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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"The econometrics journal"
~person:"Baltagi, Badi H."
~person:"Härdle, Wolfgang"
~person:"Jiang, Jiancheng"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
VAR-Modell
Estimation theory
8
Schätztheorie
8
Regression analysis
4
Heteroscedasticity
3
Heteroskedastizität
3
Panel
3
Panel study
3
Schätzung
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Conditional heteroscedasticity
1
Double-threshold
1
Empirical likelihood
1
Heteroskedasticity
1
Induktive Statistik
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regional economics
1
Regionalökonomik
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Time series analysis
1
VAR model
1
Weighted composite quantile regression
1
Zeitreihenanalyse
1
integrated process
1
profile weighted estimation
1
semiparametric regression
1
structural identification
1
uniform inference
1
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Article in journal
Aufsatzsammlung
Bibliografie
Non-commercial literature
Aufsatz in Zeitschrift
6
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English
6
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Baltagi, Badi H.
Härdle, Wolfgang
Jiang, Jiancheng
Lütkepohl, Helmut
Bohn Nielsen, Heino
2
Canay, Ivan A.
2
Jiang, Xuejun
2
Kao, Chihwa
2
Rodríguez Poo, Juan Manuel
2
Soberon, Alexandra
2
Westerlund, Joakim
2
Wu, Ximing
2
Abrevaya, Jason
1
Aguirre, Víctor M.
1
Ai, Chunrong
1
Antoine, Bertille
1
Arellano, Manuel
1
Baillie, Richard
1
Bansal, Prateek
1
Besstremjannaja, Galina Evgen'evna
1
Blevins, Jason R.
1
Bonhomme, Stéphane
1
Bramati, Maria Caterina
1
Bravo, Francesco
1
Breunig, Christoph
1
Cai, Michael
1
Calonico, Sebastian
1
Cattaneo, Matias D.
1
Chaisemartin, Clément de
1
Chang, Yoosoon
1
Chen, Jia
1
Chen, Liang
1
Chen, Likai
1
Cheng, Tingting
1
Corradi, Valentina
1
Coudin, Elise
1
Cripps, Edward
1
Croux, Christophe
1
Cubadda, Gianluca
1
D'Haultfœuille, Xavier
1
Danilov, Dmitry L.
1
Davidson, Russell
1
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The econometrics journal
SFB 649 discussion paper
25
Discussion papers of interdisciplinary research project 373
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Journal of economic dynamics & control
4
Econometric theory
3
International journal of forecasting
3
Journal of the American Statistical Association : JASA
3
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
CESifo working papers
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
EUI working paper
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IRTG 1792 discussion paper
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
Lodz economics working papers
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Regional science & urban economics
1
SERC discussion paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
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1
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
2
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
3
Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng
;
Jiang, Xuejun
;
Song, Xinyuan
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498763
Saved in:
4
Standardized LM tests for spatial error dependence in linear or panel regression
Baltagi, Badi H.
;
Yang, Zhenlin
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 103-134
Persistent link: https://www.econbiz.de/10009722509
Saved in:
5
Testing for sphericity in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10009007612
Saved in:
6
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
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