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language:"eng"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"USA"
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Nonparametric statistics
USA
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
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106
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93
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81
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Linton, Oliver
8
Todorov, Viktor
5
Phillips, Peter C. B.
4
Bollerslev, Tim
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Cai, Zongwu
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Koop, Gary
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Li, Jia
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Vogt, Michael
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2
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Haiqing Xu
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Inoue, Atsushi
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La Vecchia, Davide
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Simar, Léopold
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Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Tauchen, George Eugene
2
White, Halbert
2
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Journal of econometrics
Applied economics
275
The review of economics and statistics
171
Applied economics letters
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
The American economic review
152
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Journal of applied econometrics
114
Economics letters
113
Applied financial economics
101
The review of financial studies
93
The journal of futures markets
84
Economic modelling
81
Journal of money, credit and banking : JMCB
80
Journal of international money and finance
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Journal of financial and quantitative analysis : JFQA
74
Journal of monetary economics
67
Southern economic journal
65
Journal of labor economics
61
Energy economics
59
Journal of banking & finance
58
Journal of macroeconomics
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
54
The North American journal of economics and finance : a journal of financial economics studies
52
American journal of agricultural economics
51
International review of economics & finance : IREF
51
Journal of human resources : JHR
50
Journal of public economics
50
Journal of financial economics
49
Journal of urban economics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
45
The journal of economics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Review of quantitative finance and accounting
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Identification of unobserved distribution factors and preferences in the collective household model
Hubner, Stefan
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 301-326
Persistent link: https://www.econbiz.de/10014364839
Saved in:
3
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
5
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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