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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Panel"
~subject:"Sampling"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Panel
Sampling
Zeitreihenanalyse
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
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Statistical theory
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26
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Gao, Jiti
5
Su, Liangjun
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Franses, Philip Hans
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Ghysels, Eric
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Westerlund, Joakim
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Akgiray, Vedat
2
Bera, Anil K.
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Jing, Bingyi
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Koop, Gary
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Lucas, André
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Lütkepohl, Helmut
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Tsay, Ruey S.
2
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Van Keilegom, Ingrid
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
533
Economics letters
277
Econometric theory
211
Econometric reviews
181
Discussion paper / Tinbergen Institute
150
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
110
Working paper / Department of Econometrics and Business Statistics, Monash University
97
The econometrics journal
84
NBER Working Paper
77
Applied economics letters
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International journal of forecasting
75
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of the American Statistical Association : JASA
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CREATES research paper
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Journal of forecasting
56
Discussion paper / Center for Economic Research, Tilburg University
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Applied economics
50
Economic modelling
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Oxford bulletin of economics and statistics
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Statistics in transition : an international journal of the Polish Statistical Association
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Journal of applied econometrics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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39
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Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
223
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
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4
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
8
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
9
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
10
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
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