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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Stochastic process
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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542
Estimation
465
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460
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450
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Todorov, Viktor
11
Phillips, Peter C. B.
9
Tauchen, George Eugene
8
McAleer, Michael
7
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Lieberman, Offer
4
Zakoïan, Jean-Michel
4
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3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Renault, Eric
3
Shephard, Neil G.
3
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3
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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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2
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Journal of econometrics
European journal of operational research : EJOR
633
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
173
International journal of production research
169
Quantitative finance
166
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
141
Risks : open access journal
127
International journal of production economics
124
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
105
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Energy economics
84
Economic modelling
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Annals of finance
69
Annals of operations research
63
Econometric theory
61
Scandinavian actuarial journal
57
The journal of futures markets
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ECONIS (ZBW)
218
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30
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218
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21
Efficient estimation and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
22
An improved bootstrap test for restricted stochastic dominance
Lok, Thomas M.
;
Tabri, Rami V.
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
Saved in:
23
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
24
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
25
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
Saved in:
26
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
27
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
28
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
29
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
30
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
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