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isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
subject:"Statistical theory"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Heteroscedasticity
Estimation theory
1,650
Schätztheorie
1,650
Theorie
535
Theory
535
Time series analysis
312
Zeitreihenanalyse
312
Regression analysis
284
Regressionsanalyse
284
Nichtparametrisches Verfahren
283
Nonparametric statistics
283
Estimation
213
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213
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152
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152
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108
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107
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107
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107
Method of moments
83
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83
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74
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71
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68
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65
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65
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58
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57
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57
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56
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56
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52
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Phillips, Peter C. B.
11
King, Maxwell L.
5
Dette, Holger
4
Andrews, Donald W. K.
3
Bera, Anil K.
3
Boswijk, Herman Peter
2
Brooks, Robert
2
Cavaliere, Giuseppe
2
Cho, Jin Seo
2
Dalla, Violetta
2
Gilberg, Frank
2
Giraitis, Liudas
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hartung, Joachim
2
Johansen, Søren
2
Lee, Chiang-Sheng
2
Lütkepohl, Helmut
2
Ploberger, Werner
2
Shao, Xiaofeng
2
Sun, Yixiao
2
Taylor, Robert
2
Tu, Yundong
2
Vanhonacker, Wilfried R.
2
Vardeman, Stephen B.
2
Zhu, Ke
2
Allenby, Greg M.
1
Andersen, Torben
1
Andrews, Donald W.
1
Argaç, Dogan
1
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Bollerslev, Tim
1
Bresson, Georges
1
Breunig, Christoph
1
Brunnert, Marcus
1
Burnside, Craig
1
Byron, Raymond P.
1
Cai, Jun
1
Chen, Tao
1
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Journal of quantitative economics : official journal of the Indian Econometric Society
Cowles Foundation discussion paper
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Economics letters
42
Econometric theory
35
The econometrics journal
16
NBER Working Paper
14
Europäische Hochschulschriften / 5
12
CORE discussion paper : DP
11
International economic review
11
Oxford bulletin of economics and statistics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Discussion paper / Center for Economic Research, Tilburg University
10
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
10
NBER technical working paper series
10
Technical working paper / National Bureau of Economic Research
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper series
10
Working papers in economics and econometrics
10
American journal of agricultural economics
9
Annales d'économie et de statistique
8
Econometrics : open access journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cowles Foundation Discussion Paper
7
Discussion paper
7
The review of economics and statistics
7
Applied economics letters
6
Economics and commerce : discussion papers
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of economic dynamics & control
6
Journal of the American Statistical Association : JASA
6
Queen's Economics Department working paper
6
Staff working paper / Bank of Canada
6
CESifo Working Paper Series
5
Computational economics
5
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ECONIS (ZBW)
125
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
3
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
4
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
5
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:
6
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
7
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:
8
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:
9
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
10
Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
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