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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Bootstrap approach"
~subject:"Time series analysis"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Volatility
Bootstrap approach
Time series analysis
Ökonometrie
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
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35
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Article
55
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Article in journal
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55
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English
55
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Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Andrews, Donald W. K.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Chen, Xiaohong
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Abrevaya, Jason
1
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Bierens, Herman J.
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chernozhukov, Victor
1
Cooley, Thomas F.
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Engle, Robert F.
1
Faust, Jon
1
Fernández-Val, Iván
1
Galichon, Alfred
1
Gallant, A. Ronald
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Hirano, Keisuke
1
Holtz-Eakin, Douglas
1
Hong, Yongmiao
1
Honoré, Bo E.
1
Hsiao, Cheng
1
Hu, Luojia
1
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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 econometrics
435
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Econometric theory
183
Economics letters
169
Econometric reviews
125
International journal of forecasting
70
Econometrics : open access journal
62
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The econometrics journal
59
Applied economics letters
58
Economic modelling
49
Journal of the American Statistical Association : JASA
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Computational economics
41
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40
Journal of time series econometrics
40
Journal of empirical finance
39
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38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
26
Journal of banking & finance
25
Oxford bulletin of economics and statistics
25
Journal of risk and financial management : JRFM
23
Quantitative economics : QE ; journal of the Econometric Society
21
The review of economics and statistics
21
Journal of financial econometrics
20
European journal of operational research : EJOR
18
Journal of economic dynamics & control
18
Quantitative finance
18
Journal of macroeconomics
17
Journal of quantitative economics
17
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Insurance / Mathematics & economics
13
The review of economic studies
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ECONIS (ZBW)
55
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
3
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
4
Poor (wo)man's bootstrap
Honoré, Bo E.
;
Hu, Luojia
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1277-1301
Persistent link: https://www.econbiz.de/10011791260
Saved in:
5
Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.
;
Norets, Andriy
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
Saved in:
6
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
Saved in:
7
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
8
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
9
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
10
Irregular identification, support conditions, and inverse weight estimation
Khan, Shakeeb
;
Tamer, Elie T.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
6
,
pp. 2021-2042
Persistent link: https://www.econbiz.de/10008823615
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