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~subject:"Nonparametric statistics"
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Nonparametric statistics
Theorie
43
Theory
43
Estimation theory
21
Schätztheorie
21
Panel
19
Panel study
19
Time series analysis
18
Zeitreihenanalyse
18
Nichtparametrisches Verfahren
16
Volatility
16
Volatilität
16
Einheitswurzeltest
15
Unit root test
15
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13
Prognoseverfahren
13
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12
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12
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11
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11
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Statistical distribution
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8
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8
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7
Risikoprämie
7
Risk premium
7
Analysis of variance
6
Regression analysis
6
Regressionsanalyse
6
Stochastic process
6
Stochastischer Prozess
6
Varianzanalyse
6
Börsenkurs
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English
16
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Bandi, Federico M.
10
Perron, Benoit
6
Phillips, Peter C. B.
4
Linton, Oliver
3
Corradi, Valentina
2
Renò, Roberto
2
Nguyen, Thong H.
1
Wilhelm, Daniel
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Cahier / Département de Sciences Économiques, Université de Montréal
3
Econometric theory
2
Cowles Foundation discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001614510
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2
Jumps in the volatility of financial markets
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504842
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3
Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
Saved in:
4
The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver
;
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504846
Saved in:
5
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver
;
Perron, Benoit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Saved in:
6
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
7
Short-term interest rate dynamics : a spatial approach
Bandi, Federico M.
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10001690103
Saved in:
8
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
9
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
10
On the functional estimation of jump-diffusion models
Bandi, Federico M.
;
Nguyen, Thong H.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 293-328
Persistent link: https://www.econbiz.de/10001772153
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