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~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~type_genre:"Aufsatz in Zeitschrift"
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Nonparametric statistics
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
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Aufsatz in Zeitschrift
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Linton, Oliver
8
Todorov, Viktor
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Phillips, Peter C. B.
4
Cai, Zongwu
3
Hoderlein, Stefan
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Hsiao, Cheng
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Li, Jia
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Lu, Xun
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Bollerslev, Tim
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Haiqing Xu
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Hu, Yingyao
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La Vecchia, Davide
2
Liang, Zhongwen
2
Malikov, Emir
2
Mammen, Enno
2
Robinson, Peter M.
2
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2
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2
Simar, Léopold
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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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1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Economics letters
39
Applied economics
27
Applied economics letters
25
Energy economics
24
Journal of applied econometrics
20
Econometric reviews
19
Economic modelling
19
Quantitative economics : QE ; journal of the Econometric Society
18
Econometrics : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
European journal of operational research : EJOR
12
Journal of productivity analysis
11
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Journal of the American Statistical Association : JASA
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International review of economics & finance : IREF
9
Econometric theory
8
Journal of empirical finance
8
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
Insurance / Mathematics & economics
6
Journal of forecasting
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
6
Regional science & urban economics
6
The review of economic studies
6
American journal of agricultural economics
5
Computational economics
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
Journal of banking & finance
5
Journal of econometric methods
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Labour economics : official journal of the European Association of Labour Economists
5
Review of world economics
5
Risks : open access journal
5
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106
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Identification of unobserved distribution factors and preferences in the collective household model
Hubner, Stefan
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 301-326
Persistent link: https://www.econbiz.de/10014364839
Saved in:
3
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
5
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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