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person:"Srivastava, Virendra K."
subject:"Schätztheorie"
~person:"Baltagi, Badi H."
~person:"Phillips, Peter C. B."
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Theorie
221
Theory
221
Estimation theory
69
Time series analysis
58
Zeitreihenanalyse
58
Panel
37
Panel study
37
Regression analysis
26
Regressionsanalyse
26
Cointegration
21
Einheitswurzeltest
20
Kointegration
20
Stochastic process
20
Stochastischer Prozess
20
Unit root test
20
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Econometrics
17
Ökonometrie
17
Estimation
14
Schätzung
14
Statistical test
14
Statistischer Test
14
Autocorrelation
12
Autokorrelation
12
Microeconometrics
11
Mikroökonometrie
11
Statistical theory
10
Statistische Methodenlehre
10
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Prognoseverfahren
9
Method of moments
8
Modellierung
8
Momentenmethode
8
Scientific modelling
8
USA
8
United States
8
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7
Maximum likelihood estimation
7
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Article
68
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
69
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
2
Conference proceedings
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English
69
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Srivastava, Virendra K.
Baltagi, Badi H.
Phillips, Peter C. B.
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Li, Qi
25
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Giles, David E. A.
19
McAleer, Michael
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Bera, Anil K.
13
Godfrey, L. G.
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
Kuan, Chung-ming
11
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Journal of econometrics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
8
Statistical papers
8
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Annales d'économie et de statistique
4
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics letters
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Annals of economics and finance
1
Journal of applied econometrics
1
Metrika : international journal for theoretical and applied statistics
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
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ECONIS (ZBW)
69
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1
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69
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1
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
2
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
3
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
4
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
5
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
6
Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
Saved in:
7
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
8
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
9
Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption
Baltagi, Badi H.
;
Bresson, Georges
;
Griffin, James M.
; …
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 795-811
Persistent link: https://www.econbiz.de/10001798190
Saved in:
10
A comparative study of alternative estimators for the unbalanced two-way error component regression model
Baltagi, Badi H.
;
Song, Seuck-heun
;
Jung, Byoung C.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 480-493
Persistent link: https://www.econbiz.de/10001713324
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