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~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:"Gallant, A. Ronald"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Panel study"
~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"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Panel study
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
31
Estimation theory
28
Schätztheorie
28
Estimation
23
Schätzung
23
Volatilität
22
Method of moments
13
Momentenmethode
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
10
Capital income
10
Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Share price
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Option pricing theory
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Optionspreistheorie
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Panel
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Stochastic volatility
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Technische Effizienz
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Bayes-Statistik
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Bayesian inference
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United States
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Impact assessment
5
Econometrics
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Induktive Statistik
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Instrumental variables
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Martingal
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Microeconometrics
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58
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Gallant, A. Ronald
Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
41
Pesaran, M. Hashem
23
Bollerslev, Tim
21
Lee, Lung-fei
21
Linton, Oliver
21
Aït-Sahalia, Yacine
18
Gouriéroux, Christian
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Baltagi, Badi H.
17
Ghysels, Eric
17
McAleer, Michael
17
Yu, Jun
17
Hsiao, Cheng
16
Koop, Gary
16
Diebold, Francis X.
15
Slottje, Daniel Jonathan
15
Su, Liangjun
15
Bai, Jushan
14
Corradi, Valentina
14
Chib, Siddhartha
13
Li, Qi
13
Park, Joon Y.
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Dufour, Jean-Marie
12
Gao, Jiti
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Taylor, Robert
12
Andersen, Torben
11
Mykland, Per A.
11
Ng, Serena
11
Sickles, Robin C.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
The American economic review
15
Economics letters
12
Journal of political economy
11
The review of economics and statistics
11
Journal of productivity analysis
9
Econometric reviews
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
Econometric theory
4
Handbooks in economics
4
International economic review
4
Journal of human resources : JHR
4
Macroeconomic dynamics
4
The review of economic studies
4
The review of financial studies
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
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Functional structure and approximation in econometrics
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
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
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ECONIS (ZBW)
58
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1
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58
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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 Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
5
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:
6
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:
7
An econometric approach to the estimation of multi-level models
Yang, Yimin
;
Schmidt, Peter
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
Saved in:
8
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:
9
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:
10
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:
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