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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
24
Schätztheorie
24
Correlation
8
Korrelation
8
Nonparametric statistics
8
Regressionsanalyse
7
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Statistical test
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Statistischer Test
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Estimation
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panel data
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analysis of variance
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bias correction
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clustered standard errors
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dynamic conditional score model
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error components
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gravity model
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portmanteau test
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serial correlation
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two-way fixed effects
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within-group correlation
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Linton, Oliver
7
Gao, Jiti
3
Jochmans, Koen
3
Weidner, Martin
2
Ai, Chunrong
1
Chen, Jia
1
Cheng, Tingting
1
Harris, David
1
Johnstone, Iain M.
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Kew, Hsein
1
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Ma, Shujie
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1
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Vellekoop, Michel
1
Verardi, Vincenzo
1
Whang, Yoon-jae
1
Xiao, Zhijie
1
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1
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Cambridge working papers in economics
Journal of econometrics
573
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
178
Economics letters
178
Journal of the American Statistical Association : JASA
142
Econometric reviews
137
The econometrics journal
109
European journal of operational research : EJOR
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Quantitative economics : QE ; journal of the Econometric Society
48
Economic modelling
46
Econometrics : open access journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International journal of forecasting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Insurance / Mathematics & economics
35
Computational economics
34
Journal of risk and financial management : JRFM
33
Applied economics letters
31
Journal of applied econometrics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of empirical finance
26
Journal of forecasting
25
Applied economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of banking & finance
22
Journal of econometric methods
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Risks : open access journal
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Finance research letters
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Journal of quantitative economics
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15
The empirical economics letters : a monthly international journal of economics
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International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Operations research
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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
2
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
5
A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
Saved in:
6
Fixed-effect regressions on network data
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012699011
Saved in:
7
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
Saved in:
8
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012703101
Saved in:
9
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
10
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
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