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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Estimation"
~subject:"Statistical distribution"
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Volatility
Estimation
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Estimation theory
312
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312
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239
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239
Statistical theory
45
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45
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Davidson, Russell
2
Duclos, Jean-Yves
2
Li, Jia
2
Bandi, Federico M.
1
Berry, Steven
1
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1
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1
Caetano, Carolina
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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
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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
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
85
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61
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
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49
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Statistics in transition : an international journal of the Polish Statistical Association
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Oxford bulletin of economics and statistics
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1
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
10
Robustness, infinitesimal, neighborhoods, and moment restrictions
Kitamura, Yuichi
;
Otsu, Taisuke
;
Evdokimov, Kirill
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10009763128
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