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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~person:"Fan, Yanqin"
~person:"Hidalgo, Javier"
~person:"Linton, Oliver"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Prognoseverfahren
Estimation theory
29
Schätztheorie
29
Theorie
13
Theory
13
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Regression analysis
6
Regressionsanalyse
6
ARCH model
5
ARCH-Modell
5
Time series analysis
4
Zeitreihenanalyse
4
ARMA model
2
ARMA-Modell
2
Statistical test
2
Statistical theory
2
Statistischer Test
2
Bias
1
Core
1
Estimation
1
Forecasting model
1
IV-Schätzung
1
Instrumental variables
1
Method of moments
1
Modellierung
1
Momentenmethode
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Systematischer Fehler
1
Variational method
1
Variationsrechnung
1
Volatility
1
Volatilität
1
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English
4
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Fan, Yanqin
Hidalgo, Javier
Linton, Oliver
Zheng, John Xu
3
Guay, Alain
2
White, Halbert
2
Andersen, Torben
1
Bao, Yong
1
Bates, Charles E.
1
Bera, Anil K.
1
Bierens, Herman J.
1
Breitung, Jörg
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Chen, Xiaohong
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Corradi, Valentina
1
Diebold, Francis X.
1
Forchini, Giovanni
1
Galvão Júnior, Antônio Fialho
1
Ghysels, Eric
1
Greenaway-McGrevy, Ryan
1
Gupta, Abhimanyu
1
Han, Xu
1
Hansen, Bruce E.
1
Heijmans, Risto D. H.
1
Hoga, Yannick
1
Hornik, Kurt
1
Ing, Ching-kang
1
Inoue, Atsushi
1
Jandhyala, V. K.
1
Jong, Robert M. de
1
Kuan, Chung-ming
1
Lamarche, Jean-François
1
Lavergne, Pascal
1
Leisch, Friedrich
1
Li, Qi
1
Lu, Maozu
1
MacNeill, Ian B.
1
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Econometric theory
Working paper / Department of Econometrics and Business Statistics, Monash University
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics letters
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier
;
Yajima, Yasutoshi
- In:
Econometric theory
18
(
2002
)
3
,
pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
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2
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
3
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
Saved in:
4
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
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