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Estimation theory
Estimation
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Gao, Jiti
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Rodney L. White Center for Financial Research
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
144
Econometric reviews
98
Applied economics letters
81
Discussion paper series / IZA
68
Discussion paper / Tinbergen Institute
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Economic modelling
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NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of applied econometrics
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NBER working paper series
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Applied economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
52
Econometric theory
50
Journal of the American Statistical Association : JASA
49
Working paper
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CESifo working papers
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IZA Discussion Paper
44
The econometrics journal
42
Computational economics
40
Journal of financial econometrics
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
39
Econometrics : open access journal
38
European journal of operational research : EJOR
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Discussion paper
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International journal of forecasting
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Discussion papers / CEPR
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Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
30
Quantitative economics : QE ; journal of the Econometric Society
30
Finance research letters
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Journal of forecasting
28
Journal of risk and financial management : JRFM
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of economics and statistics
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1
Quasi-maximum likelihood for estimating structural models
Ben-Abdellatif, Malek
;
Ben-Ameur, Hatem
;
Chérif, Rim
; …
-
2021
Persistent link: https://www.econbiz.de/10012588187
Saved in:
2
On the correlations in linearized multivariate stochastic volatility models
Moussa, Karim
-
2025
In the analysis of multivariate stochastic volatility models, many
estimation
procedures begin by transforming the data …
Persistent link: https://www.econbiz.de/10015333113
Saved in:
3
Risk-parameter
estimation
in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
5
Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M.
- In:
Economics letters
122
(
2014
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
Saved in:
6
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
7
Estimation
of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
8
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
9
Collinearity in linear structural models of market power
Perloff, Jeffrey M.
;
Shen, Edward Z.
- In:
Review of industrial organization : RIO
40
(
2012
)
2
,
pp. 131-138
Persistent link: https://www.econbiz.de/10009529583
Saved in:
10
Application of structural electricity models : from parameter
estimation
and parameter risk to an implied hedging framework
Harms, Cord
-
2017
Persistent link: https://www.econbiz.de/10012659421
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