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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~accessRights:"restricted"
~person:"Koopman, Siem Jan"
~person:"Lewbel, Arthur"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Schätztheorie
Estimation theory
17
Time series analysis
7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Prognoseverfahren
4
Consistency
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
3
Statistical error
3
Statistischer Fehler
3
Asymptotic normality
2
Bayes-Statistik
2
Bayesian inference
2
Identification
2
Importance sampling
2
Invertibility
2
Kalman filter
2
Measurement error
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Observation-driven models
2
Schätzung
2
State space model
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
ARCH model
1
ARCH-Modell
1
Additive regression
1
Asymptotic theory
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration
1
Average Treatment Effects
1
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Article
17
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Article in journal
Aufsatzsammlung
Bibliografie
Non-commercial literature
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Language
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English
17
Author
All
Koopman, Siem Jan
Lewbel, Arthur
Tsionas, Efthymios G.
41
Lee, Lung-fei
27
Gao, Jiti
26
Phillips, Peter C. B.
26
Linton, Oliver
24
Parmeter, Christopher F.
22
Zhang, Xinyu
22
Su, Liangjun
21
Kumbhakar, Subal
19
Cai, Zongwu
17
Tu, Yundong
17
Baltagi, Badi H.
16
Marcellino, Massimiliano
16
Bera, Anil K.
15
Chen, Songnian
15
Kapetanios, George
15
Li, Degui
14
Peng, Bin
14
Westerlund, Joakim
14
Wooldridge, Jeffrey M.
14
Li, Qi
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
12
Jin, Fei
12
Li, Kunpeng
12
Otsu, Taisuke
12
Peng, Liang
12
Sentana, Enrique
12
Ullah, Aman
12
Hahn, Jinyong
11
Hsiao, Cheng
11
Imbens, Guido
11
Inoue, Atsushi
11
Kilian, Lutz
11
Robinson, Peter M.
11
Sarstedt, Marko
11
Simar, Léopold
11
Sun, Yiguo
11
Zhou, Qiankun
11
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Journal of econometrics
10
Econometric reviews
2
Econometric theory
1
Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
17
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1
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:
2
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
3
LATE with missing or mismeasured treatment
Calvi, Rossella
;
Lewbel, Arthur
;
Tommasi, Denni
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1701-1717
Persistent link: https://www.econbiz.de/10013540471
Saved in:
4
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
5
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
6
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
7
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
8
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
9
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
10
Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor case
Lewbel, Arthur
- In:
Economics letters
165
(
2018
),
pp. 10-12
Persistent link: https://www.econbiz.de/10011973796
Saved in:
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