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language:"eng"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
~subject:"USA"
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Statistische Verteilung
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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106
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102
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102
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93
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Bollerslev, Tim
3
Koop, Gary
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2
Harvey, Andrew C.
2
Linton, Oliver
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Mroz, Thomas A.
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Ryu, Hang-keun
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Journal of econometrics
Applied economics
269
The review of economics and statistics
171
The American economic review
151
Applied economics letters
146
The journal of finance : the journal of the American Finance Association
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Applied financial economics
102
Journal of applied econometrics
100
The journal of futures markets
92
The review of financial studies
92
Economics letters
86
Journal of money, credit and banking : JMCB
80
Journal of international money and finance
78
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Economic modelling
74
Journal of financial and quantitative analysis : JFQA
74
Journal of monetary economics
67
Journal of banking & finance
65
Southern economic journal
65
Journal of labor economics
62
Journal of macroeconomics
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
International review of economics & finance : IREF
52
Journal of financial economics
51
American journal of agricultural economics
50
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
Journal of economic dynamics & control
46
The journal of economics
45
Review of quantitative finance and accounting
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Energy economics
43
The journal of business : B
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
3
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
4
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:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
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:
7
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:
8
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
9
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
10
Estimating derivatives of function-valued parameters in a class of moment condition models
Rothe, Christoph
;
Wied, Dominik
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012482735
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