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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Method of moments"
~subject:"USA"
~type:"article"
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Subject
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Schätztheorie
Estimation theory
Method of moments
USA
Theorie
1,572
Theory
1,572
Time series analysis
319
Zeitreihenanalyse
319
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
137
Nonparametric statistics
137
Statistical test
126
Statistischer Test
126
Forecasting model
125
Prognoseverfahren
125
Volatility
124
Volatilität
124
Regression analysis
114
Regressionsanalyse
114
Stochastic process
103
Stochastischer Prozess
103
United States
91
Panel
89
Panel study
89
Bayes-Statistik
88
Bayesian inference
88
Momentenmethode
80
Statistical distribution
79
Statistische Verteilung
79
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
Einheitswurzeltest
65
Unit root test
65
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Undetermined
27
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Book / Working Paper
6
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500
Aufsatz in Zeitschrift
500
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
2
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2
Systematic review
1
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1
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English
507
Author
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Lee, Lung-fei
10
Schmidt, Peter
8
Gouriéroux, Christian
7
Chib, Siddhartha
6
Li, Qi
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
5
Franses, Philip Hans
5
Gallant, A. Ronald
5
Kohn, Robert
5
Koop, Gary
5
Steel, Mark F. J.
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Chen, Songnian
4
Chen, Xiaohong
4
Diebold, Francis X.
4
Granger, C. W. J.
4
Inoue, Atsushi
4
King, Maxwell L.
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Pesaran, M. Hashem
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ai, Chunrong
3
Ali, Mukhtar M.
3
Atkinson, Scott Estes
3
Donald, Stephen G.
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Grammig, Joachim
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Hall, Alastair R.
3
Hong, Han
3
Horowitz, Joel
3
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Published in...
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Journal of econometrics
Economics letters
577
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
343
European journal of operational research : EJOR
339
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
331
The review of economics and statistics
323
The American economic review
310
Econometric theory
307
American journal of agricultural economics
281
The review of financial studies
236
The journal of finance : the journal of the American Finance Association
226
Applied economics
219
Journal of applied econometrics
218
Computers & operations research : and their applications to problems of world concern ; an international journal
209
Journal of monetary economics
205
Journal of political economy
187
Econometric reviews
186
Southern economic journal
175
International economic review
173
Journal of money, credit and banking : JMCB
156
Journal of banking & finance
155
Journal of economic dynamics & control
146
International journal of production research
145
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Economic inquiry : journal of the Western Economic Association International
143
Journal of financial economics
139
The economic journal : the journal of the Royal Economic Society
134
Journal of macroeconomics
129
Oxford bulletin of economics and statistics
129
The journal of futures markets
121
The quarterly journal of economics
119
Journal of urban economics
114
Public choice
113
The review of economic studies
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Applied economics letters
103
Journal of public economics
103
Journal of economic literature
101
Journal of international money and finance
99
Journal of economic behavior & organization : JEBO
96
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ECONIS (ZBW)
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507
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
GMM quantile regression
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 432-452
Persistent link: https://www.econbiz.de/10013464059
Saved in:
3
Feedback in panel data models
Chamberlain, Gary
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10013440502
Saved in:
4
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
5
An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
Saved in:
6
Spatial dynamic panel data models with correlated random effects
Li, Liyao
;
Yang, Zhenlin
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
Saved in:
7
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
8
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
9
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
10
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
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