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person:"Gredenhoff, Mikael P."
type_genre:"Collection of articles written by one author"
~person:"Choi, In"
~person:"Wolf, Michael"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Schätztheorie
Estimation theory
33
rotation equivariance
8
Correlation
7
Kleinste-Quadrate-Methode
7
Korrelation
7
Least squares method
7
Bootstrap approach
6
Bootstrap-Verfahren
6
HC standard errors
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Large-dimensional asymptotics
5
Linear algebra
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Lineare Algebra
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Statistical test
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Statistischer Test
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large-dimensional asymptotics
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random matrix theory
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Bootstrap
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Conditional heteroskedasticity
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Monte-Carlo-Simulation
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Time series analysis
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Zeitreihenanalyse
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weighted least squares
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ARCH-Modell
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Hilbert transform
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Monte Carlo simulation
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Portfolio selection
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Portfolio-Management
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Theorie
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Theory
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factor models
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Analysis of variance
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Dynamic conditional correlations
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HAC inference
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Heteroscedasticity
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Markowitz portfolio selection
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Collection of articles written by one author
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Gredenhoff, Mikael P.
Choi, In
Wolf, Michael
Härdle, Wolfgang
104
Phillips, Peter C. B.
95
Gao, Jiti
76
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
62
Dette, Holger
57
Imbens, Guido
50
Otsu, Taisuke
48
Newey, Whitney K.
46
Kapetanios, George
43
Lütkepohl, Helmut
43
Gouriéroux, Christian
42
Nielsen, Morten Ørregaard
42
Lechner, Michael
38
Sentana, Enrique
38
Koopman, Siem Jan
37
Swanson, Norman R.
36
Chen, Xiaohong
35
Johansen, Søren
35
Croux, Christophe
34
Weidner, Martin
34
Franses, Philip Hans
33
Marcellino, Massimiliano
33
Cai, Zongwu
30
Magnus, Jan R.
30
Fernández-Val, Iván
29
Kleibergen, Frank
29
Andrews, Donald W. K.
28
Kilian, Lutz
28
Kitagawa, Toru
28
McAleer, Michael
28
Teräsvirta, Timo
28
Horowitz, Joel
27
Lewbel, Arthur
27
Peng, Bin
27
Fiorentini, Gabriele
26
Heckman, James J.
26
Nielsen, Bent
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Ekonomiska forskningsinstitutet <Stockholm>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Working paper series / University of Zurich, Department of Economics
23
Working paper / Institute for Empirical Research in Economics, University of Zürich
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ECONIS (ZBW)
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31
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
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1998
Persistent link: https://www.econbiz.de/10000984101
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32
The Hausman tests for cointegration
Choi, In
-
1991
Persistent link: https://www.econbiz.de/10000970127
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33
Three essays on econometrics
Choi, In
-
1990
Persistent link: https://www.econbiz.de/10000849504
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