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subject:"Nonparametric statistics"
~isPartOf:"Economics letters"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The econometrics journal"
~subject:"Core"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Core
Monte Carlo simulation
Estimation theory
1,328
Schätztheorie
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452
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452
Time series analysis
200
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Härdle, Wolfgang
16
Mammen, Enno
6
Breunig, Christoph
5
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4
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4
Rothe, Christoph
4
Schienle, Melanie
4
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3
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3
Jochmans, Koen
3
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3
Li, Qi
3
Li, Rui
3
Ullah, Aman
3
Wang, Weining
3
Wen, Kuangyu
3
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3
Yang, Lijian
3
Yao, Feng
3
Baltagi, Badi H.
2
Cerulli, Giovanni
2
Delgado, Michael S.
2
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2
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2
Hahn, Jinyong
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Liu, Long
2
Liu, Rong
2
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2
Lv, Xiaofeng
2
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2
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Economics letters
SFB 649 discussion paper
The econometrics journal
Journal of econometrics
356
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133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Econometric theory
113
Econometric reviews
108
Journal of the American Statistical Association : JASA
84
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
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48
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46
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44
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40
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36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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34
European journal of operational research : EJOR
34
Econometrics papers
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Working paper / National Bureau of Economic Research, Inc.
20
IZA Discussion Paper
19
International journal of forecasting
19
KBI
19
Insurance / Mathematics & economics
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ECONIS (ZBW)
208
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1
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
2
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
3
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
4
Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying
;
Wu, Changbao
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
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5
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
6
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
7
Efficient estimation of a triangular system of equations for quantile regression
Lee, Sungwon
- In:
Economics letters
226
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014312536
Saved in:
8
Testing for quantile sample selection
Corradi, Valentina
;
Gutknecht, Daniel
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
Saved in:
9
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
10
The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
;
Shi, Ruoyao
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
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