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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~subject:"Theorie"
~subject:"Unit root test"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theorie
Unit root test
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Estimation theory
723
Schätztheorie
723
Theory
285
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
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91
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Lee, Lung-fei
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Linton, Oliver
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Phillips, Peter C. B.
8
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7
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5
Jong, Robert M. de
5
Park, Joon Y.
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White, Halbert
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4
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4
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4
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Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Cavaliere, Giuseppe
3
Chen, Songnian
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Donald, Stephen G.
3
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3
Kuan, Chung-ming
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2
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2
Bai, Jushan
2
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2
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2
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2
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Econometric theory
Journal of econometrics
492
Economics letters
412
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Econometric reviews
156
Journal of applied econometrics
138
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
105
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79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Applied economics
63
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
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57
Journal of forecasting
54
American journal of agricultural economics
51
The econometrics journal
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Journal of empirical finance
37
The Indian economic journal
37
International economic journal
35
International journal of forecasting
34
Economic modelling
33
Journal of productivity analysis
32
Applied economics letters
29
Journal of banking & finance
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Jahrbücher für Nationalökonomie und Statistik
25
The Indian journal of economics
25
The journal of finance : the journal of the American Finance Association
25
Advances in econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of international money and finance
23
The journal of futures markets
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ECONIS (ZBW)
315
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
5
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
6
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
7
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
8
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
9
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
10
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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