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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Panel"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel
Estimation theory
1,674
Schätztheorie
1,674
Theorie
375
Theory
375
Time series analysis
324
Zeitreihenanalyse
324
Nichtparametrisches Verfahren
321
Nonparametric statistics
321
Regression analysis
271
Regressionsanalyse
271
Estimation
231
Schätzung
227
Panel study
157
Statistical test
153
Statistischer Test
153
Volatilität
132
Method of moments
101
Momentenmethode
100
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Forecasting model
80
Prognoseverfahren
80
Autocorrelation
78
Autokorrelation
78
Bootstrap approach
73
Bootstrap-Verfahren
73
Instrumental variables
68
Stochastic process
68
Cointegration
65
Kointegration
64
ARCH model
61
ARCH-Modell
61
Statistical distribution
61
Statistische Verteilung
61
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59
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186
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313
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Article in journal
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313
Conference paper
6
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6
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English
313
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Su, Liangjun
10
Todorov, Viktor
10
Baltagi, Badi H.
7
Tauchen, George Eugene
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Bai, Jushan
6
Francq, Christian
6
Li, Jia
6
Li, Kunpeng
6
Li, Yingying
6
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Mykland, Per A.
5
Peng, Bin
5
Phillips, Peter C. B.
5
Westerlund, Joakim
5
Li, Guodong
4
Park, Joon Y.
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Yu, Jihai
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fan, Jianqing
3
Feng, Guohua
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Koopman, Siem Jan
3
Li, Dong
3
Linton, Oliver
3
Meddahi, Nour
3
Pesaran, M. Hashem
3
Sun, Yiguo
3
Sun, Yixiao
3
Trapani, Lorenzo
3
Varneskov, Rasmus Tangsgaard
3
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
85
The econometrics journal
53
Econometric theory
46
Economic modelling
38
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of empirical finance
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
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
Applied economics
18
Computational economics
18
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
European journal of operational research : EJOR
16
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of forecasting
15
Journal of applied econometrics
14
Regional science & urban economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of productivity analysis
11
Mathematics of operations research
11
Finance and stochastics
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Energy economics
9
Insurance / Mathematics & economics
9
Journal of econometric methods
9
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ECONIS (ZBW)
313
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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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