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subject:"Wahrscheinlichkeitsrechnung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Kapitaleinkommen"
~isPartOf:"Journal of economic dynamics & control"
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Wahrscheinlichkeitsrechnung
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Estimation theory
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234
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153
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Journal of econometrics
68
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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
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
5
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
6
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
7
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
8
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
9
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
Saved in:
10
Sequential scaled sparse factor regression
Zheng, Zemin
;
Li, Yang
;
Wu, Jie
;
Wang, Yuchen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 595-604
Persistent link: https://www.econbiz.de/10013533979
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11
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
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12
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
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13
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
14
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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15
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
16
A nodewise regression approach to estimating large portfolios
Callot, Laurent
;
Caner, Mehmet
;
Özlem Önder, A.
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 520-531
Persistent link: https://www.econbiz.de/10012499096
Saved in:
17
A generalized method of moments estimator for structural vector autoregressions based on higher moments
Keweloh, Sascha Alexander
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 772-782
Persistent link: https://www.econbiz.de/10012587980
Saved in:
18
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
19
Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun
;
Jales, Hugo
;
Yu, Zhengfei
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
Saved in:
20
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
21
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
22
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
23
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
24
Efficient augmented inverse probability weighted estimation in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10011704109
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25
DSGE pileups
Morris, Stephen D.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 56-86
Persistent link: https://www.econbiz.de/10011740475
Saved in:
26
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
27
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
28
Identification and inference in two-pass asset pricing models
Khalaf, Lynda
;
Schaller, Huntley
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
Saved in:
29
Unfolded GARCH models
Liu, Xiaochun
;
Luger, Richard
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
Saved in:
30
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
31
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
32
A realized stochastic volatility model with box-cox transformation
Zheng, Tingguo
;
Song, Tao
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 593-605
Persistent link: https://www.econbiz.de/10010488412
Saved in:
33
Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT
Donald, Stephen G.
;
Hsu, Yu-Chin
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010488493
Saved in:
34
Long-horizon return regressions with historical volatility and other long-memory variables
Sizova, Natalia
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 546-559
Persistent link: https://www.econbiz.de/10010337850
Saved in:
35
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
36
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
37
Tail-index estimates in small samples
Huisman, Ronald
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10001568818
Saved in:
38
Explaining bond returns in heterogeneous agent models : the importance of higher-order moments
Zhang, Harold H.
- In:
Journal of economic dynamics & control
24
(
2000
)
10
,
pp. 1381-1404
Persistent link: https://www.econbiz.de/10001495424
Saved in:
39
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
Saved in:
40
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
41
Measuring tail thickness to estimate the stable index a : a critique
McCulloch, J. Huston
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 74-81
Persistent link: https://www.econbiz.de/10001214302
Saved in:
42
Common predictable components in regional stock markets
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
Saved in:
43
Small-sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 353-366
Persistent link: https://www.econbiz.de/10001334391
Saved in:
44
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
Saved in:
45
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
46
Contested tender offers : an estimate of the hazard function
Jaggia, Sanjiv
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10001177097
Saved in:
47
The privacy bootstrap
Bowden, Roger J.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 337-345
Persistent link: https://www.econbiz.de/10001126532
Saved in:
48
A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
Saved in:
49
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
Saved in:
50
Estimation of stable-law parameters : a comparative study
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10001090240
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