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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Inoue, Atsushi"
~subject:"Factor analysis"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Schätztheorie"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Factor analysis
Forecasting model
IV-Schätzung
Induktive Statistik
Schätztheorie
Statistische Methodenlehre
Estimation theory
9
VAR model
4
VAR-Modell
4
Bootstrap
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Statistical inference
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Impulse response
2
Schock
2
Shock
2
Statistical test
2
Statistischer Test
2
Asymptotic normality
1
Autoregression
1
Confidence
1
Confidence bands
1
Correlation
1
Credible set
1
DSGE
1
DSGE model
1
DSGE-Modell
1
Degenerate limiting distribution
1
Estimation
1
Faktorenanalyse
1
Geldpolitik
1
Heteroscedasticity
1
Heteroskedastizität
1
Impact assessment
1
Impulse response shapes
1
Impulse responses
1
Joint inference
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Non-commercial literature
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9
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English
9
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Inoue, Atsushi
Phillips, Peter C. B.
54
Linton, Oliver
41
Lee, Lung-fei
33
Chen, Songnian
27
Li, Qi
27
Su, Liangjun
24
Robinson, Peter M.
21
Andrews, Donald W. K.
19
Gao, Jiti
19
White, Halbert
19
Cai, Zongwu
18
Chen, Xiaohong
18
Newey, Whitney K.
17
Fan, Yanqin
16
Park, Joon Y.
16
Sun, Yixiao
16
Taylor, Robert
16
Florens, Jean-Pierre
15
Francq, Christian
15
Gouriéroux, Christian
15
Baltagi, Badi H.
14
Leybourne, Stephen James
14
Hsiao, Cheng
13
Kristensen, Dennis
13
Perron, Pierre
13
Saikkonen, Pentti
13
Zakoïan, Jean-Michel
13
Chambers, Marcus J.
12
Hansen, Bruce E.
12
Horowitz, Joel
12
Li, Degui
12
Simar, Léopold
12
Sun, Yiguo
12
Wooldridge, Jeffrey M.
12
Xiao, Zhijie
12
Lewbel, Arthur
11
Magnus, Jan R.
11
Todorov, Viktor
11
Wang, Qiying
11
Bai, Jushan
10
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
CFS working paper series
3
Discussion paper / Centre for Economic Policy Research
3
Quantitative economics : QE ; journal of the Econometric Society
3
Working paper / Federal Reserve Bank of Dallas, Research Department
3
Barcelona GSE working paper series : working paper
2
CESifo working papers
2
ERID working paper
2
Working papers / Duke University, Department of Economics
2
Discussion paper series
1
Discussion papers / CEPR
1
Documentos de trabajo / Banco de España
1
FRB of Dallas Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of monetary economics
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Economics, Vanderbilt University
1
Working papers / Federal Reserve Bank of Atlanta
1
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ECONIS (ZBW)
9
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1
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
2
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
3
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
4
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
5
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
6
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
Saved in:
7
Testing for weak identification in possibly nonlinear models
Inoue, Atsushi
;
Rossi, Barbara
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
Saved in:
8
Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.
;
Inoue, Atsushi
;
Peixe, Fernanda P. M.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
Saved in:
9
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Saved in:
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