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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
subject:"Nichtparametrisches Verfahren"
~language:"eng"
~subject:"Estimation theory"
~subject:"Statistische Methodenlehre"
~subject:"Time series analysis"
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Nichtparametrisches Verfahren
Estimation theory
Statistische Methodenlehre
Time series analysis
Schätztheorie
52
Theorie
25
Theory
25
Zeitreihenanalyse
15
Nonparametric statistics
5
ARCH model
4
ARCH-Modell
4
Statistik
4
Regression analysis
3
Regressionsanalyse
3
Simulation
3
Bubbles
2
Econometric model
2
Estimation
2
Korrelation und Regression
2
Robust statistics
2
Robustes Verfahren
2
Saisonale Schwankungen
2
Saisonkomponente
2
Schätzmethodik und Testmethodik
2
Schätzung
2
Seasonal component
2
Seasonal variations
2
Spekulationsblase
2
Statistical distribution
2
Statistical theory
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
Ökonometrisches Modell
2
1885-1994
1
1985-1996
1
Aggregation
1
Causality analysis
1
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1
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1
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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English
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Robinson, Peter M.
18
Giraitis, Liudas
6
Magnus, Jan R.
6
Harvey, Andrew C.
4
Linton, Oliver
4
Shephard, Neil G.
4
Zaffaroni, Paolo
4
Davidson, James E. H.
3
Koopman, Siem Jan
3
Marinucci, Domenico
3
Pesaran, Bahram
3
Evans, George W.
2
Hajivassiliou, Vassilis Argyrou
2
Hidalgo, Javier
2
Honkapohja, Seppo
2
Nishiyama, Y.
2
Samarov, Alexander
2
Schafgans, Marcia M. A.
2
Surgailis, Donatas
2
Atkinson, Anthony C.
1
Cai, Zongwu
1
Chen, Xiaohong
1
Fan, Jianqing
1
Giraitis, L.
1
Henry, Mark S.
1
Hidalgo, F. J.
1
Holly, Alberto
1
Hoque, Asraul
1
Ichimura, Hidehiko
1
McFadden, Daniel
1
Michelacci, Claudio
1
Penzer, Jeremy
1
Quah, Danny
1
Riani, Marco
1
Robinson, P. M.
1
Rothenberg, Thomas J.
1
Ruiz, Esther
1
Scott, Andrew
1
Valasco, Carlos
1
Xiao, Zhijie
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Journal of econometrics
1,639
Economics letters
970
Econometric theory
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
622
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
365
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
306
NBER working paper series
299
The econometrics journal
272
Série des documents de travail / Centre de Recherche en Économie et Statistique
230
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
196
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
183
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
167
Discussion paper
163
International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
148
Economic modelling
139
CREATES research paper
137
Quantitative economics : QE ; journal of the Econometric Society
132
Discussion papers of interdisciplinary research project 373
129
Journal of forecasting
125
Working paper series
124
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
52
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1
Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002458629
Saved in:
2
Asymptotic expansions for some semiparametric program evaluation estimators
Ichimura, Hidehiko
;
Linton, Oliver
-
2003
Persistent link: https://www.econbiz.de/10001759689
Saved in:
3
Prediction and signal extraction of strong dependent processes in the frequency domain
Hidalgo, Javier
;
Yajima, Yasutoshi
-
2001
Persistent link: https://www.econbiz.de/10001593434
Saved in:
4
A nonparametric regression estimator that adapts to error distribution of unkown form
Linton, Oliver
;
Xiao, Zhijie
-
2001
Persistent link: https://www.econbiz.de/10001593437
Saved in:
5
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
6
Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.
;
Hidalgo, Javier
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001605676
Saved in:
7
Parametric estimation under long-range dependence
Giraitis, Liudas
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001587921
Saved in:
8
The estimation of conditional densities
Chen, Xiaohong
;
Linton, Oliver
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001588213
Saved in:
9
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001510243
Saved in:
10
Stationarity and memory of ARCH models
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001551010
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