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~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
~subject:"Volatility"
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A Note on Negative Electoral A...
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Nonparametric statistics
Stochastic process
Volatility
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
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140
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Phillips, Peter C. B.
13
Linton, Oliver
10
Yu, Jun
8
Aït-Sahalia, Yacine
7
McAleer, Michael
7
Bollerslev, Tim
5
Chen, Xiaohong
5
Gouriéroux, Christian
5
Renault, Eric
5
Robinson, Peter M.
5
Andersen, Torben
4
Gallant, A. Ronald
4
Gao, Jiti
4
Hallin, Marc
4
Hidalgo, Javier
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Tauchen, George Eugene
4
Taylor, Robert
4
Todorov, Viktor
4
Whang, Yoon-jae
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Delgado, Miguel A.
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Koop, Gary
3
Maheu, John M.
3
Mariano, Roberto S.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Simar, Léopold
3
Xiao, Zhijie
3
Arvanitis, Stelios
2
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Journal of econometrics
European journal of operational research : EJOR
476
NBER working paper series
204
Working paper / National Bureau of Economic Research, Inc.
198
NBER Working Paper
196
Insurance / Mathematics & economics
171
International journal of theoretical and applied finance
160
Economics letters
156
Finance and stochastics
149
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Discussion paper / Tinbergen Institute
145
International journal of production research
133
Journal of economic dynamics & control
132
Journal of banking & finance
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
122
Economic modelling
122
Operations research
119
Econometric reviews
112
Econometric theory
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
Operations research letters
103
SFB 649 discussion paper
102
Discussion paper / Centre for Economic Policy Research
97
Finance research letters
95
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95
Journal of empirical finance
94
International journal of forecasting
91
Energy economics
87
Risks : open access journal
86
Quantitative finance
82
Mathematics of operations research
81
Applied economics
80
Journal of financial economics
80
Journal of economic theory
79
Computational economics
78
International journal of production economics
76
Applied economics letters
75
The review of financial studies
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ECONIS (ZBW)
312
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1
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Saved in:
2
How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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3
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
4
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
5
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
6
Non-stationary log-periodogram regression
Valasco, Carlos
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
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7
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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8
Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Gørgens, Tue
;
Horowitz, Joel
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 155-191
Persistent link: https://www.econbiz.de/10001382109
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9
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae
;
Linton, Oliver
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Saved in:
10
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
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