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person:"Croux, Christophe"
subject:"Volatility"
~person:"Dufour, Jean-Marie"
~subject:"Schätztheorie"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
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Croux, Christophe
Dufour, Jean-Marie
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
63
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
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46
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40
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27
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26
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ECONIS (ZBW)
34
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1
Sparse regression for large data sets with outliers
Bottmer, Lea
;
Croux, Christophe
;
Wilms, Ines
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
Saved in:
2
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
3
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
6
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
7
Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter
;
Croux, Christophe
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
Saved in:
8
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
Saved in:
9
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
10
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
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