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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Estimation theory"
~person:"Müller, Ulrich K."
~person:"Ploberger, Werner"
~subject:"Statistical inference"
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Estimation theory
Statistical inference
Schätztheorie
8
Theorie
4
Theory
4
Statistical theory
3
Statistische Methodenlehre
3
Statistical test
2
Statistischer Test
2
Analysis of variance
1
Bayes
1
Bayes-Statistik
1
Bayesian inference
1
Confidence sets
1
Econometrics
1
Information matrix test
1
Least favorable distribution
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Markov chain
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Markov switching model
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Markov-Kette
1
Neyman-Pearson lemma
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Risk
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Time series analysis
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betting
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composite hypothesis
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conditional coverage
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interval estimation
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invariance
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maximin tests
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moment inequalities
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nonstandard econometric problems
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optimal test
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posterior variance
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pseudo-true parameter value
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quasi-likelihood
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random coefficients model
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recognizable subsets
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unit roots
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English
8
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Müller, Ulrich K.
Ploberger, Werner
Andrews, Donald W. K.
21
Newey, Whitney K.
15
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
7
Chen, Xiaohong
5
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Smith, Richard J.
5
Stock, James H.
5
Vuong, Quang H.
5
Bai, Jushan
4
Chesher, Andrew
4
Dufour, Jean-Marie
4
Gallant, A. Ronald
4
Graham, Bryan S.
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Powell, James
4
Savin, N. Eugene
4
Stoker, Thomas Martin
4
Tauchen, George Eugene
4
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Isaiah
3
Bekker, Paul A.
3
Card, David E.
3
Chamberlain, Gary
3
Davidson, Russell
3
Engle, Robert F.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Honoré, Bo E.
3
Judd, Kenneth L.
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
7
Cowles Foundation discussion paper
5
Discussion paper / Center for Economic Research, Tilburg University
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER Working Paper
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
The review of economic studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Advances in economics and econometrics ; Volume 2
1
Cowles Foundation Discussion Paper
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / Department of Economics, University of California San Diego
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Harvard Institute of Economic Research Discussion Paper
1
NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
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ECONIS (ZBW)
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1
Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.
;
Norets, Andriy
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
Saved in:
2
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham
;
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
Saved in:
3
Optimal test for Markov switching parameters
Carrasco, Marine
;
Hu, Liang
;
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
2
,
pp. 765-784
Persistent link: https://www.econbiz.de/10010404431
Saved in:
4
Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix
Müller, Ulrich K.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
5
,
pp. 1805-1849
Persistent link: https://www.econbiz.de/10010230633
Saved in:
5
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
6
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
7
The CUSUM test with OLS residuals
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
Saved in:
8
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
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