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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:"Method of moments"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Method of moments
Time series analysis
USA
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
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35
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Article
64
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Article in journal
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64
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English
64
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Andrews, Donald W. K.
6
Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Newey, Whitney K.
3
Pakes, Ariel
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Berry, Steven
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
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Barwick, Panle Jia
1
Bierens, Herman J.
1
Card, David E.
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Cooley, Thomas F.
1
Davidson, Russell
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Duclos, Jean-Yves
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Eḳshṭain, Tsevi
1
Faust, Jon
1
Fernández-Val, Iván
1
Galichon, Alfred
1
Gallant, A. Ronald
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Hausman, Jerry A.
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
482
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
Economics letters
199
Econometric theory
195
Econometric reviews
134
International journal of forecasting
74
Journal of forecasting
66
Applied economics letters
63
Econometrics : open access journal
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
The econometrics journal
59
Journal of applied econometrics
56
The review of economics and statistics
55
Applied economics
50
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Journal of the American Statistical Association : JASA
43
Journal of time series econometrics
41
Journal of empirical finance
40
Computational economics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Oxford bulletin of economics and statistics
32
Journal of banking & finance
27
American journal of agricultural economics
25
Finance research letters
23
Journal of macroeconomics
22
Journal of risk and financial management : JRFM
22
The review of economic studies
22
Journal of economic dynamics & control
20
Quantitative economics : QE ; journal of the Econometric Society
20
The journal of futures markets
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
19
Quantitative finance
18
International economic review
17
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
17
International journal of economics and financial issues : IJEFI
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
64
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1
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:
2
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:
3
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:
4
Moment inequalities and their application
Pakes, Ariel
;
Porter, Jack
;
Ho, Kate
;
Ishii, Joy L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011338364
Saved in:
5
Identification using stability restrictions
Magnusson, Leandro M.
;
Mavroeidis, Sophocles
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
5
,
pp. 1799-1851
Persistent link: https://www.econbiz.de/10011556917
Saved in:
6
Asymptotically efficient estimation of models defined by convex moment inequalities
Kaido, Hiroaki
;
Santos, Andres
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 387-413
Persistent link: https://www.econbiz.de/10010404624
Saved in:
7
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:
8
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
9
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
10
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
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