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person:"Giles, David E. A."
~isPartOf:"Handbook of applied econometrics and statistical inference"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Todorov, Viktor"
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Search: subject_exact:"Estimation theory"
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Estimation theory
23
Schätztheorie
23
Volatility
10
Volatilität
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Estimation
8
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8
Stochastic process
8
Stochastischer Prozess
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Giles, David E. A.
Andrews, Donald W. K.
Todorov, Viktor
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
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13
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12
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12
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11
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11
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11
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11
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11
Baltagi, Badi H.
10
Chib, Siddhartha
10
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10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
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9
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8
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8
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8
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8
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8
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8
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Handbook of applied econometrics and statistical inference
Journal of econometrics
Cowles Foundation discussion paper
39
Cowles Foundation Discussion Paper
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Discussion paper / Department of Economics, University of Canterbury
18
Econometric theory
9
Economics letters
9
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Journal of quantitative economics : official journal of the Indian Econometric Society
7
ERID working paper
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Oxford bulletin of economics and statistics
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1
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1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
International library of economics
1
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ECONIS (ZBW)
23
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
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:
4
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
Saved in:
5
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
6
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
7
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
Saved in:
8
Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K.
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
Saved in:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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