Narrow search
Showing 1 - 10 of 21
Cover Image
What is uncertainty in today's practice of data science?
Yu, Bin - In: Journal of econometrics 237 (2023) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10014471495
Cover Image
Discussion of "What is a standard error?"
Powell, James - In: Journal of econometrics 237 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014471497
Cover Image
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas … - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10001633671
Cover Image
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Cover Image
Testing and detecting jumps based on a discretely observed process
Fan, Yingying; Fan, Jianqing - In: Journal of econometrics 164 (2011) 2, pp. 331-344
Persistent link: https://www.econbiz.de/10009301902
Cover Image
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Cover Image
Sufficient forecasting using factor models
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei - In: Journal of econometrics 201 (2017) 2, pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Cover Image
Robust inference of risks of large portfolios
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron - In: Journal of econometrics 194 (2016) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Cover Image
Risks of large portfolios
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng - In: Journal of econometrics 186 (2015) 2, pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Cover Image
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing; Kim, Donggyu - In: Journal of econometrics 209 (2019) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10012302521