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isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
subject:"Statistical theory"
~accessRights:"restricted"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Heteroscedasticity
Estimation theory
239
Schätztheorie
239
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Time series analysis
53
Zeitreihenanalyse
53
Regression analysis
51
Regressionsanalyse
51
Panel
42
Panel study
42
Estimation
41
Schätzung
41
Statistical test
40
Statistischer Test
40
Method of moments
26
Momentenmethode
26
Autocorrelation
24
Autokorrelation
24
Bootstrap approach
16
Bootstrap-Verfahren
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Modellierung
16
Scientific modelling
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
panel data
14
Cointegration
13
Stochastic process
13
Stochastischer Prozess
13
Kleinste-Quadrate-Methode
12
Kointegration
12
Least squares method
12
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Tu, Yundong
2
Berenguer-Rico, Vanessa
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1
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1
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1
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1
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1
Ma, Yanyuan
1
Pedersen, Rasmus Søndergaard
1
Peng, Liang
1
Saraiva, Paulo
1
Seong, Dakyung
1
Shaojun, Guo
1
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1
Wan, Alan T. K.
1
Wang, Shouyang
1
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1
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1
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1
Yamamoto, Yohei
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Journal of quantitative economics : official journal of the Indian Econometric Society
Cowles Foundation discussion paper
Econometric reviews
Journal of the American Statistical Association : JASA
Journal of econometrics
33
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The econometrics journal
7
Computational economics
4
Econometric theory
4
Applied economics letters
3
Economic modelling
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of economic dynamics & control
3
SpringerLink / Bücher
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
European journal of operational research : EJOR
2
Handbook of econometrics : volume 4
2
International journal of forecasting
2
Journal of economic surveys
2
Lecture Notes in Economics and Mathematical Systems
2
Regional science & urban economics
2
Abacus : a journal of accounting, finance and business studies
1
Advances in developing human resources : ADHR
1
Agrekon
1
American journal of agricultural economics
1
Annual review of economics
1
Applied economics
1
Discussion papers / CEPR
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Handbook of income distribution : volume 2
1
Information systems research : ISR
1
Institute of Mathematical Statistics textbooks
1
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics : IJCEE
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International journal of management practice : IJMP
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International journal of monetary economics and finance : IJMEF
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ECONIS (ZBW)
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1
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
2
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
Saved in:
3
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
4
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
5
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
6
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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7
Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 244-259
Persistent link: https://www.econbiz.de/10012181447
Saved in:
8
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong
;
Wang, Ying
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
Saved in:
9
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
10
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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