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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~person:"Banerjee, Anurag Narayan"
~person:"Kalwij, Adriaan S."
~person:"Kleibergen, Frank"
~person:"Magnus, Jan R."
~subject:"Prognoseverfahren"
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Estimation theory
Prognoseverfahren
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24
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10
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5
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5
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3
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11
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Banerjee, Anurag Narayan
Kalwij, Adriaan S.
Kleibergen, Frank
Magnus, Jan R.
Steel, Mark F. J.
9
Soest, Arthur van
8
Kleijnen, Jack P. C.
7
Werker, Bas J. M.
7
Drost, Feike C.
6
Fernández, Carmen
6
Groenendaal, Willem J. van
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Härdle, Wolfgang
4
Nijman, Theodore E.
4
Čížek, Pavel
4
Danilov, Dmitry L.
3
Durbin, James
3
Koopman, Siem Jan
3
Melenberg, Bertrand
3
Strijbosch, L. W. G.
3
Verbeek, Marno
3
Akker, Ramon van den
2
Bera, Anil K.
2
Brekelmans, Ruud
2
Charlier, Erwin
2
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2
Croux, Christophe
2
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2
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2
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2
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2
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2
Lee, Myoung-jae
2
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2
Roon, Frans de
2
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2
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1
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1
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1
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
10
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5
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4
International journal of forecasting
4
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4
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3
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3
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3
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2
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2
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2
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1
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1
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1
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1
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Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
11
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1
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
2
A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
Saved in:
3
Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
Saved in:
4
On the harm that pretesting does
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
Saved in:
5
A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
Kalwij, Adriaan S.
-
2000
Persistent link: https://www.econbiz.de/10001465526
Saved in:
6
Macro accounts estimation using indicator ratios
Magnus, Jan R.
;
Tongeren, Jan W. van
;
Vos, Aart F. de
-
1999
Persistent link: https://www.econbiz.de/10001387345
Saved in:
7
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
-
1997
Persistent link: https://www.econbiz.de/10000972600
Saved in:
8
Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
-
1996
Persistent link: https://www.econbiz.de/10000936013
Saved in:
9
Reduced rank regression using generalized method of moments estimators
Kleibergen, Frank
-
1996
Persistent link: https://www.econbiz.de/10000932782
Saved in:
10
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
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