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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Volatility
Estimation theory
2,017
Schätztheorie
2,017
Theorie
615
Theory
615
Nichtparametrisches Verfahren
364
Nonparametric statistics
364
Zeitreihenanalyse
361
Time series analysis
360
Regression analysis
294
Regressionsanalyse
294
Estimation
248
Schätzung
244
Panel study
184
Statistical test
173
Statistischer Test
173
Volatilität
129
Method of moments
113
Momentenmethode
112
Induktive Statistik
99
Statistical inference
99
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84
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84
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83
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83
Forecasting model
80
Instrumental variables
80
Prognoseverfahren
80
Bootstrap approach
78
Bootstrap-Verfahren
78
Statistical theory
77
Statistische Methodenlehre
77
Cointegration
71
Kointegration
70
Statistical distribution
70
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70
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69
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68
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315
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Pesaran, M. Hashem
11
Todorov, Viktor
11
Su, Liangjun
10
Bai, Jushan
8
Li, Jia
8
Linton, Oliver
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Phillips, Peter C. B.
7
Andersen, Torben
6
Jochmans, Koen
6
Li, Kunpeng
6
Li, Yingying
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Mykland, Per A.
5
Peng, Bin
5
Sarafidis, Vasilis
5
Chudik, Alexander
4
Hayakawa, Kazuhiko
4
Li, Guodong
4
Park, Joon Y.
4
Robinson, Peter M.
4
Weidner, Martin
4
Westerlund, Joakim
4
Yu, Jihai
4
Zhang, Lan
4
Arellano, Manuel
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Dong
3
Meddahi, Nour
3
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University of Cambridge / Department of Applied Economics
2
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1
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Cambridge working papers in economics
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
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
85
Discussion paper / Tinbergen Institute
54
The econometrics journal
53
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46
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40
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38
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31
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30
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29
CESifo working papers
28
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Journal of empirical finance
22
Cowles Foundation discussion paper
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of forecasting
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17
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Discussion paper
16
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics
16
Quantitative finance
16
CESifo Working Paper Series
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
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ECONIS (ZBW)
336
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
8
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
9
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
10
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
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