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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Conference on the Topic of Measurement Error: Theory and Practice <2007, Birmingham>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The economist
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ECONIS (ZBW)
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1,072
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981
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
982
Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
Xu, Ke-Li
;
Phillips, Peter C B
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-529
Persistent link: https://www.econbiz.de/10009796510
Saved in:
983
Volatility jumps
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 356-371
Persistent link: https://www.econbiz.de/10009232547
Saved in:
984
Volatility Jumps
Todorov, Viktor
;
Tauchen, George
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 356-372
Persistent link: https://www.econbiz.de/10009179755
Saved in:
985
The Zellner Thesis Award in Business and Economic Statistics
In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 595-597
Persistent link: https://www.econbiz.de/10009796517
Saved in:
986
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-343
Persistent link: https://www.econbiz.de/10008736215
Saved in:
987
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
Jan Koopman, Siem
;
Mallee, Max I P
;
Van der Wel, Michel
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10008434826
Saved in:
988
Another look at the identification of dynamic discrete decision processes : an application to retirement behavior
Aguirregabiria, Victor
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10008736231
Saved in:
989
Another Look at the Identification of Dynamic Discrete Decision Processes: An Application to Retirement Behavior
Aguirregabiria, Victor
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10008399655
Saved in:
990
Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
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