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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~language:"eng"
~person:"Florens, Jean-Pierre"
~person:"Parmeter, Christopher F."
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Nichtparametrisches Verfahren
Volatilität
Estimation theory
94
Schätztheorie
94
Nonparametric statistics
54
Regression analysis
29
Regressionsanalyse
29
Technical efficiency
20
Technische Effizienz
20
Instrumental variables
17
Production function
17
Produktionsfunktion
17
IV-Schätzung
15
Theorie
8
Theory
8
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7
Statistische Verteilung
7
Estimation
6
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6
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6
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6
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5
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5
Method of moments
5
Modellierung
5
Momentenmethode
5
Monte Carlo simulation
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5
Scientific modelling
5
Auction theory
4
Auktionstheorie
4
Bayes-Statistik
4
Bayesian inference
4
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Kernel
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
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Florens, Jean-Pierre
Parmeter, Christopher F.
Linton, Oliver
85
Gao, Jiti
74
Chen, Xiaohong
65
Härdle, Wolfgang
50
Li, Qi
40
Newey, Whitney K.
40
Cai, Zongwu
37
Otsu, Taisuke
36
Phillips, Peter C. B.
35
Hoderlein, Stefan
34
Horowitz, Joel
34
Li, Degui
33
Simar, Léopold
33
Su, Liangjun
32
Racine, Jeffrey
30
Ichimura, Hidehiko
27
Lewbel, Arthur
27
Kristensen, Dennis
26
Mammen, Enno
26
Escanciano, Juan Carlos
24
Dette, Holger
23
Ullah, Aman
23
Van Keilegom, Ingrid
23
Lee, Sokbae
22
Linton, Oliver B.
22
Breunig, Christoph
21
Chernozhukov, Victor
21
Henderson, Daniel J.
21
Koopman, Siem Jan
21
Robinson, Peter M.
21
Sun, Yiguo
21
Hu, Yingyao
20
Rothe, Christoph
20
Feng, Yuanhua
19
Klein, Roger W.
19
Kumbhakar, Subal
19
Todorov, Viktor
19
White, Halbert
19
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Journal of econometrics
11
Economics letters
5
Working papers / TSE : WP
5
Annals of economics and statistics
3
Econometric theory
3
Department of Economics working paper series / McMaster University, Department of Economics
2
IDEI working papers
2
Journal of applied econometrics
2
Journal of econometric methods
2
Journal of productivity analysis
2
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2
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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
Handbook of econometrics : volume 6B
1
Handbook of econometrics ; Vol. 6B
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
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1
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ECONIS (ZBW)
54
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1
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
2
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai͏̈, Erwann
-
2021
Persistent link: https://www.econbiz.de/10012669176
Saved in:
3
Revisiting identification concepts in Bayesian analysis
Florens, Jean-Pierre
;
Simoni, Anna
- In:
Annals of economics and statistics
144
(
2021
),
pp. 1-38
Persistent link: https://www.econbiz.de/10013464882
Saved in:
4
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai, Erwann
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
Saved in:
5
Recent advances in the construction of nonparametric stochastic frontier models
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 165-181)
.
2023
Persistent link: https://www.econbiz.de/10014316963
Saved in:
6
Is completeness necessary? : estimation in nonidentified linear models
Babii, Andrii
;
Florens, Jean-Pierre
-
2020
Persistent link: https://www.econbiz.de/10012215944
Saved in:
7
Identification and estimation in a third-price auction model
Enache, Andreea
;
Florens, Jean-Pierre
-
2019
Persistent link: https://www.econbiz.de/10013503831
Saved in:
8
Nonparametric estimation and inference for panel data models
Parmeter, Christopher F.
;
Racine, Jeffrey
-
2018
Persistent link: https://www.econbiz.de/10011817828
Saved in:
9
Robustified expected maximum production frontiers
Daouia, Abdelaati
;
Florens, Jean-Pierre
;
Simar, Léopold
-
2018
Persistent link: https://www.econbiz.de/10012267556
Saved in:
10
Density deconvolution with Laplace errors and unknown variance
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
2/3
,
pp. 103-113
Persistent link: https://www.econbiz.de/10012656574
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