikolaj
4
Han, Xu
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Harvey, Andrew C.
4
Hong, Yongmiao
4
Hsiao, Cheng
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Computation and estimation in finance and economics
1
Econometric theory
1
Econometrics : open access journal
1
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ECONIS (ZBW)
13
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1
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
2
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:
3
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
6
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
7
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
9
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
10
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
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