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A practical asymptotic varianc...
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Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation theory
313
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313
Regression analysis
147
Regressionsanalyse
147
Theorie
140
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Induktive Statistik
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Statistical error
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Linton, Oliver
27
Chen, Xiaohong
17
Li, Qi
13
Lewbel, Arthur
12
Robinson, Peter M.
12
Simar, Léopold
12
Gao, Jiti
11
Phillips, Peter C. B.
11
Florens, Jean-Pierre
10
Su, Liangjun
10
Chen, Songnian
9
Hoderlein, Stefan
9
Cai, Zongwu
8
Fan, Yanqin
8
Horowitz, Joel
8
Li, Degui
8
White, Halbert
8
Xiao, Zhijie
8
Hsiao, Cheng
7
Hu, Yingyao
7
Sun, Yiguo
7
Lee, Sokbae
6
Mammen, Enno
6
Racine, Jeffrey
6
Sasaki, Yuya
6
Breunig, Christoph
5
Delgado, Miguel A.
5
Dong, Chaohua
5
Jensen, Mark J.
5
Lavergne, Pascal
5
Li, Tong
5
Todorov, Viktor
5
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5
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5
D'Haultfœuille, Xavier
4
Das, Mitali
4
Escanciano, Juan Carlos
4
Gagliardini, Patrick
4
Haiqing Xu
4
Henderson, Daniel J.
4
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Journal of econometrics
IZA Discussion Papers
447
MPRA Paper
376
CEMMAP working papers / Centre for Microdata Methods and Practice
323
Discussion paper series / IZA
248
cemmap working paper
239
IZA Discussion Paper
233
Working Paper
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
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185
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179
Econometric theory
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155
Economics letters
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131
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127
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116
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111
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108
Quantitative economics : QE ; journal of the Econometric Society
106
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98
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
98
LSE STICERD Research Paper
96
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91
Tinbergen Institute Discussion Papers
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Discussion Paper / Tilburg University, Center for Economic Research
85
The econometrics journal
84
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
77
Cowles Foundation discussion paper
75
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74
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73
CREATES Research Papers
70
NBER Working Papers
70
CESifo Working Paper
67
Monash Econometrics and Business Statistics Working Papers
67
Econometrics
65
European journal of operational research : EJOR
64
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ECONIS (ZBW)
544
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1
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
2
Nonparametric estimation of conditional VaR and expected shortfall
Cai, Zongwu
;
Wang, Xian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 120-130
Persistent link: https://www.econbiz.de/10003783792
Saved in:
3
Specification testing in discretized diffusion models : theory and practice
Gao, Jiti
;
Casas, Isabel
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
Saved in:
4
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
Saved in:
5
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae
;
Seo, Myung Hwan
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
Saved in:
6
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
Saved in:
7
Simple estimators for nonparametric panel data models with sample attrition
Das, Mitali
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10001998939
Saved in:
8
Functional coefficient instrumental variables models
Cai, Zongwu
;
Das, Mitali
;
Xiong, Huaiyu
;
Wu, Xizhi
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 207-241
Persistent link: https://www.econbiz.de/10003354575
Saved in:
9
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
10
Semiparametric efficient adaptive estimation of asymmetric GARCH models
Sun, Yiguo
;
Stengos, Thanasēs
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 373-386
Persistent link: https://www.econbiz.de/10003354584
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