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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Canay, Ivan A."
~person:"Hall, Alastair R."
~subject:"Method of moments"
~subject:"Theory"
~subject:"Weak dependence"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Method of moments
Theory
Weak dependence
Estimation theory
131
Schätztheorie
131
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
Momentenmethode
32
Statistical test
27
Statistischer Test
27
Time series analysis
24
Zeitreihenanalyse
24
Theorie
20
Regression analysis
19
Regressionsanalyse
19
Induktive Statistik
15
Statistical inference
15
Bootstrap approach
14
Bootstrap-Verfahren
14
IV-Schätzung
11
Instrumental variables
11
Impact assessment
9
Wirkungsanalyse
9
Nichtlineare Regression
8
Nonlinear regression
8
Simulation
8
Modellierung
7
Scientific modelling
7
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Estimation
6
Moment Inequalities
6
Partial Identification
6
Schätzung
6
Structural break
6
Strukturbruch
6
Hypothesis Testing
5
Random matrices
5
Semiparametric efficiency
5
Statistical theory
5
Statistische Methodenlehre
5
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Free
21
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6
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Article
28
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26
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Working Paper
Article in journal
Aufsatz in Zeitschrift
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
1
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1
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1
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1
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English
54
Author
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Chen, Xiaohong
Canay, Ivan A.
Hall, Alastair R.
Härdle, Wolfgang
63
Pesaran, M. Hashem
62
Phillips, Peter C. B.
55
Andrews, Donald W. K.
54
Newey, Whitney K.
51
Gouriéroux, Christian
42
Franses, Philip Hans
41
Imbens, Guido
36
McAleer, Michael
35
Swanson, Norman R.
35
Giles, David E. A.
34
Baltagi, Badi H.
33
Smith, Richard J.
32
Lee, Lung-fei
30
Heckman, James J.
28
Robinson, Peter M.
28
Bera, Anil K.
27
Li, Qi
26
Diebold, Francis X.
25
Horowitz, Joel
25
Kleibergen, Frank
25
Kohn, Robert
25
Kiviet, J. F.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Granger, C. W. J.
23
King, Maxwell L.
23
Zakoïan, Jean-Michel
23
Lütkepohl, Helmut
22
Robert, Christian P.
22
Hsiao, Cheng
21
Srivastava, Virendra K.
21
Steel, Mark F. J.
21
Ullah, Aman
21
Chernozhukov, Victor
20
Hahn, Jinyong
20
Scaillet, Olivier
20
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National Bureau of Economic Research
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
9
Journal of econometrics
8
Cowles Foundation discussion paper
6
Econometric theory
6
Economics discussion paper series : EDP
5
Economics letters
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper series
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Yale Economics Department working papers
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
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41
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
42
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
43
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
44
Sieve extremum estimates for weakly dependent data
Chen, Xiaohong
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
Saved in:
45
Judging instrument relevance in instrumental variables estimation
Hall, Alastair R.
- In:
International economic review
37
(
1996
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10001202124
Saved in:
46
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
Saved in:
47
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R.
- In:
Economics letters
52
(
1996
)
3
,
pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
Saved in:
48
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
49
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
50
Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
Saved in:
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