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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Horowitz, Joel"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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Schätztheorie
Estimation theory
Monte-Carlo-Simulation
USA
Theorie
43
Theory
43
Time series analysis
15
Zeitreihenanalyse
15
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Einheitswurzeltest
7
Stochastic process
7
Stochastischer Prozess
7
Unit root test
7
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
Estimation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Autoregression
2
Bias
2
IV-Schätzung
2
Instrumental variables
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Martingal
2
Martingale
2
Microeconometrics
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Mikroökonometrie
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Article
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9
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9
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English
9
Author
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Horowitz, Joel
Phillips, Peter C. B.
Chib, Siddhartha
11
Koop, Gary
9
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Diebold, Francis X.
5
Franses, Philip Hans
5
Steel, Mark F. J.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Granger, C. W. J.
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Deschamps, Jean-Philippe
3
Donald, Stephen G.
3
Geweke, John
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hong, Han
3
Hsiao, Cheng
3
Khalaf, Lynda
3
Li, Yong
3
Linton, Oliver
3
Lucas, André
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ng, Serena
3
Ohtani, Kazuhiro
3
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Journal of econometrics
Cowles Foundation discussion paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
The review of economic studies
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Oxford bulletin of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annual review of economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Handbook of econometrics ; Vol. 1
1
Journal of international money and finance
1
Journal of urban economics
1
Lecture notes in statistics
1
Papers in honor of Patrick C. McMahon
1
Robust inference
1
Social Systems Research Institute
1
Special issue on new developments in time series econometrics
1
Special issue on topics in applied 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
Working papers in economics
1
Working papers in economics and econometrics
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ECONIS (ZBW)
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1
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9
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9
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date (newest first)
date (oldest first)
1
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:
2
Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Gørgens, Tue
;
Horowitz, Joel
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 155-191
Persistent link: https://www.econbiz.de/10001382109
Saved in:
3
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
4
Censoring of outcomes and regressors due to survey nonresponse : identification and estimation using weights and imputations
Horowitz, Joel
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10001234513
Saved in:
5
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
6
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
7
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
8
Bootstrap-based critical values for the information matrix test
Horowitz, Joel
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10001155760
Saved in:
9
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Saved in:
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