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person:"Craig, Ben R."
subject:"Exchange rate"
~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:"Li, Qi"
~person:"Park, Joon Y."
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Zakoïan, Jean-Michel"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Regression analysis"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Einheitswurzeltest
Estimation theory
Forecasting model
Maximum likelihood estimation
Regression analysis
Statistical inference
Stochastischer Prozess
Schätztheorie
99
Time series analysis
29
Zeitreihenanalyse
29
Regressionsanalyse
23
Theorie
19
Theory
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation
16
Schätzung
16
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12
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99
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Craig, Ben R.
Andrews, Donald W. K.
Imbens, Guido
Li, Qi
Park, Joon Y.
Phillips, Peter C. B.
Taylor, Robert
Zakoïan, Jean-Michel
Linton, Oliver
22
Lee, Lung-fei
21
Chen, Songnian
19
Su, Liangjun
18
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Francq, Christian
13
Gao, Jiti
13
Fan, Yanqin
12
Gouriéroux, Christian
11
Hsiao, Cheng
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Fan, Jianqing
8
Gallant, A. Ronald
8
Kohn, Robert
8
Koopman, Siem Jan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
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Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometric reviews
10
Economics letters
10
The review of economic studies
10
The econometrics journal
7
Oxford bulletin of economics and statistics
5
International economic review
4
Quantitative economics : QE ; journal of the Econometric Society
4
Annales d'économie et de statistique
3
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3
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3
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2
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2
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2
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1
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1
Evaluation of training and other social programmes
1
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1
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Journal of human resources : JHR
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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Symposium on simulation methods in econometrics
1
Testing integration and cointegration
1
The review of economic studies : RES
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ECONIS (ZBW)
99
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
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:
10
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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