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subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~person:"Baltagi, Badi H."
~person:"Horowitz, Joel"
~person:"Imbens, Guido"
~person:"Lee, Myoung-jae"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Ridder, Geert"
~subject:"Momentenmethode"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Estimation theory
Momentenmethode
Nonparametric statistics
Schätzung
Theorie
50
Theory
50
Schätztheorie
16
Panel
8
Panel study
8
Time series analysis
6
Zeitreihenanalyse
6
Econometrics
5
Estimation
5
Factor analysis
5
Faktorenanalyse
5
Statistical test
5
Statistischer Test
5
Ökonometrie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Method of moments
4
Nichtparametrisches Verfahren
4
Stochastic process
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Stochastischer Prozess
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Volatility
4
Volatilität
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Forecasting model
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Großbritannien
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Long memory
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Microeconometrics
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Prognoseverfahren
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VAR model
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1972-1987
2
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Article
26
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Article in journal
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26
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English
26
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Baltagi, Badi H.
Horowitz, Joel
Imbens, Guido
Lee, Myoung-jae
McAleer, Michael
Pesaran, M. Hashem
Ridder, Geert
Phillips, Peter C. B.
13
Lee, Lung-fei
11
Gouriéroux, Christian
8
Koop, Gary
8
Linton, Oliver
8
Li, Qi
7
Schmidt, Peter
7
Chib, Siddhartha
6
Gallant, A. Ronald
6
Kohn, Robert
6
Robinson, Peter M.
6
Steel, Mark F. J.
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Ghysels, Eric
5
Inoue, Atsushi
5
Lewbel, Arthur
5
Swanson, Norman R.
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Chen, Songnian
4
Diebold, Francis X.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
Hidalgo, Javier
4
Hsiao, Cheng
4
Jensen, Mark J.
4
King, Maxwell L.
4
Lucas, André
4
Powell, James
4
Shin, Yongcheol
4
Simar, Léopold
4
Smith, Richard J.
4
Windmeijer, Frank
4
Abrevaya, Jason
3
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Econometric reviews
15
Journal of applied econometrics
12
Economics letters
11
Econometric theory
8
The review of economics and statistics
7
The review of economic studies
5
Annales d'économie et de statistique
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
Statistical papers
4
International economic review
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The econometrics journal
3
Applied economics
2
Journal of economic dynamics & control
2
Journal of urban economics
2
American journal of agricultural economics
1
Annals of economics and finance
1
Annals of economics and statistics
1
Annual review of economics
1
Applied financial economics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economies : open access journal
1
Evaluation of training and other social programmes
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of human resources : JHR
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the American Statistical Association : JASA
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
On modelling the long run in applied economics
1
Research in human capital and development : RHCD ; a research annual
1
Special issue on microeconometrics of dynamic decision making
1
Special issue on topics in applied econometrics
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ECONIS (ZBW)
26
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1
Bounds on treatment effects on transitions
Vikström, Johan
;
Ridder, Geert
;
Weidner, Martin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 448-469
Persistent link: https://www.econbiz.de/10012110318
Saved in:
2
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
5
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
6
Specification testing in nonparametric instrumental variable estimation
Horowitz, Joel
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10009612864
Saved in:
7
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
8
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
9
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
10
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10002526665
Saved in:
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