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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Granger, C. W. J."
~person:"Lee, Lung-fei"
~subject:"Statistical test"
~subject:"Structural break"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical test
Structural break
Theory
Estimation theory
90
Schätztheorie
90
Theorie
35
Autocorrelation
30
Autokorrelation
30
Regional economics
24
Regionalökonomik
24
Räumliche Interaktion
24
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24
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Panel
17
Panel study
17
Method of moments
12
Momentenmethode
12
Time series analysis
10
Zeitreihenanalyse
10
Spatial autoregressive model
9
Estimation
8
Schätzung
8
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6
Social relations
5
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5
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4
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4
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4
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4
Quasi-maximum likelihood estimation
4
Simulation
4
Tobit model
4
Tobit-Modell
4
Bayesian estimation
3
Identification
3
Instrumental variables
3
Matrix exponential spatial specification
3
Maximum likelihood
3
Microeconometrics
3
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3
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3
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36
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1
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Granger, C. W. J.
Lee, Lung-fei
Phillips, Peter C. B.
43
Andrews, Donald W. K.
39
Baltagi, Badi H.
32
Newey, Whitney K.
29
Li, Qi
28
Pesaran, M. Hashem
27
Gouriéroux, Christian
25
McAleer, Michael
25
Bera, Anil K.
24
Dufour, Jean-Marie
24
Perron, Pierre
24
Ullah, Aman
24
Horowitz, Joel
23
Krämer, Walter
23
Ohtani, Kazuhiro
22
Robinson, Peter M.
22
King, Maxwell L.
21
Leybourne, Stephen James
21
White, Halbert
20
Wooldridge, Jeffrey M.
20
Giles, David E. A.
19
Linton, Oliver
19
Ghysels, Eric
18
Tauchen, George Eugene
18
Kumar, Dilip
16
Schmidt, Peter
16
Srivastava, Virendra K.
16
Teräsvirta, Timo
16
Zakoïan, Jean-Michel
16
Bai, Jushan
15
Hahn, Jinyong
15
Hausman, Jerry A.
15
Hsiao, Cheng
15
Maddala, Gangadharrao S.
15
Smith, Richard J.
15
Hendry, David F.
14
Kelejian, Harry H.
14
Kuan, Chung-ming
14
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Journal of econometrics
11
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Handbook of econometrics ; Vol. 2
1
Información comercial española / Cuadernos económicos
1
International journal of forecasting
1
Journal of empirical finance
1
Nonparametric dynamic modelling
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special issue on topics in applied econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
37
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1
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10
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37
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1
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
2
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
3
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
4
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
5
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
6
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
7
Interpolation, quadrature, and stochastic integration
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
5
,
pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
Saved in:
8
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
Saved in:
9
Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian
- In:
Econometric theory
14
(
1998
)
4
,
pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
Saved in:
10
Semiparametric estimation of simulataneous-equation microeconometric models with index restrictions
Lee, Lung-fei
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
4
,
pp. 343-380
Persistent link: https://www.econbiz.de/10001470104
Saved in:
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