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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of econometrics"
~person:"Hsu, Yu-Chin"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Zeitreihenanalyse"
~subject:"Zustandsraummodell"
~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
Monte Carlo simulation
Zeitreihenanalyse
Zustandsraummodell
Estimation theory
14
Schätztheorie
14
Time series analysis
7
Theorie
4
Theory
4
Consistency
3
Schätzung
3
Asymptotic normality
2
Causality analysis
2
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2
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2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte-Carlo-Simulation
2
Observation-driven models
2
Prognoseverfahren
2
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2
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2
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Volatilität
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00.12.1994
1
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1
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1
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1
Bubbles
1
Börsenkurs
1
Capital income
1
Censored likelihood
1
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1
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1
Davies’ problem
1
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11
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Hsu, Yu-Chin
Koopman, Siem Jan
Lütkepohl, Helmut
Phillips, Peter C. B.
18
Linton, Oliver
14
Taylor, Robert
12
Cai, Zongwu
11
Li, Qi
11
Robinson, Peter M.
9
Chen, Songnian
8
Francq, Christian
8
Leybourne, Stephen James
8
Su, Liangjun
8
Todorov, Viktor
8
Chen, Xiaohong
7
Gao, Jiti
7
Park, Joon Y.
7
Sun, Yiguo
7
Tauchen, George Eugene
7
Lee, Ji Hyung
6
Li, Degui
6
Li, Jia
6
Tu, Yundong
6
White, Halbert
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Andersen, Torben
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Florens, Jean-Pierre
5
Hansen, Christian Bailey
5
Harvey, David I.
5
Hong, Han
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Yingying
5
Sasaki, Yuya
5
Shephard, Neil G.
5
Zhu, Ke
5
Baltagi, Badi H.
4
Bollerslev, Tim
4
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Journal of econometrics
Discussion paper / Tinbergen Institute
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
IEAS working paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion papers of interdisciplinary research project 373
5
Econometric reviews
4
Econometric theory
4
Discussion paper / Center for Economic Research, Tilburg University
3
International journal of forecasting
3
SFB 649 discussion paper
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Journal of economic dynamics & control
2
The econometrics journal
2
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2
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1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
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1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
EUI working paper / ECO
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of econometric methods
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Lodz economics working papers
1
Macroeconomic dynamics
1
NBP working paper
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Working paper / Norges Bank
1
Working paper / University of Toronto, Department of Economics
1
Working papers SES
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ECONIS (ZBW)
11
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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
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:
3
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:
4
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:
5
Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.
;
Hsu, Yu-Chin
;
Sasaki, Yuya
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 589-618
Persistent link: https://www.econbiz.de/10012303853
Saved in:
6
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
7
Estimation and inference for distribution functions and quantile functions in treatment effect models
Donald, Stephen G.
;
Hsu, Yu-Chin
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 383-397
Persistent link: https://www.econbiz.de/10010256214
Saved in:
8
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
9
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
10
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
1
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