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subject:"Panel"
subject:"Stochastic process"
~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 banking & finance"
~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
2,029
Schätztheorie
2,029
Theorie
622
Theory
622
Zeitreihenanalyse
359
Time series analysis
358
Nichtparametrisches Verfahren
355
Nonparametric statistics
355
Regression analysis
287
Regressionsanalyse
287
Estimation
260
Schätzung
255
Panel study
169
Statistical test
167
Statistischer Test
167
Volatilität
137
Method of moments
110
Momentenmethode
109
Induktive Statistik
96
Statistical inference
96
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88
Prognoseverfahren
88
Maximum likelihood estimation
82
Maximum-Likelihood-Schätzung
82
Autocorrelation
81
Autokorrelation
81
Bootstrap approach
81
Bootstrap-Verfahren
81
Instrumental variables
80
Statistical theory
77
Statistische Methodenlehre
77
Statistical distribution
72
Statistische Verteilung
72
Cointegration
70
IV-Schätzung
69
Kointegration
69
Stochastischer Prozess
69
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6
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331
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Todorov, Viktor
11
Su, Liangjun
10
Bai, Jushan
8
Li, Jia
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Phillips, Peter C. B.
7
Andersen, Torben
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
Feng, Guohua
4
Li, Guodong
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Weidner, Martin
4
Westerlund, Joakim
4
Yu, Jihai
4
Zhang, Lan
4
Arellano, Manuel
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Dong
3
Linton, Oliver
3
Meddahi, Nour
3
Moon, Hyungsik Roger
3
Ng, Serena
3
Sul, Donggyu
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of banking & finance
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
Econometric theory
46
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Economic modelling
38
Discussion paper series / IZA
31
CREATES research paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
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
Cambridge working papers in economics
21
Cowles Foundation discussion paper
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
NBER Working Paper
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Working paper
19
Applied economics
18
Computational economics
18
NBER working paper series
18
European journal of operational research : EJOR
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 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)
331
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
8
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:
9
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:
10
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
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