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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Panel study"
~subject:"Stochastic process"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Stochastic process
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
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304
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264
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264
Estimation
216
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148
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148
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Su, Liangjun
10
Todorov, Viktor
10
Baltagi, Badi H.
7
Tauchen, George Eugene
7
Andersen, Torben
6
Bai, Jushan
6
Li, Jia
6
Li, Kunpeng
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
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5
Li, Yingying
5
Peng, Bin
5
Phillips, Peter C. B.
5
Li, Guodong
4
Mykland, Per A.
4
Park, Joon Y.
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yu, Jihai
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Dong
3
Linton, Oliver
3
Meddahi, Nour
3
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3
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3
Sun, Yixiao
3
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3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
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3
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Journal of econometrics
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
85
The econometrics journal
53
Econometric theory
46
Economic modelling
38
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of empirical finance
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Applied economics
18
Computational economics
18
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
European journal of operational research : EJOR
16
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of forecasting
15
Journal of applied econometrics
14
Regional science & urban economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of productivity analysis
11
Mathematics of operations research
11
Finance and stochastics
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Energy economics
9
Insurance / Mathematics & economics
9
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ECONIS (ZBW)
293
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
10
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
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