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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The review of economics and statistics"
~person:"Kumbhakar, Subal"
~person:"Lütkepohl, Helmut"
~subject:"Sampling"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Stochastischer Prozess
Volatility
Sampling
Schätztheorie
Estimation theory
9
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Theorie
4
Theory
4
Estimation
2
Panel
2
Panel study
2
Schätzung
2
panel data
2
1960-1994
1
1964-1989
1
Adaptive estimation
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Control function
1
Cost function
1
Democracy
1
Demokratie
1
Deutschland
1
Einkommen
1
Geldnachfrage
1
Germany
1
Hedonic price index
1
Hedonischer Preisindex
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Income
1
Industrie
1
Instrumental variables
1
Kernel estimation
1
Kostenfunktion
1
Manufacturing industries
1
Monetary union
1
Money demand
1
National income
1
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Aufsatz in Zeitschrift
Bibliography included
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English
9
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Kumbhakar, Subal
Lütkepohl, Helmut
Baltagi, Badi H.
12
McAleer, Michael
8
Hsiao, Cheng
7
Racine, Jeffrey
7
Teräsvirta, Timo
7
Ullah, Aman
7
Dufour, Jean-Marie
6
Maasoumi, Esfandiar
6
Pesaran, M. Hashem
6
Bai, Jushan
5
Gao, Jiti
5
Lee, Lung-fei
5
Li, Qi
5
Pagan, Adrian R.
5
Perron, Pierre
5
Bera, Anil K.
4
Escanciano, Juan Carlos
4
Godfrey, L. G.
4
Hall, Alastair R.
4
Kao, Chihwa
4
Kapetanios, George
4
Kilian, Lutz
4
King, Maxwell L.
4
Koop, Gary
4
Linton, Oliver
4
Liu, Long
4
Liu, Xiaodong
4
Otsu, Taisuke
4
Steel, Mark F. J.
4
Tu, Yundong
4
Wan, Alan T. K.
4
Wooldridge, Jeffrey M.
4
Ai, Chunrong
3
Baillie, Richard
3
Bao, Yong
3
Bollerslev, Tim
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
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Econometric reviews
Journal of applied econometrics
The review of economics and statistics
Journal of econometrics
8
Economics letters
7
European journal of operational research : EJOR
7
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of productivity analysis
3
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
American journal of agricultural economics
1
Computational economics
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International economic review
1
International journal of empirical economics
1
Journal of econometric methods
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford economic papers
1
Southern economic journal
1
Special issue on "money demand in Europe"
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The European journal of finance
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The econometrics journal
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ECONIS (ZBW)
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1
Income and democracy : a semiparametric approach
Zhao, Shunan
;
Sun, Yiguo
;
Kumbhakar, Subal
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1113-1140
Persistent link: https://www.econbiz.de/10013364946
Saved in:
2
Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
3
Smooth coefficient models with endogenous environmental variables
Delgado, Michael S.
;
Ozabaci, Deniz
;
Sun, Yiguo
; …
- In:
Econometric reviews
39
(
2020
)
2
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012181525
Saved in:
4
Nonparametric estimation of a hedonic price function
Parmeter, Christopher F.
;
Henderson, Daniel J.
; …
- In:
Journal of applied econometrics
22
(
2007
)
3
,
pp. 695-699
Persistent link: https://www.econbiz.de/10003455490
Saved in:
5
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
6
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Saved in:
7
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
Saved in:
8
Technical change and total factor productivity growth in Swedish manufacturing industries
Kumbhakar, Subal
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10001212113
Saved in:
9
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut
- In:
The review of economics and statistics
72
(
1990
)
1
,
pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
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