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subject:"Volatility"
type_genre:"Article in journal"
~person:"Horowitz, Joel"
~person:"Mammen, Enno"
~person:"Yao, Feng"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
56
Schätztheorie
56
Nonparametric statistics
31
Theorie
19
Theory
19
Regression analysis
12
Regressionsanalyse
12
Instrumental variables
11
IV-Schätzung
9
Estimation
8
Schätzung
8
Production function
5
Produktionsfunktion
5
Statistical test
4
Statistischer Test
4
Technical efficiency
4
Technische Effizienz
4
Econometrics
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Panel
3
Panel study
3
Probability theory
3
Wahrscheinlichkeitsrechnung
3
Ökonometrie
3
Arbeitsmobilität
2
Ausreißer
2
Backfitting
2
Core
2
Finite-sample bounds
2
Induktive Statistik
2
Kernel smoothing
2
Labour mobility
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Nonparametric regression
2
Normal approximation
2
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Undetermined
12
Free
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Article
31
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Article in journal
Arbeitspapier
34
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Aufsatz in Zeitschrift
31
Aufsatz im Buch
3
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3
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English
31
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Horowitz, Joel
Mammen, Enno
Yao, Feng
Linton, Oliver
38
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
20
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Sun, Yiguo
15
Li, Degui
14
Maheswaran, S.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Li, Jia
13
Tsionas, Efthymios G.
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Van Keilegom, Ingrid
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Breunig, Christoph
9
Kristensen, Dennis
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Xiao, Zhijie
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
The econometrics journal
3
Econometric reviews
2
Econometric theory
2
Annals of economics and statistics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Insurance / Mathematics & economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the American Statistical Association : JASA
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
31
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1
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
2
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
Saved in:
5
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
6
Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
Fu, Jia-Young Michael
;
Horowitz, Joel
;
Parey, Matthias
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10012504444
Saved in:
7
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
8
Semiparametric smooth coefficient stochastic frontier model with panel data
Yao, Feng
;
Zhang, Fan
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 556-572
Persistent link: https://www.econbiz.de/10012178196
Saved in:
9
Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model : a semiparametric approach
Yao, Feng
;
Wang, Taining
;
Tian, Jinjing
;
Kumbhakar, Subal
- In:
Economics letters
166
(
2018
),
pp. 25-30
Persistent link: https://www.econbiz.de/10012011913
Saved in:
10
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
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