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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Croux, Christophe"
~person:"Sun, Yixiao"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Robustes Verfahren"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Subject
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Robustes Verfahren
Estimation theory
89
Schätztheorie
89
Robust statistics
33
Regression analysis
25
Time series analysis
24
Zeitreihenanalyse
24
Autocorrelation
17
Autokorrelation
17
Heteroscedasticity
16
Heteroskedastizität
16
Statistical test
16
Statistischer Test
16
Theorie
14
Theory
14
VAR model
10
VAR-Modell
10
Correlation
7
Korrelation
7
Volatility
7
Volatilität
7
Prognoseverfahren
6
Cointegration
5
Core
5
Fixed-smoothing asymptotics
5
Kointegration
5
Schätzung
5
Sparse estimation
5
IV-Schätzung
4
Instrumental variables
4
Panel
4
Panel study
4
F distribution
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Free
33
Undetermined
6
Type of publication
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Book / Working Paper
40
Article
13
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Aufsatzsammlung
Bibliografie
Non-commercial literature
Graue Literatur
40
Arbeitspapier
29
Working Paper
29
Language
All
English
53
Author
All
Croux, Christophe
Sun, Yixiao
Phillips, Peter C. B.
67
Linton, Oliver
61
Gao, Jiti
55
Härdle, Wolfgang
54
Cai, Zongwu
44
Dette, Holger
42
Kapetanios, George
39
Pesaran, M. Hashem
37
Weidner, Martin
34
Chernozhukov, Victor
32
Baltagi, Badi H.
31
Su, Liangjun
29
Marcellino, Massimiliano
26
Hsu, Yu-Chin
25
Koop, Gary
25
Swanson, Norman R.
25
Li, Qi
23
Otsu, Taisuke
23
Hansen, Christian Bailey
22
Escanciano, Juan Carlos
21
Jochmans, Koen
21
Newey, Whitney K.
21
White, Halbert
21
Florens, Jean-Pierre
20
Kumbhakar, Subal
20
Lewbel, Arthur
20
Koopman, Siem Jan
19
Van Keilegom, Ingrid
19
Arai, Yoichi
18
Breunig, Christoph
18
Johansen, Søren
18
Racine, Jeffrey
18
Yang, Lijian
18
Nielsen, Bent
17
Tsionas, Efthymios G.
17
Tu, Yundong
17
Ullah, Aman
17
Westerlund, Joakim
17
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Institution
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University of California, San Diego / Department of Economics
4
Published in...
All
KBI
21
Journal of econometrics
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
6
Recent work / Department of Economics, UC San Diego
4
Cowles Foundation discussion paper
2
Econometric theory
2
Recent work / Department of Economics, UCSD
2
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of forecasting
1
Metrika : international journal for theoretical and applied statistics
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
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ECONIS (ZBW)
53
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1
Location-scale and compensated effects in unconditional quantile regressions
Martinez-Iriarte, Julian
;
Montes-Rojas, Gabriel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2022
Persistent link: https://www.econbiz.de/10012872849
Saved in:
2
Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012504094
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
Saved in:
5
Sparse regression for large data sets with outliers
Bottmer, Lea
;
Croux, Christophe
;
Wilms, Ines
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
Saved in:
6
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2019
Persistent link: https://www.econbiz.de/10011987343
Saved in:
7
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
8
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
9
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
10
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
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