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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:"Gouriéroux, Christian"
~person:"Heckman, James J."
~person:"Linton, Oliver"
~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"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Estimation theory
55
Schätztheorie
55
Theory
53
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
32
Schätzung
32
Time series analysis
29
Zeitreihenanalyse
29
Volatilität
26
Stochastic process
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Stochastischer Prozess
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Panel study
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Capital income
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Kapitaleinkommen
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Regression analysis
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Regressionsanalyse
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Option pricing theory
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Statistical distribution
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Statistische Verteilung
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Factor analysis
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Faktorenanalyse
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Forecasting model
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High-frequency data
7
Induktive Statistik
7
Prognoseverfahren
7
Statistical inference
7
Technical efficiency
7
Technische Effizienz
7
United States
7
Econometrics
6
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Aufsatz im Buch
Collection of articles written by one author
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Sammlung
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81
Collection of articles of several authors
3
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2
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Gouriéroux, Christian
Heckman, James J.
Linton, Oliver
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
21
Aït-Sahalia, Yacine
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Ghysels, Eric
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Diebold, Francis X.
15
Slottje, Daniel Jonathan
15
Corradi, Valentina
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Taylor, Robert
12
Andersen, Torben
11
Hsiao, Cheng
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Barnett, William A.
10
Gallant, A. Ronald
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Baltagi, Badi H.
9
Hong, Yongmiao
9
Horowitz, Joel
9
Kohn, Robert
9
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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
22
Econometric theory
20
The American economic review
15
Economics letters
14
Econometric reviews
13
Journal of political economy
12
The review of economics and statistics
10
Journal of productivity analysis
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Annales d'économie et de statistique
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of empirical finance
7
The economic journal : the journal of the Royal Economic Society
7
Cambridge working papers in economics
6
Journal of applied econometrics
6
Journal of labor economics
6
Cambridge-INET working papers
5
International economic review
5
Journal of financial economics
5
The review of economic studies
5
Handbooks in economics
4
Journal of banking & finance
4
Journal of human resources : JHR
4
Annals of economics and statistics
3
Economic inquiry : journal of the Western Economic Association International
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Handbook of econometrics ; Vol. 6B
3
Journal of financial econometrics
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Handbook of econometrics ; Vol. 4
2
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ECONIS (ZBW)
81
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1
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81
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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
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
3
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:
4
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:
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
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
8
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
9
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
10
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
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