//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Craig, Ben R."
subject:"Exchange rate"
~accessRights:"restricted"
~isPartOf:"Economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Imbens, Guido"
~person:"Phillips, Peter C. B."
~person:"Westerlund, Joakim"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Estimation theory
Forecasting model
Maximum likelihood estimation
Monte Carlo simulation
Statistical inference
Stochastischer Prozess
Schätztheorie
22
Time series analysis
8
Zeitreihenanalyse
8
Regression analysis
7
Regressionsanalyse
7
Cointegration
5
Kointegration
5
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Einheitswurzeltest
3
Endogeneity
3
Fixed effects
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Unit root test
3
Asymptotic size
2
Confidence set
2
Correlation
2
Identification
2
Kernel degeneracy
2
Korrelation
2
Local to unity
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Super-consistency
2
Time-varying coefficients
2
(Adaptive) model selection
1
401(k) plan
1
Aggregation
1
Asymptotic power
1
Asymptotics
1
Asymptotics under misspecified trend regression
1
Autocorrelation
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
22
Conference paper
1
Konferenzbeitrag
1
Language
All
English
22
Author
All
Craig, Ben R.
Andrews, Donald W. K.
Imbens, Guido
Phillips, Peter C. B.
Westerlund, Joakim
Linton, Oliver
13
Gao, Jiti
11
Su, Liangjun
11
Chen, Songnian
10
Lee, Lung-fei
10
Francq, Christian
9
Li, Degui
9
Robinson, Peter M.
9
Todorov, Viktor
8
Zhu, Ke
8
Li, Kunpeng
7
Li, Yingying
7
Peng, Bin
7
Taylor, Robert
7
Bai, Jushan
6
Cai, Zongwu
6
Fan, Jianqing
6
Fan, Yanqin
6
Koopman, Siem Jan
6
Li, Dong
6
Li, Jia
6
Ng, Serena
6
Park, Joon Y.
6
Sasaki, Yuya
6
Tu, Yundong
6
Zakoïan, Jean-Michel
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Hong, Han
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Liu, Ruixuan
5
Mykland, Per A.
5
Rodrigues, Paulo M. M.
5
Sun, Yiguo
5
Sun, Yixiao
5
Tauchen, George Eugene
5
more ...
less ...
Published in...
All
Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
5
Econometric reviews
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
The econometrics journal
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
3
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
4
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
5
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
6
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
7
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
8
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
9
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
10
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->