//--> //--> //--> //-->
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
person:"Wolters, Jürgen"
type_genre:"Sammelwerk"
~person:"Aït-Sahalia, Yacine"
~type_genre:"Article in journal"
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
Estimation theory
26
Schätztheorie
26
Deutschland
6
Germany
6
Theorie
6
Theory
6
Geldnachfrage
5
Money demand
5
Volatility
5
Volatilität
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Sampling
3
Statistical test
3
Statistischer Test
3
Stichprobenerhebung
3
Time series analysis
3
Währungsunion
3
Zeitreihenanalyse
3
EU countries
2
EU-Staaten
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Monetary union
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Scientific modelling
2
Statistical distribution
2
Statistische Verteilung
2
USA
2
United States
2
1960-1992
1
1960-1994
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
21
Book / Working Paper
5
Type of publication (narrower categories)
All
Sammelwerk
Article in journal
Aufsatz in Zeitschrift
22
Arbeitspapier
9
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Collection of articles of several authors
4
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
23
German
3
Author
All
Wolters, Jürgen
Aït-Sahalia, Yacine
Phillips, Peter C. B.
91
Baltagi, Badi H.
66
Lee, Lung-fei
65
Linton, Oliver
65
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
50
Tsionas, Efthymios G.
49
Ullah, Aman
49
Su, Liangjun
46
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
White, Halbert
35
Parmeter, Christopher F.
34
Perron, Pierre
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Lütkepohl, Helmut
33
Gouriéroux, Christian
32
Hsiao, Cheng
31
Krämer, Walter
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Giles, David E. A.
29
Chen, Xiaohong
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Schmidt, Peter
27
Hansen, Bruce E.
26
Hendry, David F.
26
more ...
less ...
Institution
All
Workshop on Money Demand in Europe <1997, Berlin>
1
Published in...
All
Journal of econometrics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Handbooks in finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Reihe Wirtschaftswissenschaft
1
Special issue on "money demand in Europe"
1
Statistical papers
1
Studies in empirical economics
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
2
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
3
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
5
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
6
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
7
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
8
Applications
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898680
Saved in:
9
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
Saved in:
10
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->