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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Schätzung
Estimation theory
714
Schätztheorie
714
Theorie
162
Theory
162
Nichtparametrisches Verfahren
145
Nonparametric statistics
145
Time series analysis
124
Zeitreihenanalyse
124
Regression analysis
121
Regressionsanalyse
121
Panel
96
Panel study
96
Statistical test
92
Statistischer Test
92
Estimation
84
Method of moments
49
Momentenmethode
49
Autocorrelation
45
Autokorrelation
44
Bootstrap approach
39
Bootstrap-Verfahren
39
Modellierung
39
Scientific modelling
39
Statistical distribution
37
Statistische Verteilung
37
Cointegration
35
Kointegration
34
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Volatility
33
Volatilität
33
Induktive Statistik
31
Statistical inference
31
Statistical theory
30
ARCH model
29
ARCH-Modell
29
Instrumental variables
29
Heteroscedasticity
28
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Online availability
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Undetermined
62
Free
2
Type of publication
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Article
126
Type of publication (narrower categories)
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Article in journal
Systematic review
Aufsatz in Zeitschrift
126
Language
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English
126
Author
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Lee, Lung-fei
3
Teräsvirta, Timo
3
Bera, Anil K.
2
Cripps, Edward
2
Fiebig, Denzil G.
2
King, Maxwell L.
2
Kohn, Robert
2
Kumbhakar, Subal
2
Rodríguez Poo, Juan Manuel
2
Silvapulle, Mervyn J.
2
Sun, Yiguo
2
Yu, Jihai
2
Amado, Cristina
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Baltagi, Badi H.
1
Bao, Yong
1
Barassi, Marco R.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bewley, Ronald A.
1
Blevins, Jason R.
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bosquet, Clément
1
Boswijk, Herman Peter
1
Boulhol, Hervé
1
Breunig, Christoph
1
Brooks, Robert
1
Brownlees, Christian
1
Brune, Barbara
1
Bura, Efstathia
1
Cai, Jun
1
Cai, Michael
1
Cai, Yuzhi
1
Calzolari, Giorgio
1
Camponovo, Lorenzo
1
Cardot, Hervé
1
Casini, Alessandro
1
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Published in...
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Econometric reviews
The econometrics journal
Journal of econometrics
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
142
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
57
Econometric theory
56
Economic modelling
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Journal of applied econometrics
46
Applied economics
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of the American Statistical Association : JASA
31
Econometrics : open access journal
29
International journal of forecasting
29
European journal of operational research : EJOR
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of banking & finance
27
The review of economics and statistics
27
Insurance / Mathematics & economics
25
Journal of empirical finance
23
Computational economics
21
Finance research letters
21
Journal of forecasting
20
Oxford bulletin of economics and statistics
20
Statistics in transition : an international journal of the Polish Statistical Association
20
American journal of agricultural economics
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
Energy economics
18
International economic review
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The review of economic studies
17
Journal of economic dynamics & control
16
Annales d'économie et de statistique
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Journal of risk and financial management : JRFM
15
Quantitative finance
15
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ECONIS (ZBW)
126
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1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
2
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
3
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
4
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
5
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:
6
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:
7
Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
Saved in:
8
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
9
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
10
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
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