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subject:"Nichtparametrisches Verfahren"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~person:"Kristensen, Dennis"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Schätztheorie
Estimation theory
18
Nonparametric statistics
5
Statistical test
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
Volatility
3
Volatilität
3
Financial market
2
Finanzmarkt
2
Maximum likelihood estimation
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Induktive Statistik
1
Innovation diffusion
1
Innovationsdiffusion
1
Kernel estimation
1
Kernel estimators
1
Kointegration
1
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1
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1
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1
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18
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Aït-Sahalia, Yacine
Kristensen, Dennis
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Horowitz, Joel
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
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Journal of econometrics
CREATES research paper
8
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Econometric theory
4
CREATES Research Paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Technical working paper / National Bureau of Economic Research
3
Discussion paper series / LSE Financial Markets Group
2
Discussion papers / Department of Economics, University of Copenhagen
2
Handbooks in finance
2
Journal of empirical finance
2
The econometrics journal
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
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2
Advances in economics and econometrics ; Vol. 3
1
Barcelona GSE working paper series : working paper
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-58
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
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1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
18
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1
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
Saved in:
2
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
3
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
4
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana
;
Kristensen, Dennis
;
Renault, Eric
; …
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
Saved in:
5
Indirect estimation methods in finance and economics
Halbleib, Roxana
(
ed.
);
Kristensen, Dennis
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110228
Saved in:
6
Higher-order properties of approximate estimators
Kristensen, Dennis
;
Salanié, Bernard
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10011818777
Saved in:
7
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
8
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
9
Nonparametric identification and estimation of transformation models
Chiappori, Pierre-André
;
Komunjer, Ivana
;
Kristensen, …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 22-39
Persistent link: https://www.econbiz.de/10011500244
Saved in:
10
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
1
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