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person:"Hall, Alastair R."
subject:"Statistische Methodenlehre"
~person:"Lütkepohl, Helmut"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Schätztheorie
134
Estimation theory
133
Zeitreihenanalyse
55
Time series analysis
54
VAR model
51
VAR-Modell
51
Theorie
33
Theory
33
Method of moments
20
Momentenmethode
20
Heteroscedasticity
19
Heteroskedastizität
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Estimation
18
Schätzung
18
Geldpolitik
13
Monetary policy
13
Structural vector autoregression
13
Deutschland
12
Germany
12
Impulse responses
12
Schock
12
Shock
12
Simulation
12
Geldnachfrage
10
Money demand
10
vector autoregressive process
9
ARCH model
8
ARCH-Modell
8
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Impact assessment
8
Wirkungsanalyse
8
Cointegration
7
Kointegration
7
GARCH
6
Heteroskedasticity
6
IV-Schätzung
6
Instrumental variables
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English
6
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Hall, Alastair R.
Lütkepohl, Helmut
Angrist, Joshua D.
13
Bera, Anil K.
12
McAleer, Michael
9
Robert, Christian P.
9
White, Halbert
9
Andrews, Donald W. K.
8
Imbens, Guido
8
Ploberger, Werner
8
Dufour, Jean-Marie
7
Pesaran, M. Hashem
7
Phillips, Peter C. B.
7
Bauwens, Luc
6
Bekaert, Geert
6
Diebold, Francis X.
6
Ericsson, Neil R.
6
Ghysels, Eric
6
Godfrey, L. G.
6
Hahn, Jinyong
6
Hodrick, Robert J.
6
Hong, Yongmiao
6
Imbens, Guido W.
6
King, Maxwell L.
6
Krueger, Alan B.
6
MacKinnon, James G.
6
Silvapulle, Paramsothy
6
Startz, Richard
6
Urbain, Jean-Pierre
6
Zellner, Arnold
6
Davidson, Russell
5
Foster, Dean P.
5
Gouriéroux, Christian
5
Hansen, Bruce E.
5
Horowitz, Joel
5
Johnson, Phillip
5
Kuan, Chung-ming
5
Manski, Charles F.
5
Metcalf, Gilbert E.
5
Nelson, Charles R.
5
Nelson, Daniel B.
5
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International economic review
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Economics letters
1
Journal of econometrics
1
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ECONIS (ZBW)
6
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1
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
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2
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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3
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
4
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
5
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
Saved in:
6
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R.
- In:
Economics letters
21
(
1986
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
Saved in:
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