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isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
subject:"Theorie"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
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Search: subject_exact:"Estimation theory"
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Estimation theory
322
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3
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
The econometrics journal
Journal of econometrics
440
Economics letters
418
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
218
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158
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
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138
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123
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104
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88
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87
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84
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83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
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79
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66
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60
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Report / Econometric Institute, Erasmus University Rotterdam
37
Journal of economic dynamics & control
36
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35
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ECONIS (ZBW)
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11
Misspecification tests based on quantile residuals
Kalliovirta, Leena
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
Saved in:
12
Non-parametric models in binary choice fixed effects panel data
Hoderlein, Stefan
;
Mammen, Enno
;
Yu, Kyusang
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 351-367
Persistent link: https://www.econbiz.de/10009382601
Saved in:
13
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
14
On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.
;
Zou, Guohua
;
Qin, Huaizhen
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 471-487
Persistent link: https://www.econbiz.de/10003637591
Saved in:
15
Uniform convergence rate of the semiparametric density estimator and testing for similarity of two unknown densities
Kim, Kyoo Il
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003451745
Saved in:
16
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
Saved in:
17
Estimation of impulse response functions using long autoregression
Chang, Pao-li
;
Sakata, Shinichi
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 453-469
Persistent link: https://www.econbiz.de/10003560081
Saved in:
18
Semiparametric estimation of single-index hazard functions without proportional hazards
Gørgens, Tue
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003320189
Saved in:
19
The polynomial aggregated AR (1) model
Chong, Terence Tai-Leung
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 98-122
Persistent link: https://www.econbiz.de/10003320205
Saved in:
20
Analysis of variance of paired data without repetition of measurement
Martin, Klaus
;
Böckenhoff, Annette
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
3
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003363479
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