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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Statistischer Test
Estimation theory
146
Schätztheorie
146
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
33
Schätzung
33
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
19
Bayesian inference
19
Forecasting model
19
Prognoseverfahren
19
Statistical test
11
Cointegration
10
Kointegration
10
VAR model
9
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Method of moments
6
Momentenmethode
6
ARMA model
5
ARMA-Modell
5
Bias
5
Börsenkurs
5
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Book / Working Paper
17
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17
Working Paper
17
Graue Literatur
16
Non-commercial literature
16
Forschungsbericht
1
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English
17
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Gao, Jiti
6
Martin, Gael M.
4
Robert, Christian P.
3
Cheng, Tingting
2
Forchini, Giovanni
2
Frazier, David T.
2
King, Maxwell L.
2
Pan, Guangming
2
Peng, Bin
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Yan, Yayi
2
Yang, Yanrong
2
Bhowmik, Jahar L.
1
Forbes, Catherine Scipione
1
Frazier, D. T.
1
Guo, Meihui
1
Han, Xiao
1
Juodis, Artūras
1
Karavias, Yiannis
1
Maneesoonthorn, Worapree
1
Oka, Tatsushi
1
Perron, Pierre
1
Polak, Julia
1
Poskitt, Donald Stephen
1
Sarafidis, Vasilis
1
Skeels, Christopher L.
1
Zhang, Xibin
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Cowles Foundation discussion paper
31
Cowles Foundation Discussion Paper
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Econometrics : open access journal
21
NBER Working Paper
16
Discussion paper / Tinbergen Institute
14
Discussion papers of interdisciplinary research project 373
14
CREATES research paper
12
Quantitative economics : QE ; journal of the Econometric Society
12
CEMFI working paper
11
Cambridge working papers in economics
10
NBER technical working paper series
10
Working paper
10
Discussion paper series / IZA
9
ECARES working paper
9
Discussion paper / Center for Economic Research, Tilburg University
7
IZA Discussion Paper
7
Staff working paper / Bank of Canada
7
Working papers series in theoretical and applied economics
7
Cardiff economics working papers
6
SFB 649 discussion paper
6
Working paper series
6
CAEPR working papers
5
Econometrics papers
5
IEAS working paper
5
Mathematics Preprint Archive
5
NBER working paper series
5
Working papers / TSE : WP
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
Working papers / University of Connecticut, Department of Economics
5
CESifo working papers
4
CentER Discussion Paper Series
4
Discussion paper
4
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion papers in economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of financial econometrics
4
Working paper / Department of Economics, Lund University
4
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ECONIS (ZBW)
17
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
2
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
3
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:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
6
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
7
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:
8
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:
9
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
10
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:
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