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person:"Ghysels, Eric"
subject:"Schätztheorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Kleibergen, Frank"
~subject:"Statistischer Test"
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Schätztheorie
Statistischer Test
Theorie
8
Theory
8
Statistical test
4
ARCH model
2
ARCH-Modell
2
Estimation
2
IV-Schätzung
2
Instrumental variables
2
Schätzung
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Volatility
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Bayes-Statistik
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Deutschland
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Method of moments
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Portfolio-Management
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Ghysels, Eric
Kleibergen, Frank
Andrews, Donald W. K.
21
Newey, Whitney K.
13
Phillips, Peter C. B.
9
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Kitamura, Yuichi
6
Stock, James H.
6
White, Halbert
6
Bai, Jushan
5
Dufour, Jean-Marie
5
Lewbel, Arthur
5
Chernozhukov, Victor
4
Hahn, Jinyong
4
Hausman, Jerry A.
4
Hong, Yongmiao
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Smith, Richard J.
4
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Guggenberger, Patrik
3
Hirano, Keisuke
3
Linton, Oliver
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Savin, N. Eugene
3
Sims, Christopher A.
3
Tauchen, George Eugene
3
Vuong, Quang H.
3
Abrevaya, Jason
2
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
10
Journal of econometrics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric theory
4
Report / Econometric Institute, Erasmus University Rotterdam
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Center for Economic Research, Tilburg University
2
International economic review
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
Special section on small-sample properties of generalized method of moments (GMM)
1
TRACE discussion papers / Tinbergen Institute
1
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ECONIS (ZBW)
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1
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
Saved in:
2
On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2649-2666
Persistent link: https://www.econbiz.de/10009689456
Saved in:
3
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
Saved in:
4
Pivotal statistics for testing structural parameters in instrumental variables regression
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1781-1803
Persistent link: https://www.econbiz.de/10001702244
Saved in:
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