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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The review of economic studies"
~subject:"Money supply"
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Search: subject_exact:"Estimation theory"
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Theorie
Money supply
Estimation theory
663
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663
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417
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73
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73
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66
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66
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52
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47
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Härdle, Wolfgang
17
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9
Srivastava, Virendra K.
9
Park, Byeong U.
7
Baltagi, Badi H.
6
Giles, David E. A.
6
Simar, Léopold
6
Ullah, Aman
6
Giot, Pierre
5
Nesterov, Jurij Evgenʹevič
5
Ohtani, Kazuhiro
5
Phillips, Peter C. B.
5
Singh, Radhey S.
5
Bhatti, Muhammad Ishaq
4
Chaturvedi, Anoop
4
Cybakov, Aleksandr B.
4
Fry, Tim R. L.
4
Hall, Peter
4
Nachane, Dilip M.
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Toutenburg, Helge
4
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4
Trenkler, Götz
4
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3
Arellano, Manuel
3
Bera, Anil K.
3
Broze, Laurence
3
Grund, Birgit
3
Hafner, Christian M.
3
Hotz, Vincent Joseph
3
Hsiao, Cheng
3
Ichimura, Hidehiko
3
Kennedy, Peter
3
King, Maxwell L.
3
Krämer, Walter
3
Mallela, Parthasaradhi
3
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3
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3
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3
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3
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
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Statistical papers
CORE discussion paper : DP
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of economic studies
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383
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368
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285
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240
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198
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155
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136
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131
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125
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86
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83
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75
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57
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53
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51
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49
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47
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45
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44
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41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
39
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37
International economic journal
36
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36
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35
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ECONIS (ZBW)
418
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1
A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
Farré, Lídia
;
Klein, Roger W.
;
Vella, Francis
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10009703632
Saved in:
2
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
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3
Panel estimation of state-dependent adjustment when the target is unobserved
Kalckreuth, Ulf von
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 205-235
Persistent link: https://www.econbiz.de/10008859090
Saved in:
4
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
5
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
6
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
7
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
8
Non-parametric identification and estimation of truncated regression models
Chen, Songnian
- In:
The review of economic studies
77
(
2010
)
1
,
pp. 127-153
Persistent link: https://www.econbiz.de/10003950520
Saved in:
9
Estimating intertemporal allocation parameters using synthetic residual estimation
Alan, Sule
;
Browning, Martin James
- In:
The review of economic studies
77
(
2010
)
4
,
pp. 1231-1261
Persistent link: https://www.econbiz.de/10009238370
Saved in:
10
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
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