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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:"Oxford bulletin of economics and statistics"
~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
1,226
Schätztheorie
1,226
Theorie
438
Theory
438
Regression analysis
199
Regressionsanalyse
199
Time series analysis
194
Zeitreihenanalyse
194
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Statistical test
116
Statistischer Test
116
Estimation
89
Schätzung
89
Panel
78
Panel study
78
Method of moments
60
Momentenmethode
60
Statistische Methodenlehre
55
Autocorrelation
54
Autokorrelation
54
Cointegration
47
Kointegration
46
Statistical distribution
46
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46
Bootstrap approach
42
Bootstrap-Verfahren
42
Heteroskedastizität
35
Kleinste-Quadrate-Methode
35
Least squares method
35
Robust statistics
35
Robustes Verfahren
35
Simulation
35
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34
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34
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33
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33
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Phillips, Peter C. B.
12
Dette, Holger
4
King, Maxwell L.
4
Andrews, Donald W. K.
3
Bera, Anil K.
3
Bontemps, Christophe
2
Boswijk, Herman Peter
2
Brooks, Robert
2
Cho, Jin Seo
2
Choi, Chi-young
2
Dalla, Violetta
2
Gilberg, Frank
2
Giraitis, Liudas
2
Hartung, Joachim
2
Hendry, David F.
2
Lee, Chiang-Sheng
2
Ploberger, Werner
2
Sul, Donggyu
2
Sun, Yixiao
2
Tu, Yundong
2
Urbain, Jean-Pierre
2
Vardeman, Stephen B.
2
Andrews, Donald W.
1
Argaç, Dogan
1
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Bollerslev, Tim
1
Bresson, Georges
1
Brunnert, Marcus
1
Byron, Raymond P.
1
Cavaliere, Giuseppe
1
Chu, Chia-shang James
1
Cook, Steven
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
Dastoor, Naorayex K.
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Doornik, Jurgen A.
1
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Journal of quantitative economics : official journal of the Indian Econometric Society
Cowles Foundation discussion paper
Econometric reviews
Oxford bulletin of economics and statistics
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cowles Foundation Discussion Paper
7
Discussion paper
7
Econometrics : open access journal
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 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
Discussion paper / Department of Economics, University of California San Diego
5
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ECONIS (ZBW)
90
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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
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:
3
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:
4
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:
5
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:
6
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
7
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
8
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
9
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:
10
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
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