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isPartOf:"Discussion paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Instrumental variables"
~subject:"Monte Carlo simulation"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Instrumental variables
Monte Carlo simulation
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Estimation theory
639
Schätztheorie
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205
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205
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143
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133
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Gao, Jiti
4
Hall, Alastair R.
4
Su, Liangjun
4
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3
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3
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3
Rossi, Barbara
3
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3
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2
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2
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2
Ghysels, Eric
2
González-Rivera, Gloria
2
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2
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2
Inoue, Atsushi
2
Jing, Bingyi
2
Koop, Gary
2
Lechner, Michael
2
Lucas, André
2
Lütkepohl, Helmut
2
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2
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2
Peng, Bin
2
Qiao, Lei
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
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2
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2
Taylor, Robert
2
Tjostheim, Dag
2
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2
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2
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2
Zhu, Ke
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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Discussion paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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411
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180
Economics letters
171
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116
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77
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43
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42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
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36
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33
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33
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29
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28
Oxford bulletin of economics and statistics
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27
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26
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26
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25
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ECONIS (ZBW)
186
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1
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186
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1
The Monte Carlo integral of a continuum of independent random variables
Hammond, Peter J.
-
2023
Persistent link: https://www.econbiz.de/10014428859
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
9
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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