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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Koopman, Siem Jan"
~person:"Lewbel, Arthur"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~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
Schätztheorie
Estimation theory
101
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Schätzung
19
Theorie
18
Theory
18
Maximum likelihood estimation
14
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14
Volatility
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14
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13
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13
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Share price
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time-varying parameters
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ARCH model
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ARCH-Modell
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Bayes-Statistik
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Bayesian inference
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Heteroscedasticity
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Koopman, Siem Jan
Lewbel, Arthur
Phillips, Peter C. B.
187
Linton, Oliver
131
Härdle, Wolfgang
122
Gao, Jiti
113
Pesaran, M. Hashem
99
Newey, Whitney K.
95
Chernozhukov, Victor
89
Andrews, Donald W. K.
79
Baltagi, Badi H.
77
Imbens, Guido
75
Gouriéroux, Christian
74
Lütkepohl, Helmut
73
Otsu, Taisuke
71
Kapetanios, George
68
Lee, Lung-fei
68
McAleer, Michael
64
Chen, Xiaohong
63
Li, Qi
63
Dette, Holger
61
Robinson, Peter M.
61
Simar, Léopold
61
Cai, Zongwu
60
Horowitz, Joel
60
Nielsen, Morten Ørregaard
59
Wooldridge, Jeffrey M.
59
Lechner, Michael
58
White, Halbert
57
Johansen, Søren
56
Sentana, Enrique
55
Swanson, Norman R.
54
Ullah, Aman
53
Su, Liangjun
52
Tsionas, Efthymios G.
52
Franses, Philip Hans
51
Magnus, Jan R.
50
Teräsvirta, Timo
48
Giles, David E. A.
46
Krämer, Walter
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Discussion paper / Tinbergen Institute
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101
Identification and estimation of equivalence scales under weak separability
Lewbel, Arthur
- In:
The review of economic studies
56
(
1989
)
2
,
pp. 311-316
Persistent link: https://www.econbiz.de/10001066495
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