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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:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Sickles, Robin C."
~person:"Todorov, Viktor"
~subject:"Börsenkurs"
~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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Börsenkurs
Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
31
Estimation theory
25
Schätztheorie
25
Estimation
23
Schätzung
23
Volatilität
17
Time series analysis
12
Zeitreihenanalyse
12
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Nichtparametrisches Verfahren
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Optionspreistheorie
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Aufsatz im Buch
Collection of articles written by one author
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54
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Heckman, James J.
Schmidt, Peter
Sickles, Robin C.
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
21
Aït-Sahalia, Yacine
18
Gouriéroux, Christian
18
Linton, Oliver
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
Taylor, Robert
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Timmermann, Allan
12
Andersen, Torben
11
Hsiao, Cheng
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Barnett, William A.
10
Gallant, A. Ronald
10
Maasoumi, Esfandiar
10
Xiu, Dacheng
10
Baltagi, Badi H.
9
Hong, Yongmiao
9
Horowitz, Joel
9
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
Journal of productivity analysis
20
The American economic review
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Economics letters
13
Econometric reviews
11
Journal of political economy
11
The review of economics and statistics
10
The economic journal : the journal of the Royal Economic Society
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of labor economics
6
International economic review
5
Journal of financial economics
5
Handbooks in economics
4
Journal of applied econometrics
4
Journal of human resources : JHR
4
Economic inquiry : journal of the Western Economic Association International
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Handbook of econometrics ; Vol. 6B
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
The review of economic studies
3
Annales d'économie et de statistique
2
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Econometric theory
2
Economic modelling
2
European journal of operational research : EJOR
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
International journal of industrial organization
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of human capital : JHC
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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ECONIS (ZBW)
54
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54
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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 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:
5
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:
6
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
7
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:
8
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:
9
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:
10
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:
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