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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Estimation
Volatilität
Nichtparametrisches Verfahren
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
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35
Probability theory
19
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8
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English
51
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Chen, Xiaohong
4
Horowitz, Joel
3
Matzkin, Rosa L.
3
Newey, Whitney K.
3
Altonji, Joseph G.
2
Davidson, Russell
2
Duclos, Jean-Yves
2
Graham, Bryan S.
2
Lewbel, Arthur
2
Li, Jia
2
Rothe, Christoph
2
Vuong, Quang H.
2
Ai, Chunrong
1
Andrews, Donald W. K.
1
Bandi, Federico M.
1
Berry, Steven
1
Blomquist, Nils Sören
1
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1
Caetano, Carolina
1
Calonico, Sebastian
1
Card, David E.
1
Cattaneo, Matias D.
1
Chen, Songnian
1
Chernozhukov, Victor
1
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1
Christensen, Timothy M.
1
Engle, Robert F.
1
Foster, Dean P.
1
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1
Gautier, Eric
1
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1
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1
Hansen, Bruce E.
1
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1
Imbens, Guido
1
Jacod, Jean
1
Jofre-Bonet, Mireia
1
Kaido, Hiroaki
1
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1
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1
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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
Journal of econometrics
524
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Economics letters
178
Econometric reviews
133
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Applied economics letters
66
Economic modelling
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics
50
International journal of forecasting
42
Journal of banking & finance
41
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Computational economics
34
Journal of empirical finance
33
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
Journal of forecasting
27
The review of economics and statistics
26
Energy economics
25
Finance research letters
23
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics
22
Quantitative finance
21
Journal of productivity analysis
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
17
Journal of risk
16
The empirical economics letters : a monthly international journal of economics
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Journal of econometric methods
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Operations research
15
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ECONIS (ZBW)
51
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1
Robust confidence intervals for average treatment effects under limited overlap
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 645-660
Persistent link: https://www.econbiz.de/10011778684
Saved in:
2
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
3
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
4
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
5
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
6
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
7
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
8
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
Saved in:
9
Estimation of nonparametric models with simultaneity
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
Saved in:
10
A test of exogeneity without instrumental variables in models with bunching
Caetano, Carolina
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1581-1600
Persistent link: https://www.econbiz.de/10011405088
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