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~isPartOf:"European economic review : EER"
~isPartOf:"IZA world of labor : evidence-based policy making"
~isPartOf:"Journal of econometrics"
~language:"bos"
~language:"eng"
~person:"Tauchen, George Eugene"
~subject:"Dismissal"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Research Report"
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Dismissal
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15
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8
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8
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8
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8
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8
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8
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7
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6
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Tauchen, George Eugene
Todorov, Viktor
14
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
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Gao, Jiti
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Heckman, James J.
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Kim, Donggyu
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Li, Jia
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Lu, Xun
5
Zakoïan, Jean-Michel
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4
Callaway, Brantly
4
Eickmeier, Sandra
4
Francq, Christian
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
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Sasaki, Yuya
4
Shin, Yongcheol
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Wang, Wendun
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Xiu, Dacheng
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Barigozzi, Matteo
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Barnett, William A.
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Botosaru, Irene
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Cai, Zongwu
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Deschênes, Olivier
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Fan, Jianqing
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Fernández-Val, Iván
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European economic review : EER
IZA world of labor : evidence-based policy making
Journal of econometrics
ERID working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Computation and estimation in finance and economics
1
Econometric theory
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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
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and economics discussion series
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ECONIS (ZBW)
9
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1
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9
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9
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date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
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