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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Phillips, Peter C. B."
~person:"Todorov, Viktor"
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bias
Consumer behaviour
Konsumentenverhalten
Panel study
Regression analysis
Volatility
Theorie
54
Theory
54
Estimation theory
51
Schätztheorie
51
Time series analysis
38
Zeitreihenanalyse
38
Stochastic process
28
Stochastischer Prozess
28
Volatilität
26
Estimation
25
Schätzung
25
Nichtparametrisches Verfahren
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Nonparametric statistics
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47
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48
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Bulgarian
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Phillips, Peter C. B.
Todorov, Viktor
Yu, Jun
Su, Liangjun
22
Bollerslev, Tim
21
Gao, Jiti
18
Linton, Oliver
18
Tauchen, George Eugene
18
Westerlund, Joakim
16
Chen, Songnian
14
Li, Qi
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Bai, Jushan
12
Baltagi, Badi H.
12
Ghysels, Eric
12
Taylor, Robert
12
Janiszewski, Chris A.
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Robinson, Peter M.
11
Cai, Zongwu
10
Galvão Júnior, Antônio Fialho
10
Hansen, Christian Bailey
10
Lee, Lung-fei
10
Chernozhukov, Victor
9
Hsiao, Cheng
9
Li, Jia
9
Mykland, Per A.
9
Park, Joon Y.
9
Sasaki, Yuya
9
Wang, Hansheng
9
Xiao, Zhijie
9
Fan, Jianqing
8
Gouriéroux, Christian
8
Hallin, Marc
8
Krishna, Aradhna
8
Laran, Juliano
8
Li, Degui
8
Li, Kunpeng
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometric reviews
6
The econometrics journal
6
Journal of financial economics
4
Econometrics : open access journal
3
Economics letters
3
The review of financial studies
3
Annals of economics and finance
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Applied financial economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Games and economic behavior
1
International economic review
1
International journal of industrial organization
1
Journal of applied econometrics
1
Journal of business research : JBR
1
Journal of international consumer marketing
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of consumer marketing
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
48
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48
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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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
5
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:
6
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
7
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
8
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:
9
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:
10
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
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