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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
Theory
Estimation theory
401
Schätztheorie
401
Theorie
323
Nonparametric statistics
60
Time series analysis
56
Zeitreihenanalyse
56
Statistical theory
48
Statistische Methodenlehre
48
Regression analysis
33
Regressionsanalyse
33
Estimation
28
Schätzung
28
USA
23
United States
23
Statistical test
21
Statistischer Test
21
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Stochastic process
15
Stochastischer Prozess
15
Induktive Statistik
14
Statistical inference
14
Volatility
14
Panel
13
Panel study
13
Sampling
13
Stichprobenerhebung
13
Statistical distribution
12
Statistische Verteilung
12
Deutschland
11
Germany
11
IV-Schätzung
11
Instrumental variables
11
Markov chain
10
Markov-Kette
10
Method of moments
10
Momentenmethode
10
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Undetermined
9
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Article
255
Book / Working Paper
84
Type of publication (narrower categories)
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Article in journal
254
Aufsatz in Zeitschrift
254
Arbeitspapier
82
Graue Literatur
82
Non-commercial literature
82
Working Paper
82
Systematic review
2
Übersichtsarbeit
2
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English
337
German
2
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Andrews, Donald W. K.
18
Newey, Whitney K.
14
Härdle, Wolfgang
13
Horowitz, Joel
11
Phillips, Peter C. B.
9
Spokojnyj, Vladimir G.
9
Robinson, Peter M.
7
Breitung, Jörg
6
Imbens, Guido
6
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Bai, Jushan
4
Chen, Xiaohong
4
Dufour, Jean-Marie
4
Kim, Woocheol
4
Kitamura, Yuichi
4
Küchler, Uwe
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Rieder, Helmut
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
Tjostheim, Dag
4
Vuong, Quang H.
4
White, Halbert
4
Yang, Lijian
4
Bunke, Olaf
3
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Mammen, Enno
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Sims, Christopher A.
3
Sperlich, Stefan
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
754
Economics letters
473
Econometric theory
383
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
326
Econometric reviews
221
Série des documents de travail / Centre de Recherche en Économie et Statistique
173
Journal of applied econometrics
151
Journal of quantitative economics : official journal of the Indian Econometric Society
144
CEMMAP working papers / Centre for Microdata Methods and Practice
136
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
123
Oxford bulletin of economics and statistics
104
Discussion paper / Center for Economic Research, Tilburg University
94
The econometrics journal
93
Working paper / National Bureau of Economic Research, Inc.
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
90
CORE discussion paper : DP
84
Journal of the American Statistical Association : JASA
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper series / IZA
79
Statistical papers
79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
69
Cowles Foundation discussion paper
68
The review of economic studies
67
Applied economics
65
SFB 649 discussion paper
61
Working paper / Department of Econometrics and Business Statistics, Monash University
60
Working paper series
60
International economic review
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
58
Journal of forecasting
57
American journal of agricultural economics
54
Technical working paper / National Bureau of Economic Research
54
Discussion papers of interdisciplinary research project 373
53
Working paper
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
International journal of forecasting
45
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ECONIS (ZBW)
339
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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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