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person:"Giles, David E. A."
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~person:"Li, Qi"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Estimation theory
72
Schätztheorie
72
Theorie
33
Theory
33
Time series analysis
24
Zeitreihenanalyse
24
Cointegration
12
Kointegration
12
Regression analysis
6
Regressionsanalyse
6
Robust statistics
6
Robustes Verfahren
6
Modellierung
5
Scientific modelling
5
VAR model
5
VAR-Modell
5
Estimation
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Non-stationarity
4
Robust Statistics
4
Schätzung
4
Stationarity
4
Statistical theory
4
Statistische Methodenlehre
4
1-step Huber-skip
3
Chebychev estimator
3
Hedging
3
LMS
3
LTS
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Normal distribution
3
Rational expectations
3
Rationale Erwartung
3
Regression
3
Statistical method
3
Statistische Methode
3
Uniform distribution
3
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72
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Arbeitspapier
Article in journal
141
Aufsatz in Zeitschrift
141
Working Paper
72
Graue Literatur
68
Non-commercial literature
68
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10
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10
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1
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English
72
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
Li, Qi
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Gao, Jiti
76
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Kapetanios, George
43
Lütkepohl, Helmut
43
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Kilian, Lutz
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Discussion paper / Department of Economics, University of Canterbury
11
Discussion papers / Department of Economics, University of Copenhagen
11
CREATES research paper
10
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Discussion paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Working papers in economics and econometrics
4
Department of Economics discussion paper series / University of Oxford
3
Department of Economics working paper series / McMaster University, Department of Economics
3
Queen's Economics Department working paper
3
Discussion papers / Institute of Economics, University of Copenhagen
2
EUI working paper / ECO
2
DAE working paper
1
Discussion paper series / University of Guelph, Department of Economics
1
Documentos de trabajo / Centro de Estudios Distributivos, Laborales y Sociales
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ECONIS (ZBW)
72
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41
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
42
Rao's score, Neyman's C (a [alpha]) and Silvey's LM tests : an essay on historical developments and some new results
Bera, Anil K.
;
Bilias, Yannis
-
1997
Persistent link: https://www.econbiz.de/10000968422
Saved in:
43
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974051
Saved in:
44
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
45
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
46
Spatial dependence in linear regression models with an introduction to spatial econometrics
Anselin, Luc
;
Bera, Anil K.
-
1996
Persistent link: https://www.econbiz.de/10000954357
Saved in:
47
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chander
-
1996
Persistent link: https://www.econbiz.de/10000957329
Saved in:
48
Central limit theorem for degenerate U-statistics of absolutely regular processes with applications to model specification testing
Fan, Yanqin
;
Li, Qi
-
1996
Persistent link: https://www.econbiz.de/10000961590
Saved in:
49
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
50
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
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