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person:"Swanson, Norman R."
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Bera, Anil K."
~subject:"Schätztheorie"
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Volatility
Schätztheorie
Estimation theory
4
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1
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1
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Swanson, Norman R.
Bera, Anil K.
Phillips, Peter C. B.
21
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
White, Halbert
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
Knight, John L.
6
Leybourne, Stephen James
6
Su, Liangjun
6
Cai, Zongwu
5
Chen, Xiaohong
5
Florens, Jean-Pierre
5
Francq, Christian
5
Georgiev, Iliyan
5
Guggenberger, Patrik
5
Hidalgo, Javier
5
Johansen, Søren
5
Leeb, Hannes
5
Ling, Shiqing
5
Lütkepohl, Helmut
5
Magnus, Jan R.
5
Perron, Pierre
5
Smith, Richard J.
5
Sun, Yixiao
5
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Econometric theory
Working papers / Rutgers University, Department of Economics
26
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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8
Discussion paper / Center for Economic Research, Tilburg University
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Faculty working paper / Bureau of Economic and Business Research, College of Commerce and Business Administration, University of Illinois
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Journal of econometric methods
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Essays in honor of Jerry Hausman
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working papers / Department of Economics, Eller College
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Cowles Foundation discussion paper
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FRB of Philadelphia Working Paper
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Regional science & urban economics
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Advances in futures and options research : a research annual
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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
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Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
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International journal of forecasting
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International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
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Journal of economic inequality
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A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
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2
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Saved in:
3
General specification testing with locally misspecified models
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1838-1845
Persistent link: https://www.econbiz.de/10008738321
Saved in:
4
Specification testing with locally misspecified alternatives
Bera, Anil K.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 649-658
Persistent link: https://www.econbiz.de/10001156711
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