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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~person:"Blundell, Richard W."
~person:"Koopman, Siem Jan"
~subject:"Bayes-Statistik"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätzung
Bayes-Statistik
United States
Zeitreihenanalyse
Theorie
9
Theory
9
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Correlation
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Estimation
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Blundell, Richard W.
Koopman, Siem Jan
Phillips, Peter C. B.
22
Koop, Gary
13
Yu, Jun
10
Gouriéroux, Christian
9
Chib, Siddhartha
8
Diebold, Francis X.
8
Steel, Mark F. J.
8
Swanson, Norman R.
8
Kohn, Robert
7
Lee, Lung-fei
7
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7
Pesaran, M. Hashem
7
Teräsvirta, Timo
7
Li, Qi
6
Mariano, Roberto S.
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Franses, Philip Hans
5
Gallant, A. Ronald
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hallin, Marc
5
Hong, Yongmiao
5
Liao, Yuan
5
McAleer, Michael
5
Park, Joon Y.
5
Schmidt, Peter
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Baltagi, Badi H.
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4
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4
Breitung, Jörg
4
Casarin, Roberto
4
Chen, Songnian
4
Fan, Yanqin
4
Haldrup, Niels
4
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4
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Journal of econometrics
Discussion paper / Tinbergen Institute
64
IFS working paper series
7
International journal of forecasting
7
Journal of applied econometrics
6
Discussion paper / Center for Economic Research, Tilburg University
4
IFS working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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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
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The review of economic studies
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3
DNB working paper
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2
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2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford statistical science series
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Suntory and Toyota International Centres for Economics and Related Disciplines
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
Tinbergen Institute Discussion Paper
2
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Advances in economics and econometrics ; Vol. 2
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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1
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1
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1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economics letters
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1
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
2
Individual effects and dynamics in count data models
Blundell, Richard W.
;
Griffith, Rachel
;
Windmeijer, Frank
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
Saved in:
3
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
4
Coherency and estimation in simultaneous models with censored or qualitative dependent variables
Blundell, Richard W.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 356-373
Persistent link: https://www.econbiz.de/10001166421
Saved in:
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