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subject:"Volatility"
type_genre:"Article in journal"
~person:"Kristensen, Dennis"
~person:"Otsu, Taisuke"
~subject:"Empirical likelihood"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Empirical likelihood
Nichtparametrisches Verfahren
Estimation theory
43
Schätztheorie
43
Nonparametric statistics
18
Regression analysis
9
Regressionsanalyse
9
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Induktive Statistik
5
Schätzung
5
Statistical inference
5
Method of moments
4
Momentenmethode
4
Statistical error
4
Statistical test
4
Statistischer Fehler
4
Statistischer Test
4
ARCH model
3
ARCH-Modell
3
Bias
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Systematischer Fehler
3
Theorie
3
Theory
3
Autocorrelation
2
Autokorrelation
2
Bartlett correction
2
Bootstrap approach
2
Bootstrap-Verfahren
2
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2
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2
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2
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2
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2
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Article
19
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Article in journal
Graue Literatur
30
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30
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19
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18
Working Paper
18
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English
19
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Kristensen, Dennis
Otsu, Taisuke
Linton, Oliver
38
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
20
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Cai, Zongwu
17
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Sun, Yiguo
15
Tsionas, Efthymios G.
15
Li, Degui
14
Maheswaran, S.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Li, Jia
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
Tauchen, George Eugene
10
Yao, Feng
10
Breunig, Christoph
9
Mammen, Enno
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
5
Econometric theory
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
Journal of financial economics
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ECONIS (ZBW)
19
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
3
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
4
Average derivative estimation under measurement error
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1004-1033
Persistent link: https://www.econbiz.de/10012656392
Saved in:
5
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
Saved in:
6
Estimation of nonseparable models with censored dependent variables and endogenous regressors
Taylor, Luke
;
Otsu, Taisuke
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10012180683
Saved in:
7
Nonparametric instrumental regression with errors in variables
Adusumilli, Karun
;
Otsu, Taisuke
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1256-1280
Persistent link: https://www.econbiz.de/10012038060
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
9
Empirical likelihood for regression discontinuity design
Otsu, Taisuke
;
Xu, Ke-Li
;
Matsushita, Yukitoshi
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011349543
Saved in:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
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