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subject:"Mikroökonometrie"
~person:"Amengual, Dante"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Mikroökonometrie
Schätzung
Estimation theory
24
Schätztheorie
24
Statistical test
15
Statistischer Test
15
Hessian matrix
6
Multivariate Verteilung
6
Multivariate distribution
6
VAR model
6
VAR-Modell
6
Generalized extremum tests
5
Multivariate Analyse
5
Multivariate analysis
5
Estimation
4
Method of moments
4
Momentenmethode
4
Statistical distribution
4
Statistische Verteilung
4
outer product of the score
4
Capital income
3
Copula
3
Correlation
3
Economic growth
3
Exact test
3
GDI
3
GDP
3
Kapitaleinkommen
3
Korrelation
3
Modellierung
3
National income
3
Nationaleinkommen
3
Ranking method
3
Ranking-Verfahren
3
Regression analysis
3
Regressionsanalyse
3
Robust statistics
3
Robustes Verfahren
3
Scientific modelling
3
Time series analysis
3
Volatility
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English
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Amengual, Dante
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
32
Kapetanios, George
30
Cai, Zongwu
23
Diebold, Francis X.
22
Lechner, Michael
22
Winkelmann, Rainer
21
Marcellino, Massimiliano
20
Baltagi, Badi H.
19
Koop, Gary
19
Hsu, Yu-Chin
18
Heckman, James J.
17
Kumbhakar, Subal
17
Lütkepohl, Helmut
17
Chudik, Alexander
16
Hsiao, Cheng
16
Härdle, Wolfgang
16
Phillips, Peter C. B.
16
Su, Liangjun
16
Tauchen, George Eugene
16
Koopman, Siem Jan
15
Berg, Gerard J. van den
14
Hoderlein, Stefan
14
Kim, Donggyu
14
Pei, Zhuan
14
Todorov, Viktor
14
Jochmans, Koen
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Wooldridge, Jeffrey M.
13
Li, Qi
12
Swanson, Norman R.
12
Angrist, Joshua D.
11
Bailey, Natalia
11
Bekaert, Geert
11
Escanciano, Juan Carlos
11
Fang, Ying
11
Fernández-Villaverde, Jesús
11
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CEMFI working paper
1
Discussion papers / CEPR
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of econometrics
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ECONIS (ZBW)
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Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
4
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
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