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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:"Time series analysis"
~subject:"USA"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
USA
Ökonometrie
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
Probability theory
19
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60
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Article in journal
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60
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English
60
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Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Berry, Steven
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Newey, Whitney K.
2
Pakes, Ariel
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
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
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
Heckman, James J.
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
405
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Econometric theory
175
Economics letters
171
Econometric reviews
109
International journal of forecasting
74
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
56
Econometrics : open access journal
55
Journal of applied econometrics
55
The review of economics and statistics
55
The econometrics journal
48
Applied economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
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44
Journal of the American Statistical Association : JASA
42
Journal of time series econometrics
40
Journal of empirical finance
39
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
30
Journal of banking & finance
26
American journal of agricultural economics
24
Finance research letters
22
Journal of risk and financial management : JRFM
22
Journal of macroeconomics
21
The review of economic studies
21
The journal of futures markets
20
Journal of financial econometrics
18
International economic review
17
Journal of economic dynamics & control
17
Quantitative finance
17
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
Journal of quantitative economics
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ECONIS (ZBW)
60
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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
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:
5
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:
6
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
Saved in:
7
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:
8
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
9
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
10
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
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