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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Econometrics"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
Econometrics
Instrumental variables
Estimation theory
1,034
Schätztheorie
1,034
Theorie
523
Theory
523
Time series analysis
197
Zeitreihenanalyse
197
Nichtparametrisches Verfahren
138
Nonparametric statistics
138
Regression analysis
104
Regressionsanalyse
104
Statistical theory
67
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67
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55
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55
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43
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37
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37
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34
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28
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Unit root test
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USA
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57
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English
57
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Li, Jia
4
Chamberlain, Gary
2
Chao, John C.
2
Hillier, Grant H.
2
Johannes, Jan
2
Linton, Oliver
2
Swanson, Norman R.
2
Tauchen, George Eugene
2
Todorov, Viktor
2
White, Halbert
2
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1
Andrews, Isaiah
1
Breunig, Christoph
1
Caetano, Carolina
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Chesher, Andrew
1
Cho, Jin Seo
1
Crudu, Federico
1
Deo, Rohit S.
1
Dufour, Jean-Marie
1
Florens, Jean-Pierre
1
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1
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1
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1
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1
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1
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1
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1
Horowitz, Joel
1
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1
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1
Jacod, Jean
1
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1
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1
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Econometric theory
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
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
47
Economics letters
47
The econometrics journal
28
Economic modelling
20
Journal of empirical finance
20
Econometrics : open access journal
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
Journal of quantitative economics
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk and financial management : JRFM
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Applied economics letters
9
Computational economics
9
Applied economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of econometric methods
7
Journal of mathematical finance
7
Journal of the American Statistical Association : JASA
7
Annual review of economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of applied econometrics
6
The European journal of finance
6
The review of economics and statistics
6
Asia-Pacific financial markets
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ECONIS (ZBW)
57
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1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
4
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
7
Testing regression monotonicity in econometric models
Četverikov, Denis N.
- In:
Econometric theory
35
(
2019
)
4
,
pp. 729-776
Persistent link: https://www.econbiz.de/10012386823
Saved in:
8
Nonparametric instrumental variables and regular estimation
Hahn, Jinyong
;
Liao, Zhipeng
- In:
Econometric theory
34
(
2018
)
3
,
pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
Saved in:
9
Directionally differentiable econometric models
Cho, Jin Seo
;
White, Halbert
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
Saved in:
10
Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.
;
Sun, Yixiao
- In:
Econometric theory
33
(
2017
)
1
,
pp. 105-157
Persistent link: https://www.econbiz.de/10011665270
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