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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Zeitreihenanalyse
Estimation theory
1,136
Schätztheorie
1,136
Theorie
447
Theory
446
Time series analysis
262
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121
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121
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10
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7
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7
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6
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5
Leybourne, Stephen James
5
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5
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4
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3
Chambers, Marcus J.
3
Franses, Philip Hans
3
Gao, Jiti
3
Grégoir, Stéphane
3
Haldrup, Niels
3
Herbst, Edward P.
3
Lütkepohl, Helmut
3
Mizon, Grayham E.
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Ravishanker, Nalini
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
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3
Seo, Won-Ki
3
Sun, Yixiao
3
Taylor, Robert
3
Velasco, Carlos
3
Zhang, Rongmao
3
Baltagi, Badi H.
2
Banerjee, Anindya
2
Breitung, Jörg
2
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2
Chan, Wai-Sum
2
Chen, Songnian
2
Chen, Xiaohong
2
Cheung, Siu-hung
2
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2
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2
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2
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13
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4
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1
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1
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240
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192
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153
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126
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89
The econometrics journal
86
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76
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67
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39
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37
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36
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35
Working paper series
32
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29
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ECONIS (ZBW)
311
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
4
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
7
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
8
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
9
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
10
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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