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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Financial Institutions Center"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Maximum-Likelihood-Schätzung
Estimation theory
148
Schätztheorie
148
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
34
Schätzung
34
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Forecasting model
20
Prognoseverfahren
20
Bayes-Statistik
19
Bayesian inference
19
Statistical test
11
Statistischer Test
11
Cointegration
10
Kointegration
10
Statistical theory
9
VAR model
9
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
Maximum likelihood estimation
6
Method of moments
6
Momentenmethode
6
Volatility
6
Volatilität
6
ARMA model
5
ARMA-Modell
5
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15
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15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
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English
15
Author
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Gao, Jiti
6
Martin, Gael M.
4
Cheng, Tingting
3
Robert, Christian P.
3
Forchini, Giovanni
2
Frazier, David T.
2
Gong, Xiaodong
2
Liang, Xuan
2
Phillips, Peter C. B.
2
Poskitt, Donald Stephen
2
Rousseau, Judith
2
Bhowmik, Jahar L.
1
Diebold, Francis X.
1
Frazier, D. T.
1
Hahn, Jinyong
1
Han, Xiao
1
King, Maxwell L.
1
Li, Chuhui
1
Nadarajah, K.
1
Pan, Guangming
1
Tay, Anthony S. A.
1
Yan, Yayi
1
Yang, Yanrong
1
Zhao, Xueyan
1
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Financial Institutions Center
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
26
NBER Working Paper
18
NBER technical working paper series
12
Econometrics : open access journal
11
Statistics in transition : an international journal of the Polish Statistical Association
10
Discussion papers of interdisciplinary research project 373
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
CESifo working papers
8
CREATES research paper
8
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8
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7
Journal of risk and financial management : JRFM
6
NBER working paper series
6
Staff working paper / Bank of Canada
6
Working paper
6
CESifo Working Paper Series
5
Cowles Foundation discussion paper
5
Discussion paper series / IZA
5
KBI
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
CEMFI working paper
4
CORE discussion papers : DP
4
Discussion paper / Center for Economic Research, Tilburg University
4
ECARES working paper
4
Mathematics Preprint Archive
4
Working paper series
4
CEA_372Cass working paper series
3
Cambridge working papers in economics
3
CentER Discussion Paper Series
3
Cowles Foundation Discussion Paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion papers / Department of Economics, University of Copenhagen
3
Economics working paper
3
Quantitative economics : QE ; journal of the Econometric Society
3
Queen's Economics Department working paper
3
SFB 649 discussion paper
3
Sveriges Riksbank working paper series
3
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3
Working papers / University of Michigan, Department of Economics
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ECONIS (ZBW)
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1
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
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2
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
3
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
4
Regime Switching panel data models with interative fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
-
2018
Persistent link: https://www.econbiz.de/10012583620
Saved in:
5
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
6
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
7
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
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8
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
-
2016
Persistent link: https://www.econbiz.de/10011781773
Saved in:
9
Asymptotic properties of approximate Bayesian computation
Frazier, D. T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781809
Saved in:
10
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
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