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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Estimation theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation theory
Volatilität
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
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218
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173
Statistical distribution
165
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165
Cointegration
162
Kointegration
161
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146
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146
Capital income
137
Kapitaleinkommen
137
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134
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1,791
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1,805
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24
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6
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Phillips, Peter C. B.
33
Linton, Oliver
24
Bollerslev, Tim
21
Lee, Lung-fei
21
Chen, Songnian
19
Robinson, Peter M.
18
Su, Liangjun
18
Aït-Sahalia, Yacine
17
Li, Qi
17
Todorov, Viktor
17
Tauchen, George Eugene
16
Taylor, Robert
16
Gao, Jiti
14
Gouriéroux, Christian
14
Cai, Zongwu
13
Chen, Xiaohong
13
Andersen, Torben
12
Chib, Siddhartha
12
Fan, Yanqin
12
Park, Joon Y.
12
Andrews, Donald W. K.
11
Ghysels, Eric
11
Hsiao, Cheng
11
McAleer, Michael
11
Renault, Eric
11
Shephard, Neil G.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Mykland, Per A.
10
Newey, Whitney K.
10
Xiu, Dacheng
10
Yu, Jun
10
Gallant, A. Ronald
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
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Conference on Realized Volatility <2006, Montréal>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
Economics letters
1,182
Econometric theory
740
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
698
Energy economics
635
Finance research letters
563
Applied economics
539
Econometric reviews
503
Economic modelling
455
Applied economics letters
450
Journal of banking & finance
435
International review of financial analysis
412
The journal of futures markets
377
International review of economics & finance : IREF
352
The North American journal of economics and finance : a journal of financial economics studies
339
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
332
Journal of the American Statistical Association : JASA
326
Journal of empirical finance
313
Journal of applied econometrics
291
Applied financial economics
288
The econometrics journal
287
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
278
International journal of forecasting
276
International journal of theoretical and applied finance
271
Research in international business and finance
261
Journal of international money and finance
252
Journal of international financial markets, institutions & money
247
Journal of risk and financial management : JRFM
247
European journal of operational research : EJOR
245
Journal of forecasting
244
Journal of economic dynamics & control
231
Journal of financial economics
209
Oxford bulletin of economics and statistics
209
Computational economics
206
Quantitative finance
204
The review of economics and statistics
191
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
189
Journal of quantitative economics : official journal of the Indian Econometric Society
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
183
International Journal of Energy Economics and Policy : IJEEP
177
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ECONIS (ZBW)
1,805
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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
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
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:
6
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:
7
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
Debiased machine learning of set-identified linear models
Semenova, Vira
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
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