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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Estimation"
~subject:"Option pricing theory"
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Schätztheorie
Estimation
Option pricing theory
Theorie
2,158
Theory
2,158
Estimation theory
406
Spieltheorie
222
Game theory
219
Time series analysis
162
Zeitreihenanalyse
162
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Schätzung
127
USA
121
United States
121
Statistical theory
118
Statistische Methodenlehre
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115
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Härdle, Wolfgang
21
Andrews, Donald W. K.
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Gouriéroux, Christian
15
Newey, Whitney K.
13
Robert, Christian P.
12
Horowitz, Joel
11
Phillips, Peter C. B.
10
Spokojnyj, Vladimir G.
9
Breitung, Jörg
8
Gil-Alaña, Luis A.
8
Zakoïan, Jean-Michel
8
Francq, Christian
7
Guégan, Dominique
7
Imbens, Guido
7
Robin, Jean-Marc
7
Robinson, Peter M.
7
Monfort, Alain
6
Smith, Richard J.
6
Herwartz, Helmut
5
Jasiak, Joann
5
Lewbel, Arthur
5
Philippe, Anne
5
Scaillet, Olivier
5
Stock, James H.
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Arellano, Manuel
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Bai, Jushan
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Berred, Alexandre M.
4
Blundell, Richard W.
4
Butucea, Cristina
4
Chernozhukov, Victor
4
Comte, Fabienne
4
Darolles, Serge
4
Delecroix, Michel
4
Dufour, Jean-Marie
4
Ghysels, Eric
4
Guerre, Emmanuel
4
Hildebrandt, Lutz
4
Kim, Woocheol
4
Kitamura, Yuichi
4
Küchler, Uwe
4
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working paper / National Bureau of Economic Research, Inc.
640
Economics letters
589
Journal of econometrics
523
NBER working paper series
457
NBER Working Paper
428
Discussion paper / Centre for Economic Policy Research
386
Applied economics
358
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
331
Discussion paper series / IZA
320
Econometric theory
300
Journal of applied econometrics
260
CESifo working papers
253
The review of economics and statistics
214
Working paper
212
Economic modelling
205
Discussion paper / Tinbergen Institute
202
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
199
Econometric reviews
197
Mathematical finance : an international journal of mathematics, statistics and financial theory
195
Série des documents de travail / Centre de Recherche en Économie et Statistique
193
Journal of economic dynamics & control
191
Europäische Hochschulschriften / 5
184
Journal of international money and finance
178
Journal of banking & finance
173
Applied economics letters
170
Discussion paper
164
Oxford bulletin of economics and statistics
154
IZA Discussion Paper
150
Journal of quantitative economics : official journal of the Indian Econometric Society
148
The journal of finance : the journal of the American Finance Association
133
Journal of macroeconomics
129
SpringerLink / Bücher
128
International review of economics & finance : IREF
126
American journal of agricultural economics
122
Discussion papers / CEPR
122
International journal of theoretical and applied finance
121
The journal of futures markets
119
Journal of empirical finance
118
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ECONIS (ZBW)
525
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1
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525
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1
Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
Saved in:
2
Marriage, labor supply, and home production
Goussé, Marion
;
Jacquemet, Nicolas
;
Robin, Jean-Marc
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1873-1919
Persistent link: https://www.econbiz.de/10011791635
Saved in:
3
Quantile selection models with an application to understanding changes in wage inequality
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011738445
Saved in:
4
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
5
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
6
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
7
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
Saved in:
8
Identification properties of recent production function estimators
Ackerberg, Daniel A.
;
Caves, Kevin
;
Frazer, Garth
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2411-2451
Persistent link: https://www.econbiz.de/10011431544
Saved in:
9
Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane
;
Hamilton, James D.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
5
,
pp. 1963-1999
Persistent link: https://www.econbiz.de/10011417080
Saved in:
10
Consumption dynamics during recessions
Berger, David
;
Vavra, Joseph
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 101-154
Persistent link: https://www.econbiz.de/10011337544
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