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~institution:"Deutsches Institut für Wirtschaftsforschung"
~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
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Estimation
38
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4
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Härdle, Wolfgang
8
Schienle, Melanie
5
Bibinger, Markus
4
Härdle, Wolfgang Karl
4
Mammen, Enno
4
Okhrin, Ostap
4
Reiß, Markus
4
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4
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3
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3
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2
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2
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2
Chen, Ying
2
Cizek, Pavel
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Deutsches Institut für Wirtschaftsforschung
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
National Bureau of Economic Research
2,919
Forschungsinstitut zur Zukunft der Arbeit
354
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
307
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
257
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226
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138
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135
C.E.P.R. Discussion Papers
113
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102
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99
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96
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80
Tilburg University, Center for Economic Research
79
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78
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76
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60
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49
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47
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44
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44
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43
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41
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40
Federal Reserve Bank of St. Louis
39
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
39
Department of Econometrics and Business Statistics, Monash Business School
38
University of Bonn, Germany
38
Center for Economic Research <Tilburg>
37
Economics Research, World Bank Group
37
Umeå universitet
37
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
34
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SFB 649 Discussion Papers
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
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4
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
3
Environmental Research of the Federal Ministry for the Environment, Nature Conservation, Building and Nuclear Safety
1
Schriftenreihe des Bundesministeriums für Familie, Senioren, Frauen und Jugend
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RePEc
42
ECONIS (ZBW)
39
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1
Efficient Iterative Maximum Likelihood
Estimation
of High-Parameterized Time Series Models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
We propose an iterative procedure to efficiently estimate models with complex log-likelihood functions and the number of parameters relative to the observations being potentially high. Given consistent but inefficient estimates of sub-vectors of the parameter vector, the procedure yields...
Persistent link: https://www.econbiz.de/10010735445
Saved in:
2
Functional stable limit theorems for efficient spectral covolatility estimators
Altmeyer, Randolf
;
Bibinger, Markus
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
We consider noisy non-synchronous discrete observations of a continuous semimartingale. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: onedimensional for the spectral estimator of integrated volatility, from two-dimensional asynchronous...
Persistent link: https://www.econbiz.de/10011277279
Saved in:
3
Composite Quantile Regression for the Single-Index Model
Fan, Yan
;
Härdle, Wolfgang Karl
;
Wang, Weining
;
Zhu, Lixing
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2013
Quantile regression is in the focus of many
estimation
techniques and is an important tool in data analysis. When it …
Persistent link: https://www.econbiz.de/10010609988
Saved in:
4
Estimating gross employment effects of environmental protection - a combined demand-supply side approach
Blazejczak, Jürgen
;
Edler, Dietmar
-
Deutschland / Umweltbundesamt
;
Deutschland / …
-
2015
In der Öffentlichkeit und bei politischen Entscheidungsträgern besteht ein großes Interesse am Thema Umweltschutzbeschäftigung. Die Debatte wird jedoch dadurch erschwert, dass es eine Vielzahl von unterschiedlichen Definitionen und damit von Schätzungen von Umweltschutzbeschäftigung gibt....
Persistent link: https://www.econbiz.de/10011382058
Saved in:
5
Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2013
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high-frequency asymptotics. Our approach relies on an asymptotically equivalent continuous-time...
Persistent link: https://www.econbiz.de/10010640724
Saved in:
6
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2013
We establish
estimation
methods to determine co-jumps in multivariate high-frequency data with nonsynchronous …-jump and continuous part in quadratic covariation. Our
estimation
procedure implicitly renders spot (co-)variance estimators …
Persistent link: https://www.econbiz.de/10011277288
Saved in:
7
Pointwise adaptive
estimation
for quantile regression
Reiß, Markus
;
Rozenholc, Yves
;
Cuenod, Charles A.
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
A nonparametric procedure for quantile regression, or more generally nonparametric M-
estimation
, is proposed which is …
Persistent link: https://www.econbiz.de/10009024914
Saved in:
8
Testing Missing at Random using Instrumental Variables
Breunig, Christoph
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2015
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...
Persistent link: https://www.econbiz.de/10011212947
Saved in:
9
Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
Strohsal, Till
;
Proaño, Christian R.
;
Wolters, Jürgen
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2015
A growing body of literature argues that the financial cycle is considerably longer in duration and larger in amplitude than the business cycle and that its distinguishing features became more pronounced over time. This paper proposes an empirical approach suitable to test these hypothe- ses. We...
Persistent link: https://www.econbiz.de/10011252587
Saved in:
10
Pricing Kernel Modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang Karl
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2015
through one-step penalized least squares
estimation
with the Kullback-Leibler divergence as the penalty function. Asymptotic …
Persistent link: https://www.econbiz.de/10011115466
Saved in:
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