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Estimation theory
Theorie
622,210
Theory
607,123
Schätzung
130,373
Estimation
124,215
USA
58,072
United States
56,002
Welt
44,435
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40,864
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34,927
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25,836
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23,041
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22,095
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21,169
Portfolio selection
20,916
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20,537
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20,320
Volatility
20,068
Risk
20,056
Börsenkurs
19,829
Share price
19,462
EU-Staaten
19,129
Zeitreihenanalyse
18,774
EU countries
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Time series analysis
18,234
Mathematische Optimierung
16,849
Mathematical programming
16,741
Kapitaleinkommen
16,616
Capital income
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Schätztheorie
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Pesaran, M. Hashem
92
Phillips, Peter C. B.
80
Härdle, Wolfgang
78
Gouriéroux, Christian
57
Linton, Oliver
54
Swanson, Norman R.
54
Franses, Philip Hans
51
Baltagi, Badi H.
49
Diebold, Francis X.
48
Gao, Jiti
47
Andrews, Donald W. K.
46
Newey, Whitney K.
45
Heckman, James J.
44
Kapetanios, George
43
McAleer, Michael
42
Koop, Gary
40
Cai, Zongwu
39
Giles, David E. A.
36
Imbens, Guido
36
Robinson, Peter M.
36
Ullah, Aman
36
Winkelmann, Rainer
36
Hsiao, Cheng
34
Lütkepohl, Helmut
34
Marcellino, Massimiliano
34
Horowitz, Joel
33
Li, Qi
33
Zakoïan, Jean-Michel
33
Lechner, Michael
32
Koopman, Siem Jan
31
White, Halbert
30
Angrist, Joshua D.
29
Teräsvirta, Timo
29
Kohn, Robert
28
Lee, Lung-fei
28
Brännäs, Kurt
27
Dufour, Jean-Marie
27
King, Maxwell L.
27
Lucas, André
27
West, Kenneth D.
27
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
25
Umeå universitet
22
European University Institute / Department of Economics
21
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
International Energy Agency
10
OECD
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
8
Centre for Analytical Finance <Århus>
7
Centre for Microdata Methods and Practice <London>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Rutgers University / Department of Economics
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Deutsche Forschungsgemeinschaft
5
Organisation for Economic Co-operation and Development
5
Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Quantitative Economics & Computing
4
Chambre de commerce et d'industrie de Paris
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Københavns Universitet / Økonomisk Institut
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Law
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
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Journal of econometrics
625
Economics letters
498
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
323
Econometric theory
314
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
191
Journal of applied econometrics
163
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Discussion paper / Tinbergen Institute
131
International journal of forecasting
130
The review of economics and statistics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Oxford bulletin of economics and statistics
109
Journal of forecasting
102
Working paper / National Bureau of Economic Research, Inc.
102
Discussion paper series / IZA
100
Discussion paper / Center for Economic Research, Tilburg University
96
Applied economics
93
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
79
Statistical papers
79
Economic modelling
74
Applied economics letters
68
CEMMAP working papers / Centre for Microdata Methods and Practice
68
Working paper
68
Discussion paper
67
Working paper series
66
Working paper / Department of Econometrics and Business Statistics, Monash University
65
The econometrics journal
64
The review of economic studies
64
International economic review
59
NBER Working Paper
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
NBER working paper series
57
Technical working paper / National Bureau of Economic Research
57
CESifo working papers
56
American journal of agricultural economics
55
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ECONIS (ZBW)
15,226
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3
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1
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1
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1
Cross-sectional noise reduction and more efficient
estimation
of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
2
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
3
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
4
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:
5
Volatility
estimation
and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
Les taux de change d'équilibre fondamentaux : de l'approche théorique à l'évaluation empirique
Borowski, Didier
;
Couharde, Cécile
;
Thibault, Florence
- In:
Revue française d'économie : RFE
13
(
1998
)
3
,
pp. 177-206
Persistent link: https://www.econbiz.de/10001417768
Saved in:
7
Spot volatility
estimation
using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
8
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
9
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
10
Challenges of integrated variance
estimation
in emerging stock markets
Arnerić, Josip
;
Matković, Mario
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 713-739
Persistent link: https://www.econbiz.de/10012213665
Saved in:
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