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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Momentenmethode"
~subject:"Multiple equation model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Theorie
Momentenmethode
Multiple equation model
Zeitreihenanalyse
Estimation theory
2,034
Schätztheorie
2,034
Theory
546
Time series analysis
367
Nichtparametrisches Verfahren
337
Nonparametric statistics
337
Regression analysis
307
Regressionsanalyse
307
Estimation
269
Schätzung
265
Panel
170
Panel study
170
Statistical test
161
Statistischer Test
161
Volatility
123
Volatilität
123
Method of moments
102
Forecasting model
89
Prognoseverfahren
89
Maximum likelihood estimation
87
Maximum-Likelihood-Schätzung
87
Autocorrelation
85
Autokorrelation
85
Induktive Statistik
82
Statistical inference
82
Bootstrap approach
79
Bootstrap-Verfahren
79
Statistical distribution
79
Statistische Verteilung
79
Cointegration
75
Kointegration
74
Instrumental variables
72
Bayes-Statistik
69
Bayesian inference
69
Stochastic process
66
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66
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62
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879
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51
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876
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876
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46
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46
Graue Literatur
34
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930
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Franses, Philip Hans
18
Phillips, Peter C. B.
18
Baltagi, Badi H.
14
Lee, Lung-fei
10
Li, Qi
10
Linton, Oliver
10
Hsiao, Cheng
9
Taylor, Robert
9
Gouriéroux, Christian
8
Chen, Xiaohong
7
Leybourne, Stephen James
7
Pesaran, M. Hashem
7
Srivastava, Virendra K.
7
Chib, Siddhartha
6
Kleibergen, Frank
6
Li, Jia
6
Ohtani, Kazuhiro
6
Schmidt, Peter
6
Tauchen, George Eugene
6
Todorov, Viktor
6
Andersen, Torben
5
Andrews, Donald W. K.
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Dijk, Dick van
5
Haldrup, Niels
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Krämer, Walter
5
Li, Yingying
5
Lucas, André
5
Lütkepohl, Helmut
5
Magnus, Jan R.
5
Newey, Whitney K.
5
Perron, Pierre
5
Robinson, Peter M.
5
Sun, Yiguo
5
Sun, Yixiao
5
Xiao, Zhijie
5
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Statistical papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
Economics letters
491
Econometric theory
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
313
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
236
Discussion paper / Tinbergen Institute
162
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of applied econometrics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
114
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
93
Cowles Foundation discussion paper
87
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Applied economics
81
CORE discussion paper : DP
81
The econometrics journal
79
International journal of forecasting
77
Journal of forecasting
76
CEMMAP working papers / Centre for Microdata Methods and Practice
72
CREATES research paper
70
Technical working paper / National Bureau of Economic Research
66
Working paper series
64
The review of economic studies
63
Applied economics letters
62
International economic review
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Econometrics : open access journal
59
SFB 649 discussion paper
59
Metrika : international journal for theoretical and applied statistics
58
Annales d'économie et de statistique
57
Discussion paper series / IZA
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
American journal of agricultural economics
54
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ECONIS (ZBW)
930
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
5
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
6
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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7
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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8
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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9
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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