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subject:"Sampling"
~institution:"European University Institute / Department of Economics"
~institution:"University of Exeter / Department of Economics"
~subject:"Monte Carlo simulation"
~subject:"Software"
~subject:"Statistical distribution"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Sampling
Monte Carlo simulation
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Stochastic process
Estimation theory
40
Schätztheorie
40
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29
Theory
29
Time series analysis
14
Zeitreihenanalyse
14
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3
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Gómez, Víctor
3
Maravall Herrero, Agustín
3
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1
Ehrbeck, Tilman
1
Hlouskova, Jaroslava
1
Kiviet, J. F.
1
Kostial, Kristina
1
Phillips, Garry D. A.
1
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1
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1
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1
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1
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European University Institute / Department of Economics
University of Exeter / Department of Economics
National Bureau of Economic Research
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Center for Economic Research <Tilburg>
4
Centre for Analytical Finance <Århus>
4
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Universität Mannheim / Institut für Volkswirtschaft und Statistik
3
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
2
Central Bureau of Statistics, Ministry of Planning
2
Europäische Kommission / Statistisches Amt
2
Federal Reserve System / Division of Research and Statistics
2
Robert Schuman Centre for Advanced Studies
2
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2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
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2
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1
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1
Australian National University / Faculty of Economics
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
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1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
2
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
3
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
4
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
5
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
6
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
7
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
-
1995
Persistent link: https://www.econbiz.de/10013420233
Saved in:
8
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
9
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
Saved in:
10
Time series regression with ARIMA noise and missing observations : program TRAM
Gómez, Víctor
-
1992
Persistent link: https://www.econbiz.de/10013419684
Saved in:
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