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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Estimation
Zeitreihenanalyse
Estimation theory
740
Schätztheorie
740
Nichtparametrisches Verfahren
174
Nonparametric statistics
174
Time series analysis
172
Regression analysis
165
Regressionsanalyse
165
Schätzung
164
Panel
94
Panel study
94
Statistical test
93
Statistischer Test
93
Volatility
85
Volatilität
85
Induktive Statistik
60
Statistical inference
60
Forecasting model
57
Prognoseverfahren
57
Bootstrap-Verfahren
55
Maximum likelihood estimation
55
Maximum-Likelihood-Schätzung
55
Autocorrelation
54
Autokorrelation
54
Method of moments
53
Momentenmethode
52
Correlation
49
Korrelation
49
Stochastic process
48
Stochastischer Prozess
48
Capital income
47
Kapitaleinkommen
47
Instrumental variables
43
Causality analysis
42
Kausalanalyse
42
Statistical distribution
42
Statistische Verteilung
42
ARCH model
40
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5
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Article
328
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Article in journal
328
Aufsatz in Zeitschrift
328
Conference paper
5
Konferenzbeitrag
5
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English
328
Author
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Phillips, Peter C. B.
10
Linton, Oliver
9
Gao, Jiti
6
Li, Jia
6
Taylor, Robert
6
Todorov, Viktor
6
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Zhu, Ke
5
Cai, Zongwu
4
Ghysels, Eric
4
Inoue, Atsushi
4
Koopman, Siem Jan
4
Li, Degui
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Sant'Anna, Pedro H. C.
4
Sasaki, Yuya
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Baltagi, Badi H.
3
Callaway, Brantly
3
Chen, Xiaohong
3
Demetrescu, Matei
3
Fan, Jianqing
3
Georgiev, Iliyan
3
Hong, Yongmiao
3
Hounyo, Ulrich
3
Kilian, Lutz
3
La Vecchia, Davide
3
Lee, Ji Hyung
3
Li, Guodong
3
Li, Wai Keung
3
MacKinnon, James G.
3
Marcellino, Massimiliano
3
Martin, Gael M.
3
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Journal of econometrics
Journal of financial econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Economics letters
112
Econometric reviews
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of forecasting
50
Econometric theory
47
Economic modelling
40
Journal of time series econometrics
38
The econometrics journal
37
Computational economics
35
Applied economics letters
33
Discussion papers / CEPR
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
29
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Discussion paper / Centre for Economic Policy Research
20
European journal of operational research : EJOR
20
Insurance / Mathematics & economics
19
Journal of empirical finance
18
Journal of quantitative economics
18
Journal of economic dynamics & control
17
Journal of forecasting
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of applied econometrics
14
Journal of risk
14
Journal of banking & finance
13
Quantitative finance
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Regional science & urban economics
10
International journal of computational economics and econometrics : IJCEE
9
Journal of econometric methods
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and finance
8
Journal of mathematical finance
8
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ECONIS (ZBW)
328
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
6
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
7
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
8
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
9
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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