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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~subject:"Australien"
~subject:"Induktive Statistik"
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Probability theory
Time series analysis
Australien
Induktive Statistik
Estimation theory
25
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11
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Nichtparametrisches Verfahren
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Bailey, Natalia
1
Bollinger, Christopher R.
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Bray, Jeremy W.
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Gadea, María Dolores
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Hasselt, Martijn van
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Kapetanios, George
1
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Journal of applied econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Econometric reviews
60
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometric theory
48
International journal of forecasting
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Journal of time series econometrics
37
Computational economics
27
The econometrics journal
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Applied economics letters
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Finance research letters
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Journal of financial econometrics
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Insurance / Mathematics & economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
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Journal of quantitative economics
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Journal of empirical finance
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European journal of operational research : EJOR
10
Quantitative finance
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Essays in honor of Joon Y. Park : econometric theory
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The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper / Centre for Economic Policy Research
8
Discussion papers / CEPR
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Energy economics
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Journal of economic dynamics & control
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of risk
7
Scandinavian actuarial journal
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Journal of mathematical finance
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Journal of the Operational Research Society
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The review of economic studies : RES
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Astin bulletin : the journal of the International Actuarial Association
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of econometrics : volume 2
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International journal of economics and finance
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Partial identification and inference in duration models with endogenous censoring
Sakaguchi, Shosei
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 308-326
Persistent link: https://www.econbiz.de/10014517331
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2
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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3
Dependence-robust inference using resampled statistics
Leung, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 270-285
Persistent link: https://www.econbiz.de/10013165233
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4
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Panicca : panic on cross-section averages
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
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