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subject:"Estimation"
subject:"Theory"
~person:"Andrews, Donald W. K."
~person:"Srivastava, Virendra K."
~subject:"Sampling"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation
Theory
Sampling
Estimation theory
69
Schätztheorie
69
Theorie
46
Method of moments
10
Momentenmethode
10
Induktive Statistik
8
Statistical inference
8
Statistical test
7
Statistischer Test
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Statistical theory
6
Statistische Methodenlehre
6
Regression analysis
5
Regressionsanalyse
5
Time series analysis
4
Zeitreihenanalyse
4
Asymptotic size
3
Confidence set
3
IV-Schätzung
3
Identification
3
Instrumental variables
3
Modellierung
3
Moment inequalities
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Scientific modelling
3
Asymptotics
2
Autocorrelation
2
Autokorrelation
2
Bias
2
Econometrics
2
Heteroscedasticity
2
Heteroskedastizität
2
Inference
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Simulation
2
Systematischer Fehler
2
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Type of publication
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Article
46
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
46
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
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Konferenzschrift
1
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English
46
Author
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Andrews, Donald W. K.
Srivastava, Virendra K.
Phillips, Peter C. B.
40
Baltagi, Badi H.
32
Li, Qi
31
Newey, Whitney K.
28
Lee, Lung-fei
25
Pesaran, M. Hashem
24
Gouriéroux, Christian
22
Linton, Oliver
22
Giles, David E. A.
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Ullah, Aman
21
Wooldridge, Jeffrey M.
21
Horowitz, Joel
19
Kumbhakar, Subal
19
Hsiao, Cheng
18
Krämer, Walter
18
Robinson, Peter M.
18
Schmidt, Peter
18
Tauchen, George Eugene
18
King, Maxwell L.
17
Granger, C. W. J.
16
Hahn, Jinyong
16
White, Halbert
16
Bera, Anil K.
15
Ghysels, Eric
15
Kelejian, Harry H.
15
Lee, Myoung-jae
15
Lütkepohl, Helmut
15
Zakoïan, Jean-Michel
15
Bai, Jushan
14
Baillie, Richard
14
Chen, Songnian
14
Fan, Yanqin
13
Gao, Jiti
13
Godfrey, L. G.
13
Imbens, Guido
13
Koop, Gary
13
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of econometrics
6
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Econometric theory
4
Statistical papers
4
Econometric reviews
3
The review of economic studies
3
Annals of economics and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Metrika : international journal for theoretical and applied statistics
1
The review of economics and statistics
1
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ECONIS (ZBW)
46
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46
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1
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
2
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
3
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
4
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
5
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
6
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 569-614
Persistent link: https://www.econbiz.de/10001978030
Saved in:
7
A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 675-712
Persistent link: https://www.econbiz.de/10001750449
Saved in:
8
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 119-162
Persistent link: https://www.econbiz.de/10001647798
Saved in:
9
Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
Saved in:
10
On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometric theory
18
(
2002
)
4
,
pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
Saved in:
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