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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
~type_genre:"Systematic review"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
32
Estimation theory
24
Schätztheorie
24
Estimation
20
Schätzung
20
Volatilität
17
Stochastic process
13
Stochastischer Prozess
13
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Technical efficiency
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Technische Effizienz
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Börsenkurs
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Econometrics
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Method of moments
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Production function
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Produktionsfunktion
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Stochastic volatility
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United States
6
Option pricing theory
5
Optionspreistheorie
5
Instrumental variables
4
Microeconometrics
4
Mikroökonometrie
4
Options
4
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51
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Aufsatz im Buch
Collection of articles written by one author
Sammelwerk
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Systematic review
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53
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2
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Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
48
McAleer, Michael
35
Maasoumi, Esfandiar
30
Pesaran, M. Hashem
26
Bollerslev, Tim
22
Taylor, Robert
22
Gouriéroux, Christian
21
Yu, Jun
21
Linton, Oliver
20
Ghysels, Eric
19
Lee, Lung-fei
19
Aït-Sahalia, Yacine
18
Koop, Gary
18
Slottje, Daniel Jonathan
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Baltagi, Badi H.
17
Diebold, Francis X.
16
Li, Qi
16
Park, Joon Y.
16
Corradi, Valentina
14
Granger, C. W. J.
14
Steel, Mark F. J.
14
Teräsvirta, Timo
14
Xiao, Zhijie
14
Cavaliere, Giuseppe
13
Chib, Siddhartha
13
Franses, Philip Hans
13
Hsiao, Cheng
13
Kumbhakar, Subal
13
Renault, Eric
13
Sickles, Robin C.
13
Barnett, William A.
12
Dufour, Jean-Marie
12
Geweke, John
12
Lütkepohl, Helmut
12
Patton, Andrew J.
12
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Econometric reviews
Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economic review
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economics letters
12
Journal of political economy
11
The review of economics and statistics
10
Journal of productivity analysis
9
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
Journal of financial economics
5
Handbooks in economics
4
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of human resources : JHR
4
Working paper / National Bureau of Economic Research, Inc.
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of applied econometrics
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Discussion paper series / IZA
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of economic dynamics
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
The Scandinavian journal of economics
2
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
53
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53
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
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:
5
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:
6
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
7
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
8
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
9
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:
10
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
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