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~isPartOf:"Journal of econometrics"
~person:"Donald, Stephen G."
~person:"Park, Joon Y."
~subject:"Schätztheorie"
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Schätztheorie
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Donald, Stephen G.
Park, Joon Y.
Phillips, Peter C. B.
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9
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9
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Journal of econometrics
Econometric theory
8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
11
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1
Functional-coefficient models for nonstationary time series data
Cai, Zongwu
;
Li, Qi
;
Park, Joon Y.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Saved in:
2
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
3
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
4
Estimation
and inference for distribution functions and quantile functions in treatment effect models
Donald, Stephen G.
;
Hsu, Yu-Chin
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 383-397
Persistent link: https://www.econbiz.de/10010256214
Saved in:
5
Nonparametric
estimation
of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
6
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
7
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
8
Inferring the rank of a matrix
Cragg, John G.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001211361
Saved in:
9
Superconsistent
estimation
and inference in structural econometric models using extreme order statistics
Donald, Stephen G.
;
Paarsch, Harry J.
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 305-340
Persistent link: https://www.econbiz.de/10001689041
Saved in:
10
Two-step
estimation
of heteroskedastic sample selection models
Donald, Stephen G.
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 347-380
Persistent link: https://www.econbiz.de/10001173053
Saved in:
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