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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"The econometrics journal"
~subject:"ARCH model"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatilität
ARCH model
Instrumental variables
Estimation theory
299
Schätztheorie
299
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Regression analysis
56
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Čížek, Pavel
2
Abadir, Karim Maher
1
Alizadeh, Sassan
1
Anatolyev, Stanislav
1
Arvanitis, Stelios
1
Brandt, Michael W.
1
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Carrasco, Marine
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1
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Fu, Jia-Young Michael
1
Götz, Thomas B.
1
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Hong, Han
1
Horowitz, Joel
1
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The journal of finance : the journal of the American Finance Association
The econometrics journal
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric theory
61
Economics letters
55
Econometric reviews
45
CEMMAP working papers / Centre for Microdata Methods and Practice
44
Discussion paper / Tinbergen Institute
42
Journal of empirical finance
29
CREATES research paper
24
NBER Working Paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
NBER working paper series
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Economic modelling
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Econometrics : open access journal
18
International journal of forecasting
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Finance research letters
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Journal of banking & finance
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Journal of financial econometrics
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Cowles Foundation discussion paper
16
Journal of forecasting
16
Quantitative finance
15
Applied economics letters
14
Computational economics
14
SFB 649 discussion paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Applied economics
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Quantitative economics : QE ; journal of the Econometric Society
12
Working paper
12
Working papers / Rutgers University, Department of Economics
12
CESifo working papers
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ECONIS (ZBW)
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
5
Complete subset averaging with many instruments
Lee, Seojeong
;
Shin, Youngki
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10012594999
Saved in:
6
Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
Fu, Jia-Young Michael
;
Horowitz, Joel
;
Parey, Matthias
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10012504444
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
Partial identification in nonseparable count data instrumental variable models
Kim, Dongwoo
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 232-250
Persistent link: https://www.econbiz.de/10012236239
Saved in:
9
Inference on finite-population treatment effects under limited overlap
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 32-47
Persistent link: https://www.econbiz.de/10012166806
Saved in:
10
Two-way exclusion restrictions in models with heterogeneous treatment effects
Liu, Shenglong
;
Mourifié, Ismael
;
Wan, Yuanyuan
- In:
The econometrics journal
23
(
2020
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012385269
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