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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Gredenhoff, Mikael P."
~person:"Stock, James H."
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Zeitreihenanalyse
Estimation theory
24
Schätztheorie
24
Theorie
14
Theory
14
Time series analysis
12
Autocorrelation
3
Autokorrelation
3
IV-Schätzung
3
Instrumental variables
3
Probability theory
3
Schätzung
3
Wahrscheinlichkeitsrechnung
3
Arbeitslosigkeit
2
Einheitswurzeltest
2
Estimation
2
Induktive Statistik
2
Phillips curve
2
Phillips-Kurve
2
Scientific method
2
Simulation
2
Statistical inference
2
Unemployment
2
Unit root test
2
Wissenschaftliche Methode
2
1955-1994
1
Cointegration
1
Einkommenshypothese
1
Einkommensverteilung
1
Forecasting model
1
Income distribution
1
Income hypothesis
1
Kointegration
1
Natural rate of unemployment
1
Natürliche Arbeitslosenquote
1
OECD countries
1
OECD-Staaten
1
Regressionsanalyse
1
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Article
7
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6
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Book section
Working Paper
Article in journal
7
Aufsatz im Buch
7
Aufsatz in Zeitschrift
7
Arbeitspapier
6
Graue Literatur
4
Non-commercial literature
4
Aufsatzsammlung
1
Collection of articles written by one author
1
Festschrift
1
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English
13
Author
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Gredenhoff, Mikael P.
Stock, James H.
Phillips, Peter C. B.
55
Gao, Jiti
54
Härdle, Wolfgang
52
Dette, Holger
43
Koopman, Siem Jan
33
Johansen, Søren
26
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Maravall Herrero, Agustín
23
Chernozhukov, Victor
22
Franses, Philip Hans
22
Sibbertsen, Philipp
21
Swanson, Norman R.
21
Linton, Oliver
20
Pesaran, M. Hashem
20
Kapetanios, George
19
Teräsvirta, Timo
19
Cai, Zongwu
18
Croux, Christophe
18
Peng, Bin
18
Feng, Yuanhua
16
Hyndman, Rob J.
16
Lucas, André
16
Marcellino, Massimiliano
16
Koop, Gary
15
Medeiros, Marcelo C.
15
Čížek, Pavel
15
Nielsen, Bent
14
Sentana, Enrique
14
Weidner, Martin
14
Arai, Yoichi
13
Chen, Xiaohong
13
Gouriéroux, Christian
13
Beran, Jan
12
Corradi, Valentina
12
Neumeyer, Natalie
12
Ooms, Marius
12
Tutz, Gerhard
12
Yang, Lijian
12
Brännäs, Kurt
11
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Bootstrap inference in time series econometrics
5
Technical working paper / National Bureau of Economic Research
5
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
13
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1
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
2
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
3
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
4
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
5
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
6
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
7
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
8
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
9
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
10
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
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