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source:"econis"
subject:"Schätztheorie"
~person:"Bera, Anil K."
~person:"Giles, David E. A."
~person:"Steel, Mark F. J."
~subject:"Markov-Kette"
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Schätztheorie
Markov-Kette
Theorie
188
Theory
188
Estimation theory
80
Time series analysis
22
Zeitreihenanalyse
22
Bayes-Statistik
18
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18
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18
Statistischer Test
18
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17
Schätzung
17
Statistical theory
16
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16
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15
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14
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14
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14
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12
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9
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83
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Bera, Anil K.
Giles, David E. A.
Steel, Mark F. J.
Härdle, Wolfgang
72
Gouriéroux, Christian
57
Pesaran, M. Hashem
57
Phillips, Peter C. B.
55
Franses, Philip Hans
48
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Kohn, Robert
40
Lütkepohl, Helmut
39
Swanson, Norman R.
36
Imbens, Guido
35
McAleer, Michael
35
Robert, Christian P.
33
Koop, Gary
31
Heckman, James J.
30
Horowitz, Joel
30
King, Maxwell L.
30
Robinson, Peter M.
30
Waggoner, Daniel F.
30
Baltagi, Badi H.
29
Bauwens, Luc
28
Chib, Siddhartha
28
Brännäs, Kurt
27
Diebold, Francis X.
27
Dufour, Jean-Marie
27
Lucas, André
27
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Elliott, Robert J.
25
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Winkelmann, Rainer
24
Billio, Monica
23
Paap, Richard
23
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Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
10
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Econometric reviews
6
Journal of econometrics
6
Discussion paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of productivity analysis
2
Oxford bulletin of economics and statistics
2
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1
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1
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1
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1
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1
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1
The financial review : the official publication of the Eastern Finance Association
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The journal of international trade & economic development
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ECONIS (ZBW)
Showing
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83
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1
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Griffin, J. E.
;
Steel, Mark F. J.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 605-644
Persistent link: https://www.econbiz.de/10003374347
Saved in:
2
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
Saved in:
3
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
4
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
5
The MM, ME, ML, EL, EF and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
-
2001
Persistent link: https://www.econbiz.de/10001580210
Saved in:
6
On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.
;
Suprayitno, Totok
;
Premaratne, Gamini
-
2000
Persistent link: https://www.econbiz.de/10001545282
Saved in:
7
A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 47-79
Persistent link: https://www.econbiz.de/10001497678
Saved in:
8
On some optimality properties of Fisher-Rao score function in testing and estimation
Bera, Anil K.
;
Bilias, Yannis
-
2000
Persistent link: https://www.econbiz.de/10001534265
Saved in:
9
Information matrix tests for the composed error frontier model
Bera, Anil K.
;
Mallick, Naresh C.
-
1999
Persistent link: https://www.econbiz.de/10001376760
Saved in:
10
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chandra
- In:
Journal of productivity analysis
12
(
1999
)
3
,
pp. 187-210
Persistent link: https://www.econbiz.de/10001435281
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