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person:"Hong, Han"
subject:"Monte Carlo simulation"
~person:"Hall, Alastair R."
~subject:"Auction theory"
~subject:"Method of moments"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Auction theory
Method of moments
Theorie
Schätztheorie
92
Estimation theory
91
Theory
26
Momentenmethode
20
Simulation
17
Zeitreihenanalyse
15
Time series analysis
14
Bayes-Statistik
9
Bayesian inference
9
Induktive Statistik
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Statistical inference
9
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Impact assessment
8
Wirkungsanalyse
8
Auktionstheorie
6
IV-Schätzung
6
Instrumental variables
6
Monte-Carlo-Simulation
6
Statistical theory
6
Statistische Methodenlehre
6
Structural break
6
Strukturbruch
6
Econometric model
5
Estimation
5
Nichtlineare Regression
5
Nonlinear regression
5
Schätzung
5
Ökonometrisches Modell
5
Dynamic game
4
Dynamisches Spiel
4
First-order identification failure
4
Kleinste-Quadrate-Methode
4
Least squares method
4
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Article
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English
47
Author
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Hong, Han
Hall, Alastair R.
Andrews, Donald W. K.
77
Pesaran, M. Hashem
77
Härdle, Wolfgang
68
Phillips, Peter C. B.
59
Newey, Whitney K.
55
Gouriéroux, Christian
52
Baltagi, Badi H.
43
Franses, Philip Hans
42
Imbens, Guido
37
Swanson, Norman R.
37
McAleer, Michael
36
Giles, David E. A.
35
Smith, Richard J.
34
Horowitz, Joel
33
Dufour, Jean-Marie
32
Lee, Lung-fei
32
Robinson, Peter M.
31
Heckman, James J.
30
Hsiao, Cheng
30
Kohn, Robert
30
Lechner, Michael
30
Bera, Anil K.
29
King, Maxwell L.
29
Kiviet, J. F.
29
Li, Qi
27
Ohtani, Kazuhiro
26
Wooldridge, Jeffrey M.
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kleibergen, Frank
25
Schorfheide, Frank
25
Ullah, Aman
25
Krämer, Walter
24
Maravall Herrero, Agustín
24
Robert, Christian P.
24
Stahlecker, Peter
24
Windmeijer, Frank
24
Zakoïan, Jean-Michel
24
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Johns Hopkins University / Department of Economics
2
Massachusetts Institute of Technology / Department of Economics
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
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Journal of econometrics
7
Economics discussion paper series : EDP
5
Economics letters
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper series
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Massachusetts Institute of Technology Department of Economics working paper series : working paper
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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2
Advanced texts in econometrics
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
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1
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ECONIS (ZBW)
47
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1
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
2
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
-
2018
Persistent link: https://www.econbiz.de/10011945658
Saved in:
3
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
-
2018
Persistent link: https://www.econbiz.de/10011948531
Saved in:
4
Inference in second-order identified models
Donovon, Prosper
;
Kleibergen, Frank
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669272
Saved in:
5
The asymptotic properties of GMM and indirect inference under second inference
Donovon, Prosper
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669274
Saved in:
6
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 346-372
Persistent link: https://www.econbiz.de/10012483005
Saved in:
7
Bayesian indirect inference and the ABC of GMM
Creel, Michael D.
;
Gao, Jiti
;
Hong, Han
;
Kristensen, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011781486
Saved in:
8
Structural Estimation of Auction Models
Hong, Han
-
2015
Persistent link: https://www.econbiz.de/10013010601
Saved in:
9
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
10
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
Saved in:
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