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Journal of econometrics
Research paper series / Swiss Finance Institute
42
Swiss Finance Institute Research Paper
30
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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5
Finance and stochastics
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of Econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
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Universität Zürich - Institut für schweizerisches Bankwesen
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ECONIS (ZBW)
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1
Semiparametric methods in econometrics
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007797068
Saved in:
2
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009825294
Saved in:
3
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-211
Persistent link: https://www.econbiz.de/10009825301
Saved in:
4
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:
5
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
Saved in:
6
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10009551442
Saved in:
7
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
8
Semiparametric methods in econometrics : guest editorial
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003571097
Saved in:
9
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
Saved in:
10
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
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