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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Bootstrap approach"
~subject:"Monte Carlo simulation"
~subject:"Statistische Methodenlehre"
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Schätztheorie
Bootstrap approach
Monte Carlo simulation
Statistische Methodenlehre
Theorie
3,119
Theory
3,119
Estimation theory
608
Time series analysis
402
Zeitreihenanalyse
402
Nichtparametrisches Verfahren
219
Nonparametric statistics
219
Estimation
215
Schätzung
215
USA
193
United States
193
Spieltheorie
186
Game theory
183
Statistical test
180
Statistischer Test
180
Regression analysis
152
Regressionsanalyse
152
Forecasting model
146
Prognoseverfahren
146
Volatility
143
Volatilität
143
Statistical theory
140
Stochastic process
134
Stochastischer Prozess
134
Panel
119
Panel study
119
Bayes-Statistik
110
Bayesian inference
110
Method of moments
109
Momentenmethode
109
Ökonometrie
108
Econometrics
106
Statistical distribution
103
Statistische Verteilung
103
Bootstrap-Verfahren
95
Cointegration
90
Kointegration
90
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Undetermined
46
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Article
828
Book / Working Paper
3
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All
Article in journal
824
Aufsatz in Zeitschrift
824
Collection of articles of several authors
10
Sammelwerk
10
Conference proceedings
5
Konferenzschrift
5
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
831
Author
All
Andrews, Donald W. K.
26
Phillips, Peter C. B.
17
Horowitz, Joel
16
Newey, Whitney K.
16
Chib, Siddhartha
11
Robinson, Peter M.
11
White, Halbert
11
Imbens, Guido
9
Gouriéroux, Christian
8
Hansen, Bruce E.
8
Lee, Lung-fei
8
Davidson, Russell
7
Dufour, Jean-Marie
7
King, Maxwell L.
7
Koop, Gary
7
Li, Qi
7
Stock, James H.
7
Swanson, Norman R.
7
Chernozhukov, Victor
6
Gonçalves, Sílvia
6
Granger, C. W. J.
6
Kohn, Robert
6
Lewbel, Arthur
6
Linton, Oliver
6
Magnus, Jan R.
6
Nelson, Daniel B.
6
Perron, Pierre
6
Powell, James
6
Savin, N. Eugene
6
Smith, Richard J.
6
Bai, Jushan
5
Bierens, Herman J.
5
Chen, Songnian
5
Donald, Stephen G.
5
Hong, Han
5
Kitamura, Yuichi
5
Li, Yong
5
Pesaran, M. Hashem
5
Ploberger, Werner
5
Ridder, Geert
5
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
Economics letters
489
Econometric theory
334
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
284
Econometric reviews
212
Série des documents de travail / Centre de Recherche en Économie et Statistique
210
Journal of applied econometrics
163
Journal of quantitative economics : official journal of the Indian Econometric Society
148
Discussion paper / Tinbergen Institute
145
The review of economics and statistics
138
Oxford bulletin of economics and statistics
120
Discussion paper / Center for Economic Research, Tilburg University
117
CORE discussion paper : DP
112
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
110
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
106
Statistical papers
96
Working paper / National Bureau of Economic Research, Inc.
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Journal of forecasting
80
Applied economics
79
International economic review
77
Annales d'économie et de statistique
70
Technical working paper / National Bureau of Economic Research
70
Europäische Hochschulschriften / 5
66
Journal of economic dynamics & control
66
The review of economic studies
66
American journal of agricultural economics
64
Journal of the Royal Statistical Society
62
Working paper
62
Metrika : international journal for theoretical and applied statistics
60
Working paper series
60
Discussion paper series / IZA
59
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
57
International journal of forecasting
54
Lehrbuch
54
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
Cowles Foundation discussion paper
53
European journal of operational research : EJOR
53
The econometrics journal
51
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ECONIS (ZBW)
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1
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
2
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
3
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
Saved in:
6
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
7
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
8
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
9
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
10
Bootstrap based probability forecasting in multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012618609
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