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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~subject:"Regressionsanalyse"
~subject:"Statistische Verteilung"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Statistische Verteilung
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
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Phillips, Peter C. B.
9
Linton, Oliver
8
Su, Liangjun
5
Wang, Qiying
5
Kong, Efang
4
Xia, Yingcun
4
Xiao, Zhijie
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2
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2
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2
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2
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2
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2
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2
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2
Magdalinos, Tassos
2
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2
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2
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2
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2
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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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Econometric theory
Journal of econometrics
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Economics letters
134
Journal of the American Statistical Association : JASA
107
Econometric reviews
102
The econometrics journal
77
Insurance / Mathematics & economics
59
Econometrics : open access journal
43
European journal of operational research : EJOR
43
International journal of forecasting
40
Economic modelling
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Statistics in transition : an international journal of the Polish Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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31
Journal of risk and financial management : JRFM
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28
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27
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25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
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24
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23
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21
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Risks : open access journal
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18
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The North American journal of economics and finance : a journal of financial economics studies
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
3
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
4
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
5
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
6
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
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:
9
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:
10
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
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