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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistical inference"
~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
Forecasting model
IV-Schätzung
Statistical inference
Statistische Methodenlehre
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Panel
22
Panel study
22
Statistical theory
22
Einheitswurzeltest
21
Unit root test
21
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatility
14
Volatilität
14
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13
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5
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Article
147
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Article in journal
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Non-commercial literature
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148
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148
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Phillips, Peter C. B.
9
Linton, Oliver
6
Su, Liangjun
5
Wang, Qiying
5
Kong, Efang
4
Li, Qi
4
White, Halbert
4
Xia, Yingcun
4
Chen, Songnian
3
Hansen, Bruce E.
3
Xiao, Zhijie
3
Yang, Lijian
3
Zheng, John Xu
3
Cavaliere, Giuseppe
2
Chen, Haiqiang
2
Deo, Rohit S.
2
Fan, Yanqin
2
Georgiev, Iliyan
2
Hahn, Jinyong
2
Hillier, Grant H.
2
Jansson, Michael
2
Johannes, Jan
2
Jun, Sung Jae
2
Kim, Woocheol
2
Liao, Zhipeng
2
Liu, Chu-An
2
Magdalinos, Tassos
2
Newey, Whitney K.
2
Nielsen, Bent
2
Pinkse, Joris
2
Racine, Jeffrey
2
Roknossadati, S. M.
2
Shi, Xiaoxia
2
Ura, Takuya
2
Yang, Yuhong
2
Zarepour, Mahmoud
2
Adusumilli, Karun
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Aucejo, Esteban
1
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Econometric theory
Journal of econometrics
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
186
Economics letters
161
CEMMAP working papers / Centre for Microdata Methods and Practice
160
Econometric reviews
132
International journal of forecasting
115
Journal of the American Statistical Association : JASA
115
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
The econometrics journal
87
Journal of forecasting
76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
73
Cowles Foundation discussion paper
62
Discussion paper / Tinbergen Institute
59
Discussion paper series / IZA
59
Working paper / Department of Econometrics and Business Statistics, Monash University
56
Discussion papers of interdisciplinary research project 373
48
Quantitative economics : QE ; journal of the Econometric Society
46
Econometrics : open access journal
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
European journal of operational research : EJOR
41
CESifo working papers
36
Working paper
35
Insurance / Mathematics & economics
33
Working papers / TSE : WP
33
Computational economics
31
Applied economics letters
30
Journal of applied econometrics
30
KBI
30
Economic modelling
28
CREATES research paper
27
Econometrics papers
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Discussion paper
26
Oxford bulletin of economics and statistics
26
Journal of quantitative economics : official journal of the Indian Econometric Society
25
SFB 649 discussion paper
25
Journal of risk and financial management : JRFM
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working paper / National Bureau of Economic Research, Inc.
23
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ECONIS (ZBW)
148
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
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:
3
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
Saved in:
4
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
5
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
6
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
7
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
8
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
9
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
10
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
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