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subject:"Probability theory"
subject:"Time series analysis"
~person:"Koop, Gary"
~person:"Koopman, Siem Jan"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~subject:"Autocorrelation"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Autocorrelation
Estimation theory
Schätztheorie
172
Zeitreihenanalyse
48
Theorie
42
Theory
42
Regression analysis
31
Regressionsanalyse
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Estimation
24
Bayes-Statistik
23
Bayesian inference
23
Schätzung
23
Technical efficiency
19
Technische Effizienz
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Production function
17
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Cointegration
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15
Prognoseverfahren
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Maximum likelihood estimation
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Productivity
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12
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Aufsatz in Zeitschrift
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172
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159
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156
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156
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9
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172
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Koop, Gary
Koopman, Siem Jan
Phillips, Peter C. B.
Tsionas, Efthymios G.
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Perron, Pierre
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of econometrics
47
Econometric theory
22
European journal of operational research : EJOR
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric reviews
7
Economics letters
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5
Oxford bulletin of economics and statistics
4
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4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of forecasting
3
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3
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2
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2
International journal of hospitality management
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of economics and statistics
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Economic systems research
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European economic review : EER
1
International journal of contemporary hospitality management
1
International journal of finance & economics : IJFE
1
International journal of production economics
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Operations research
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
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ECONIS (ZBW)
172
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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3
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
4
Correcting for productivity growth misspecification : a local likelihood estimation in global banking
Mamatzakis, Emmanuel C.
;
Tsionas, Efthymios G.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2300-2316
Persistent link: https://www.econbiz.de/10014533416
Saved in:
5
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
6
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
9
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
10
Minimax regret priors for efficiency estimation
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1279-1285
Persistent link: https://www.econbiz.de/10014435011
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