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~isPartOf:"Journal of econometrics"
~person:"Chen, Songnian"
~person:"Mykland, Per A."
~person:"Newey, Whitney K."
~subject:"Stichprobenerhebung"
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Stichprobenerhebung
Estimation theory
37
Schätztheorie
37
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Regression analysis
11
Regressionsanalyse
11
Theorie
7
Theory
7
IV-Schätzung
4
Instrumental variables
4
Microstructure
4
Quantile regression
4
Sampling
4
Volatility
4
Volatilität
4
Asynchronous times
3
Capital income
3
Censoring
3
Consistency
3
Discrete observation
3
Heteroscedasticity
3
Heteroskedastizität
3
Kapitaleinkommen
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Leverage effect
3
Market microstructure
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Marktmikrostruktur
3
Panel
3
Panel study
3
Präferenztheorie
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Robust estimation
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Theory of preferences
3
Börsenkurs
2
Duration analysis
2
Efficiency
2
Endogeneity
2
Equivalent martingale measure
2
Heteroskedasticity
2
Identification
2
Irregular times
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Chen, Songnian
Mykland, Per A.
Newey, Whitney K.
Ghysels, Eric
3
Maasoumi, Esfandiar
2
Marcellino, Massimiliano
2
Osiewalski, Jacek
2
Potiron, Yoann
2
Steel, Mark F. J.
2
Zhou, Yahong
2
Andreou, Elena
1
Andrews, Isaiah
1
Bailey, Natalia
1
Bartalotti, Otávio
1
Bijwaard, Govert
1
Burbidge, John B.
1
Carroll, Raymond J.
1
Chambers, Marcus J.
1
Chao, John C.
1
Chen, Zhao
1
Chib, Siddhartha
1
Clinet, Simon
1
Dalderop, Jeroen
1
De Luca, Giuseppe
1
Dellaportas, Petros
1
Donald, Stephen G.
1
Fernández, Carmen
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Ghylsels, Eric
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Greenberg, Edward S.
1
Hall, George J.
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Hansen, Bruce E.
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Harding, Matthew C.
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Haziza, David
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Hill, Jonathan B.
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Ho, Hwai-chung
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Horowitz, Joel
1
Hounyo, Ulrich
1
Ibragimov, Rustam Ju.
1
Ikeda, Shin S.
1
Inoue, Atsushi
1
Jacod, Jean
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Ji, Yuanyuan
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Journal of econometrics
NBER Working Paper
2
Working paper / Massachusetts Institute of Technology, Department of Economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of econometrics : volume 4
1
Journal of the American Statistical Association : JASA
1
NBER technical working paper series
1
NBER working paper series
1
Technical working paper / National Bureau of Economic Research
1
The econometrics journal
1
The review of economic studies
1
The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
4
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1
Quantile regression with censoring and sample selection
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 205-226
Persistent link: https://www.econbiz.de/10014364740
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2
Nonparametric identification and estimation of sample selection models under symmetry
Chen, Songnian
;
Zhou, Yahong
;
Ji, Yuanyuan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 148-160
Persistent link: https://www.econbiz.de/10011974558
Saved in:
3
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
4
Semiparametric and nonparametric estimation of sample selection models under symmetry
Chen, Songnian
;
Zhou, Yahong
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 143-150
Persistent link: https://www.econbiz.de/10008661727
Saved in:
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