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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of applied econometrics"
~subject:"Kointegration"
~subject:"Statistical test"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Kointegration
Statistical test
Estimation theory
31
Schätztheorie
31
Theorie
25
Theory
25
United States
6
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Autocorrelation
2
Autokorrelation
2
Cointegration
2
Core
2
Nichtlineare Regression
2
Nonlinear regression
2
Regression analysis
2
Regressionsanalyse
2
Statistical distribution
2
Statistische Verteilung
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Statistischer Test
2
Stochastic process
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Stochastischer Prozess
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1897-1996
1
1928-1991
1
1970-1997
1
1987-1988
1
1990-1991
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Commercial Paper
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13
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Graue Literatur
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37
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37
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13
Non-commercial literature
13
Working Paper
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13
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White, Halbert
4
Granger, C. W. J.
2
Hyung, Namwon
2
Kim, Tae-hwan
2
Sun, Yixiao
2
Deb, Partha
1
Elliott, Graham
1
Engle, Robert F.
1
Hamilton, James D.
1
Jin, Sainan
1
Kim, Tae-Hwan
1
Phillips, Peter C. B.
1
Russell, Jeffrey R.
1
Sullivan, Ryan
1
Sánchez, Ismael
1
Timmermann, Allan
1
Trivedi, Pravin K.
1
Xia, Ming
1
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Discussion paper / Department of Economics, University of California San Diego
Journal of applied econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Discussion paper / Tinbergen Institute
47
Cowles Foundation discussion paper
45
Working paper / Department of Econometrics and Business Statistics, Monash University
42
CREATES research paper
38
Working paper / National Bureau of Economic Research, Inc.
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
Working paper
24
CESifo working papers
20
Discussion paper series / IZA
20
Discussion paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
Discussion paper / Centre for Economic Policy Research
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
14
Working papers series in theoretical and applied economics
14
NBER working paper series
12
Technical working paper / National Bureau of Economic Research
12
Working papers / Rutgers University, Department of Economics
12
Economics discussion papers
11
SFB 649 discussion paper
11
Working paper series / European Central Bank
11
CEMFI working paper
10
Discussion papers / CEPR
10
Discussion papers / Department of Economics, University of Copenhagen
10
Finance and economics discussion series
10
KBI
10
Working paper series
10
Department of Economics discussion paper series / University of Oxford
9
Queen's Economics Department working paper
9
Working papers
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
9
Working papers / University of Connecticut, Department of Economics
9
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Barcelona GSE working paper series : working paper
7
Cardiff economics working papers
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Reihe Ökonomie
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ECONIS (ZBW)
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
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2
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
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3
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
4
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
5
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
6
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
Saved in:
7
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
8
Estimating restricted cointegrating vectors
Elliott, Graham
-
1999
Persistent link: https://www.econbiz.de/10001441331
Saved in:
9
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
10
Moment-based estimation of latent class models of event counts
Deb, Partha
;
Xia, Ming
;
Trivedi, Pravin K.
-
1998
Persistent link: https://www.econbiz.de/10000988762
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