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subject:"Volatility"
type_genre:"Article in journal"
~person:"Escanciano, Juan Carlos"
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
77
Schätztheorie
77
Nonparametric statistics
34
Technical efficiency
23
Technische Effizienz
23
Production function
21
Produktionsfunktion
21
Regression analysis
18
Regressionsanalyse
18
Estimation
15
Schätzung
14
Bayes-Statistik
13
Bayesian inference
13
Productivity
13
Produktivität
12
Endogeneity
9
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Stochastic process
7
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7
Time series analysis
7
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7
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6
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6
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6
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IV-Schätzung
5
Instrumental variables
5
Data envelopment analysis
4
Data-Envelopment-Analyse
4
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4
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4
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4
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4
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24
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Article
34
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Article in journal
Aufsatz in Zeitschrift
34
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23
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23
Non-commercial literature
23
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English
34
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Escanciano, Juan Carlos
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
36
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Cai, Zongwu
16
Simar, Léopold
16
Li, Degui
14
Maheswaran, S.
14
Sun, Yiguo
14
Ullah, Aman
14
Horowitz, Joel
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Breunig, Christoph
9
Kristensen, Dennis
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Xiao, Zhijie
9
Yao, Feng
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
7
European journal of operational research : EJOR
6
Econometric reviews
3
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of contemporary hospitality management
1
International journal of hospitality management
1
International journal of monetary economics and finance
1
Journal of applied econometrics
1
Journal of productivity analysis
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ECONIS (ZBW)
34
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1
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
2
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
3
Regression trees for hospitality data analysis
Tsionas, Efthymios G.
;
Assaf, A. Georges
- In:
International journal of contemporary hospitality management
35
(
2023
)
7
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
Saved in:
4
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
5
Semiparametric identification and fisher information
Escanciano, Juan Carlos
- In:
Econometric theory
38
(
2022
)
2
,
pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
Saved in:
6
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
Saved in:
7
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
8
Locally robust semiparametric estimation
Chernozhukov, Victor
;
Escanciano, Juan Carlos
; …
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
4
,
pp. 1501-1535
Persistent link: https://www.econbiz.de/10013382392
Saved in:
9
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
10
Optimal linear instrumental variables approximations
Escanciano, Juan Carlos
;
Li, Wei
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 223-246
Persistent link: https://www.econbiz.de/10012618821
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