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Search: subject_exact:"Nonparametric model"
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Stochastic process
Nichtparametrisches Verfahren
651
Nonparametric statistics
651
Estimation theory
379
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379
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187
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187
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170
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Todorov, Viktor
3
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2
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2
Shimotsu, Katsumi
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2
Bollerslev, Tim
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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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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CoFE discussion papers
Journal of econometrics
The econometrics journal
SFB 649 discussion paper
12
Econometric reviews
11
Econometric theory
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute
6
CREATES research paper
5
Economics letters
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European journal of operational research : EJOR
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Cowles Foundation discussion paper
4
Journal of productivity analysis
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
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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
3
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Finance and stochastics
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Finance research letters
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LSE STICERD Research Paper
3
The journal of computational finance
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Working paper series / Centre for Efficiency and Productivity Analysis
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Applied economics letters
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economics discussion papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
29
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1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Botosaru, Irene
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012482741
Saved in:
6
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
7
Semi-parametric analysis of efficiency and productivity using Gaussian processes
Emvalomatis, Grigorios
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10012166807
Saved in:
8
New results on the identification of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 79-93
Persistent link: https://www.econbiz.de/10012302524
Saved in:
9
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
10
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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