//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Instrumental variables"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Instrumental variables
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Statistical inference
14
Regression analysis
13
Regressionsanalyse
13
Statistical test
13
Statistischer Test
13
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
IV-Schätzung
11
Method of moments
10
Momentenmethode
10
Simulation
9
Volatilität
8
Decision
7
Entscheidung
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Econometrics
6
Ökonometrie
6
ARCH model
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Chamberlain, Gary
2
Li, Jia
2
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Foster, Dean P.
1
Freyberger, Joachim
1
Hansen, Bruce E.
1
Horowitz, Joel
1
Jacod, Jean
1
Kuersteiner, Guido M.
1
Li, Yingying
1
Matzkin, Rosa L.
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Okui, Ryo
1
Rosen, Adam M.
1
Sakata, Shinichi
1
Swanson, Norman R.
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Zhang, Lan
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
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
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
41
Econometric reviews
36
Econometric theory
28
The econometrics journal
26
Economic modelling
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometrics : open access journal
15
Quantitative finance
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Journal of quantitative economics
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of econometric methods
6
Journal of the American Statistical Association : JASA
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Journal of financial economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
19
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
2
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
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
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
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
Constructing optimal instruments by first-stage prediction averaging
Kuersteiner, Guido M.
;
Okui, Ryo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 697-718
Persistent link: https://www.econbiz.de/10003989327
Saved in:
11
Comment on "Decision theory applied to an instrumental variables model"
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1565
Persistent link: https://www.econbiz.de/10003797082
Saved in:
12
Decision theory applied to an instrumental variables model
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
3
,
pp. 609-652
Persistent link: https://www.econbiz.de/10003473289
Saved in:
13
Testing a parametric model against a nonparametric alternative with identification through instrumental variables
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10003316413
Saved in:
14
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
15
Consistent estimation with a large number of weak instruments
Chao, John C.
;
Swanson, Norman R.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1673-1692
Persistent link: https://www.econbiz.de/10003096796
Saved in:
16
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
17
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10001217067
Saved in:
18
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
19
Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->