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subject:"Schätztheorie"
subject:"Share price"
~isPartOf:"The econometrics journal"
~person:"Lee, Lung-fei"
~person:"Perron, Pierre"
~subject:"Schätzung"
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Schätztheorie
Share price
Schätzung
Estimation theory
7
Autocorrelation
2
Autokorrelation
2
Räumliche Interaktion
2
Spatial interaction
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Band spectral regression
1
Business-cycle
1
Cointegration
1
Distribution-free estimation
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Einheitswurzeltest
1
Estimation
1
Group structure
1
Hours-productivity
1
Hypothesis testing
1
Instrumental variables
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Least squares method
1
Low-frequency contaminations
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Momentenmethode
1
Multiple structural changes
1
OLS and GLS detrended data
1
Panel
1
Panel study
1
Peer effects
1
Regional economics
1
Regionalökonomik
1
Regression analysis
1
Regressionsanalyse
1
Residuals-based unit root tests
1
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Lee, Lung-fei
Perron, Pierre
Baltagi, Badi H.
4
Phillips, Peter C. B.
4
Shin, Youngki
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Gørgens, Tue
3
Jochmans, Koen
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Preminger, Arie
3
Wu, Ximing
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Abrevaya, Jason
2
Ai, Chunrong
2
Blevins, Jason R.
2
Bohn Nielsen, Heino
2
Camponovo, Lorenzo
2
Canay, Ivan A.
2
Chen, Le-Yu
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Florens, Jean-Pierre
2
Gao, Jiti
2
Haiqing Xu
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Honoré, Bo E.
2
Hsu, Yu-Chin
2
Hu, Luojia
2
Hu, Yingyao
2
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The econometrics journal
Journal of econometrics
28
Econometric theory
17
Regional science & urban economics
9
Econometric reviews
8
Economics letters
6
Econometric Research Program research memorandum
5
Center for Research on Economic and Social Theory and Department of Economics working paper serie
4
Econometrics : open access journal
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Spatial economic analysis : the journal of the Regional Studies Association
2
The review of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applied economics
1
Cahier de recherche
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Foundations and trends in econometrics
1
Handbook of empirical economics and finance
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of risk and financial management : JRFM
1
Krannert working paper series
1
NBER Working Paper
1
NBER technical working paper series
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Special issue on new developments in time series econometrics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / Brown University, Department of Economics
1
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ECONIS (ZBW)
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1
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
2
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
3
A social interaction model with an extreme order statistic
Tao, Ji
;
Lee, Lung-fei
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 197-240
Persistent link: https://www.econbiz.de/10010498721
Saved in:
4
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
5
Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
Saved in:
6
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
7
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre
;
Vodounou, Cosmé
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Saved in:
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