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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:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Heteroscedasticity"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Heteroscedasticity
Estimation theory
602
Schätztheorie
602
Theorie
269
Theory
269
Time series analysis
93
Zeitreihenanalyse
93
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
Regression analysis
72
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72
Estimation
58
Schätzung
58
Panel
56
Panel study
56
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20
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King, Maxwell L.
4
Bera, Anil K.
3
Boswijk, Herman Peter
2
Brooks, Robert
2
Tu, Yundong
2
Andrews, Donald W. K.
1
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Bollerslev, Tim
1
Bresson, Georges
1
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1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Chu, Chia-shang James
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
Godfrey, L. G.
1
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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
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1
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1
Li, Dong
1
Li, Shuo
1
Lin, Eric S.
1
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1
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1
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1
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Journal of quantitative economics : official journal of the Indian Econometric Society
Cowles Foundation discussion paper
Econometric reviews
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
73
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
International economic review
11
Oxford bulletin of economics and statistics
11
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
Econometrics : open access journal
7
The review of economics and statistics
7
Applied economics letters
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of the American Statistical Association : JASA
6
Computational economics
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
5
The review of economic studies
5
Applied economics
4
Journal of the Royal Statistical Society
4
Special section on small-sample properties of generalized method of moments (GMM)
4
Economic modelling
3
Giornale degli economisti e annali di economia
3
Hitotsubashi journal of economics
3
International journal of forecasting
3
Journal of economic surveys
3
Journal of forecasting
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Regional science & urban economics
3
Revue de statistique appliquée
3
Scandinavian journal of statistics : SJS ; theory and applications
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Advances in econometrics
2
Applied financial economics
2
Applying maximum entropy to econometric problems
2
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ECONIS (ZBW)
53
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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 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:
3
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:
4
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:
5
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:
6
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:
7
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
8
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:
9
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:
10
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
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