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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regressionsanalyse
Estimation theory
1,741
Schätztheorie
1,741
Theorie
371
Theory
371
Zeitreihenanalyse
359
Time series analysis
358
Nichtparametrisches Verfahren
323
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323
Regression analysis
282
Estimation
249
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245
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161
Panel study
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133
Method of moments
103
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102
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87
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84
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84
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82
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82
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81
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Stochastic process
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69
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Todorov, Viktor
10
Chen, Songnian
8
Phillips, Peter C. B.
8
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Andersen, Torben
6
Lee, Ji Hyung
6
Li, Jia
6
Park, Joon Y.
6
Sun, Yiguo
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Cai, Zongwu
5
Francq, Christian
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Robinson, Peter M.
5
Tu, Yundong
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Li, Degui
4
Mykland, Per A.
4
Sasaki, Yuya
4
Simoni, Anna
4
Xu, Ke-Li
4
Yu, Ping
4
Zhu, Ke
4
Anatolyev, Stanislav
3
Aït-Sahalia, Yacine
3
Bertanha, Marinho
3
Bollerslev, Tim
3
Escanciano, Juan Carlos
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
124
Econometric theory
114
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
95
Econometric reviews
93
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
The econometrics journal
67
Discussion paper / Tinbergen Institute
64
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
52
Economic modelling
48
NBER Working Paper
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Discussion paper series / IZA
41
European journal of operational research : EJOR
40
Econometrics : open access journal
38
CREATES research paper
36
International journal of forecasting
34
SFB 649 discussion paper
34
NBER working paper series
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of risk and financial management : JRFM
30
Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Insurance / Mathematics & economics
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KBI
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Quantitative economics : QE ; journal of the Econometric Society
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28
Cowles Foundation Discussion Paper
27
Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working papers / TSE : WP
26
Discussion paper
25
Journal of forecasting
25
Applied economics letters
24
Discussion paper / Center for Economic Research, Tilburg University
24
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428
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
4
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
8
Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun
;
Kim, Jihyun
;
Wang, Bin
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437
Saved in:
9
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
10
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
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