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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
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24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Modellierung
14
Scientific modelling
14
Volatilität
14
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13
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28
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Article in journal
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28
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English
28
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Hillier, Grant H.
2
Johannes, Jan
2
Li, Jia
2
Linton, Oliver
2
Breunig, Christoph
1
Cavaliere, Giuseppe
1
Chao, John C.
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Crudu, Federico
1
Deo, Rohit S.
1
Florens, Jean-Pierre
1
Francq, Christian
1
Ghysels, Eric
1
Hahn, Jinyong
1
Hansen, Christian Bailey
1
Harvey, David I.
1
Hausman, Jerry A.
1
Hayakawa, Kazuhiko
1
Hurvich, Clifford M.
1
Jansson, Michael
1
Jin, Zequn
1
Jing, Bingyi
1
Kanaya, Shin
1
Kaplan, David M.
1
Kim, Jihyun
1
Kim, Woocheol
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Jinguang
1
Liao, Zhipeng
1
Liu, Yunxiao
1
Liu, Zhi
1
Mellace, Giovanni
1
Mu, Beili
1
Newey, Whitney K.
1
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Econometric theory
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
41
Econometric reviews
36
The econometrics journal
26
Economic modelling
20
Journal of empirical finance
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometrics : open access journal
15
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
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Journal of quantitative economics
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of econometric methods
6
Journal of the American Statistical Association : JASA
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Journal of financial economics
5
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ECONIS (ZBW)
28
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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
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:
8
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
Saved in:
9
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
10
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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