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subject:"World"
~isPartOf:"Econometric theory"
~subject:"Momentenmethode"
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Search: subject_exact:"Estimation theory"
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Theory
World
Momentenmethode
Volatility
Estimation theory
723
Schätztheorie
723
Theorie
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
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91
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91
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42
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42
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Lee, Lung-fei
9
Linton, Oliver
9
Saikkonen, Pentti
7
Andrews, Donald W. K.
6
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5
Chen, Xiaohong
5
Jong, Robert M. de
5
Newey, Whitney K.
5
Phillips, Peter C. B.
5
Smith, Richard J.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Davidson, James E. H.
4
Donald, Stephen G.
4
Fan, Yanqin
4
Knight, John L.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Ghysels, Eric
3
Kleibergen, Frank
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Nabeya, Seiji
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Zheng, John Xu
3
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2
Anatolyev, Stanislav
2
Arcones, Miguel A.
2
Bai, Jushan
2
Baltagi, Badi H.
2
Broze, Laurence
2
Caner, Mehmet
2
Chan, Ngai Hang
2
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Econometric theory
Journal of econometrics
569
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
247
Econometric reviews
183
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Journal of applied econometrics
141
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
125
Discussion paper / Tinbergen Institute
105
Oxford bulletin of economics and statistics
104
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89
Discussion paper / Center for Economic Research, Tilburg University
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Applied economics
65
The review of economic studies
61
International economic review
60
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Annales d'économie et de statistique
57
Cowles Foundation discussion paper
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
56
Technical working paper / National Bureau of Economic Research
55
The econometrics journal
54
American journal of agricultural economics
53
Discussion paper series / IZA
53
Working paper series
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
Working paper
44
SFB 649 discussion paper
43
CESifo working papers
42
Journal of the Royal Statistical Society
41
Journal of economic dynamics & control
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
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1
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
2
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
6
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
7
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
8
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
Saved in:
9
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
10
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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