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~person:"Scaillet, Olivier"
~language:"eng"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Statistik"
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Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Theorie
10
Theory
10
Estimation theory
9
Schätztheorie
9
IV-Schätzung
4
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4
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4
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4
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3
Bootstrap-Verfahren
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Capital income
2
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Aufsatz in Zeitschrift
Arbeitspapier
55
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Graue Literatur
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22
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Scaillet, Olivier
Tsionas, Efthymios G.
101
Phillips, Peter C. B.
97
Gupta, Rangan
96
Linton, Oliver
84
Chang, Tsangyao
76
Li, Qi
66
Koop, Gary
55
Simar, Léopold
55
Baltagi, Badi H.
49
Taylor, Robert
49
Kapetanios, George
47
Su, Liangjun
45
White, Halbert
45
Gao, Jiti
43
Andrews, Donald W. K.
42
Stengos, Thanasēs
41
Chernozhukov, Victor
40
Assaf, A. Georges
38
Parmeter, Christopher F.
38
Gil-Alaña, Luis A.
37
Horowitz, Joel
37
Westerlund, Joakim
37
Xiao, Zhijie
37
Chen, Xiaohong
36
Su, Chi-Wei
36
Cai, Zongwu
35
Dufour, Jean-Marie
35
Kumbhakar, Subal
35
Perron, Pierre
35
Racine, Jeffrey
35
Franses, Philip Hans
34
Balcilar, Mehmet
32
Härdle, Wolfgang
32
Khalaf, Lynda
32
McAleer, Michael
32
Newey, Whitney K.
32
Pesaran, M. Hashem
32
Florens, Jean-Pierre
31
Lewbel, Arthur
31
MacKinnon, James G.
31
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Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Econometric theory
1
International journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The econometrics journal
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
22
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22
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1
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
Saved in:
2
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
3
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
4
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
6
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
7
Nonparametric instrumental variable estimation of structural quantile effects
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1533-1562
Persistent link: https://www.econbiz.de/10009629521
Saved in:
8
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
9
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
10
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
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