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person:"Jenkins, Stephen P."
subject:"Schätzung"
~person:"Bailey, Natalia"
~person:"Fan, Jianqing"
~person:"Lechner, Michael"
~subject:"Nonparametric statistics"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Schätzung
Nonparametric statistics
Estimation theory
45
Schätztheorie
45
Nichtparametrisches Verfahren
12
Theorie
12
Theory
12
Correlation
9
Korrelation
9
Time series analysis
8
Zeitreihenanalyse
8
Estimation
6
Impact assessment
6
Matching
6
Wirkungsanalyse
6
Arbeitsmarktpolitik
5
Causality analysis
5
Deutschland
5
Germany
5
Kausalanalyse
5
Labour market policy
5
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Volatilität
5
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
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Induktive Statistik
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Microeconometrics
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Mikroökonometrie
3
Simulation
3
Statistical distribution
3
Statistical inference
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3
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3
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18
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19
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English
18
Author
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Jenkins, Stephen P.
Bailey, Natalia
Fan, Jianqing
Lechner, Michael
Linton, Oliver
36
Li, Qi
33
Su, Liangjun
27
Gao, Jiti
24
Kumbhakar, Subal
23
Racine, Jeffrey
20
Florens, Jean-Pierre
19
Parmeter, Christopher F.
19
Cai, Zongwu
18
Chen, Xiaohong
18
Tsionas, Efthymios G.
18
Chen, Songnian
17
Phillips, Peter C. B.
17
Simar, Léopold
17
Escanciano, Juan Carlos
15
Li, Degui
15
Sun, Yiguo
15
Henderson, Daniel J.
14
Ullah, Aman
14
Horowitz, Joel
13
Lewbel, Arthur
13
Hsiao, Cheng
12
Tauchen, George Eugene
12
White, Halbert
12
Fan, Yanqin
11
Hoderlein, Stefan
11
Jochmans, Koen
11
Lu, Xun
11
Yao, Feng
11
Ai, Chunrong
10
Kapetanios, George
10
Kristensen, Dennis
10
Kumar, Dilip
10
Martins-Filho, Carlos
10
Otsu, Taisuke
10
Robinson, Peter M.
10
Todorov, Viktor
10
Van Keilegom, Ingrid
10
Baltagi, Badi H.
9
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Journal of the American Statistical Association : JASA
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Labour economics : official journal of the European Association of Labour Economists
2
The econometrics journal
2
Annales d'économie et de statistique
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
18
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1
Optimal covariate balancing conditions in propensity score estimation
Fan, Jianqing
;
Imai, Kosuke
;
Lee, Inbeom
;
Liu, Han
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10013540648
Saved in:
2
Does the estimation of the propensity score by machine learning improve matching estimation? : the case of Germany's programmes for long term unemployed
Goller, Daniel
;
Lechner, Michael
;
Moczall, Andreas
; …
- In:
Labour economics : official journal of the European …
65
(
2020
)
Persistent link: https://www.econbiz.de/10012522902
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Sensitivity of matching-based program evaluations to the availability of control variables
Lechner, Michael
;
Wunsch, Conny
- In:
Labour economics : official journal of the European …
21
(
2013
),
pp. 111-121
Persistent link: https://www.econbiz.de/10009737246
Saved in:
7
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing
;
Yang, Feng
;
Song, Rui
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
Saved in:
8
Identification of the effects of dynamic treatments by sequential conditional independence assumptions
Lechner, Michael
;
Miquel, Ruth
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 111-137
Persistent link: https://www.econbiz.de/10003992884
Saved in:
9
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
10
Sequential causal models for the evaluation of labor market programs
Lechner, Michael
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10003805428
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