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~isPartOf:"Journal of econometrics"
~person:"Newey, Whitney K."
~person:"Ohtani, Kazuhiro"
~person:"Todorov, Viktor"
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Estimation theory
24
Schätztheorie
24
Estimation
15
Schätzung
15
Volatility
15
Volatilität
15
Stochastic process
10
Stochastischer Prozess
10
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Nichtparametrisches Verfahren
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Newey, Whitney K.
Ohtani, Kazuhiro
Todorov, Viktor
Phillips, Peter C. B.
35
Linton, Oliver
24
Lee, Lung-fei
22
Su, Liangjun
22
Chen, Songnian
20
Robinson, Peter M.
19
Li, Qi
18
Aït-Sahalia, Yacine
13
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Gouriéroux, Christian
13
Taylor, Robert
13
Fan, Yanqin
12
Hsiao, Cheng
12
Park, Joon Y.
12
Pesaran, M. Hashem
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Bollerslev, Tim
11
Sun, Yixiao
11
White, Halbert
11
Andersen, Torben
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Ghysels, Eric
10
Hong, Han
10
Koop, Gary
10
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10
Bai, Jushan
9
Horowitz, Joel
9
Inoue, Atsushi
9
Koopman, Siem Jan
9
Kristensen, Dennis
9
Lewbel, Arthur
9
Li, Degui
9
Li, Kunpeng
9
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Journal of econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
9
Kobe University economic review
9
CREATES research paper
7
Economics letters
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Working paper / Massachusetts Institute of Technology, Department of Economics
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ERID working paper
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Quantitative economics : QE ; journal of the Econometric Society
6
Econometric Research Program research memorandum
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER Working Paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of financial economics
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Working papers / Rutgers University, Department of Economics
4
Applied economics letters
3
Discussion paper
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Discussion paper / Department of Economics, University of Canterbury
3
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi
3
NBER technical working paper series
3
Statistical papers
3
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Department of Economics, Eller College
3
Working papers / Department of Economics, Uppsala University
3
CREATES Research Paper
2
Cowles Foundation Discussion Paper
2
Discussion paper / University of Bristol, Department of Economics
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Econometric reviews
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Essays in honor of Jerry Hausman
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
Journal of applied econometrics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Technical working paper / National Bureau of Economic Research
2
The review of economic studies
2
The review of economics and statistics
2
Working paper / Department of Economics, Uppsala University
2
Advances in econometrics
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
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
High-dimensional linear models with many endogenous variables
Belloni, Alexandre
;
Hansen, Christian Bailey
;
Newey, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 4-26
Persistent link: https://www.econbiz.de/10013441711
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
Control variables, discrete instruments, and identification of structural functions
Newey, Whitney K.
;
Stouli, Sami
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012619343
Saved in:
8
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
9
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
10
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
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