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subject:"Asymmetrische Information"
~isPartOf:"Economics letters"
~isPartOf:"Journal of consumer policy : consumer issues in law, economics and behavioural sciences"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Krämer, Walter"
~person:"Schmidt, Peter"
~subject:"Panel study"
~subject:"Probability theory"
~subject:"Theory"
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Asymmetrische Information
Panel study
Probability theory
Theory
Theorie
40
Estimation theory
13
Schätztheorie
13
Time series analysis
9
Zeitreihenanalyse
9
Method of moments
5
Momentenmethode
5
Panel
4
Einheitswurzeltest
3
Production function
3
Produktionsfunktion
3
Statistical theory
3
Statistische Methodenlehre
3
Technical efficiency
3
Technische Effizienz
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
Cointegration
2
Endogeneity
2
Kointegration
2
Stochastic frontier
2
ARFIMA
1
Autocorrelation
1
Autokorrelation
1
Backtesting
1
Capital income
1
Chaos theory
1
Chaostheorie
1
Choice of transport mode
1
Cost function
1
Econometrics
1
Efficiency measurement
1
Einkommensverteilung
1
Environmental variables
1
Estimation
1
Forecasting model
1
Hesse
1
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39
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1
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39
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39
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1
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1
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English
Author
All
Krämer, Walter
Schmidt, Peter
Phillips, Peter C. B.
38
Pesaran, M. Hashem
20
Stark, Oded
19
Lee, Lung-fei
18
Li, Qi
18
Swanson, Norman R.
18
Gouriéroux, Christian
17
Koop, Gary
17
Franses, Philip Hans
16
Yu, Jun
16
Diebold, Francis X.
15
Kumbhakar, Subal
15
Linton, Oliver
15
Lütkepohl, Helmut
15
Tsionas, Efthymios G.
15
Ghysels, Eric
14
McAleer, Michael
14
Xiao, Zhijie
14
Baltagi, Badi H.
13
Chib, Siddhartha
13
Granger, C. W. J.
13
Kapetanios, George
13
Peel, David
13
Steel, Mark F. J.
13
Timmermann, Allan
13
Dufour, Jean-Marie
12
Färe, Rolf
12
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Renault, Eric
12
Whang, Yoon-jae
12
Aït-Sahalia, Yacine
11
Corradi, Valentina
11
King, Maxwell L.
11
Kuan, Chung-ming
11
Lambertini, Luca
11
Marjit, Sugata
11
Shin, Yongcheol
11
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Economics letters
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Journal of productivity analysis
9
Econometric reviews
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Discussion paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric theory
2
Journal of applied econometrics
2
The econometrics journal
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applied quantitative finance : theory and computational tools
1
Blackwell handbooks in economics
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Center for Economic Research, Tilburg University
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Econometric analysis of financial markets
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic research reports
1
Generalized method of moments estimation
1
IEAS working paper
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of evolutionary economics : JEE
1
Journal of financial economics
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Papers on economics and evolution
1
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ECONIS (ZBW)
40
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
3
Endogeneity problems in econometrics
Kumbhakar, Subal
(
ed.
);
Schmidt, Peter
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011592255
Saved in:
4
Endogeneity in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 280-288
Persistent link: https://www.econbiz.de/10011592266
Saved in:
5
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
6
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
7
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
8
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
9
A robust version of the KPSS test based on indicators
Jong, Robert M. de
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
Saved in:
10
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
Saved in:
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