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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Economics letters"
~isPartOf:"The review of economic studies"
~person:"Bandi, F. M."
~person:"Diebold, Francis X."
~person:"Kuan, Chung-ming"
~person:"Newey, Whitney K."
~person:"Taylor, Larry W."
~person:"Ōgaki, Masao"
~subject:"Capital income"
~subject:"Deutsche Mark"
~subject:"Economic dynamics"
~subject:"Fiscal policy"
~subject:"Kausalanalyse"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Capital income
Deutsche Mark
Economic dynamics
Fiscal policy
Kausalanalyse
Theory
Estimation theory
18
Schätztheorie
18
Theorie
13
Time series analysis
5
Zeitreihenanalyse
5
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Probability theory
2
Schätzung
2
Statistical theory
2
Statistische Methodenlehre
2
Volatility
2
Volatilität
2
Wahrscheinlichkeitsrechnung
2
Business cycle
1
Börsenkurs
1
Cattle market
1
Correlation
1
Dynamic equilibrium
1
Dynamische Wirtschaftstheorie
1
Dynamisches Gleichgewicht
1
Financial market
1
Finanzmarkt
1
High-frequency data
1
IV estimation
1
Integrated volatility estimation
1
Kapitaleinkommen
1
Konjunktur
1
Korrelation
1
Microstructure noise
1
Nichtparametrisches Verfahren
1
Noise correction
1
Nonparametric statistics
1
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Type of publication
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Article
15
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Systematic review
Thesis
Article in journal
15
Language
All
English
15
Author
All
Bandi, F. M.
Diebold, Francis X.
Kuan, Chung-ming
Newey, Whitney K.
Taylor, Larry W.
Ōgaki, Masao
Giles, David E. A.
8
Li, Qi
6
Hahn, Jinyong
5
Krämer, Walter
5
Tran-van-Hoa
5
Arellano, Manuel
4
Baltagi, Badi H.
4
Godfrey, L. G.
4
Hassler, Uwe
4
King, Maxwell L.
4
Lahiri, Kajal
4
Phillips, Garry D. A.
4
Wooldridge, Jeffrey M.
4
Abeysinghe, Tilak
3
Andrews, Donald W. K.
3
Burke, Simon P.
3
Chen, Songnian
3
Cribari-Neto, Francisco
3
Dolado, Juan J.
3
Fan, Yanqin
3
Gonzalo, Jesús
3
Hall, Alastair R.
3
Heckman, James J.
3
Hotz, Vincent Joseph
3
Kniesner, Thomas J.
3
Lee, Myoung-jae
3
McDonald, James B.
3
Nawata, Kazumitsu
3
Ohtani, Kazuhiro
3
Orme, Chris D.
3
Peel, David
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Phillips, Robert F.
3
Rayner, Robert K.
3
Ullah, Aman
3
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Published in...
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Economics letters
The review of economic studies
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of econometrics
9
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
International review of economics & finance : IREF
1
Journal of political economy
1
The journal of business : B
1
The review of economics and statistics
1
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ECONIS (ZBW)
15
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1
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
2
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
3
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
4
Testing parameter constancy in models with infinite variance errors
Chen, Mei-yuan
;
Kuan, Chung-ming
- In:
Economics letters
72
(
2001
)
1
,
pp. 11-18
Persistent link: https://www.econbiz.de/10001577873
Saved in:
5
Consistency of two-step sample selection estimators despite misspecification of distribution
Newey, Whitney K.
- In:
Economics letters
63
(
1999
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10001398874
Saved in:
6
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001244374
Saved in:
7
Spurious number of breaks
Nunes, Luis C.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
Saved in:
8
Automatic lag selection in covariance matrix estimation
Newey, Whitney K.
- In:
The review of economic studies
61
(
1994
)
4
,
pp. 631-653
Persistent link: https://www.econbiz.de/10001168259
Saved in:
9
Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming
- In:
Economics letters
44
(
1994
)
3
,
pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
Saved in:
10
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.
- In:
Economics letters
39
(
1992
)
1
,
pp. 7-11
Persistent link: https://www.econbiz.de/10001129245
Saved in:
1
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