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subject:"Estimation theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Müller, Ulrich K."
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Schätztheorie
4
Statistical test
2
Statistischer Test
2
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1
ARCH-Modell
1
Analysis of variance
1
Bayes
1
Bayes-Statistik
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Müller, Ulrich K.
Zakoïan, Jean-Michel
Andrews, Donald W. K.
21
Newey, Whitney K.
15
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
7
Chen, Xiaohong
5
Chernozhukov, Victor
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Ploberger, Werner
5
Smith, Richard J.
5
Stock, James H.
5
Vuong, Quang H.
5
Bai, Jushan
4
Chesher, Andrew
4
Dufour, Jean-Marie
4
Gallant, A. Ronald
4
Graham, Bryan S.
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Powell, James
4
Savin, N. Eugene
4
Stoker, Thomas Martin
4
Tauchen, George Eugene
4
White, Halbert
4
Abadir, Karim Maher
3
Andrews, Isaiah
3
Bekker, Paul A.
3
Card, David E.
3
Chamberlain, Gary
3
Davidson, Russell
3
Engle, Robert F.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
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3
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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
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of econometrics
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Econometric theory
5
CORE discussion paper : DP
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
NBER Working Paper
2
The review of economic studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series
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Advances in economics and econometrics ; Volume 2
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
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Harvard Institute of Economic Research Discussion Paper
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Journal de la Société de Statistique de Paris
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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NBER working paper series
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Quantitative economics : QE ; journal of the Econometric Society
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1
Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.
;
Norets, Andriy
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
Saved in:
2
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham
;
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
Saved in:
3
Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix
Müller, Ulrich K.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
5
,
pp. 1805-1849
Persistent link: https://www.econbiz.de/10010230633
Saved in:
4
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
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