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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Hansen, Bruce E."
~person:"Westerlund, Joakim"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
54
Regression analysis
19
Regressionsanalyse
19
Panel
18
Panel study
18
Time series analysis
14
Zeitreihenanalyse
14
Theorie
11
Theory
11
Einheitswurzeltest
9
Unit root test
9
Estimation
7
Schätzung
7
Panel data
6
Factor analysis
5
Faktorenanalyse
5
Forecasting model
5
Prognoseverfahren
5
Statistical theory
5
Statistische Methodenlehre
5
CCE estimation
4
Modellierung
4
Scientific modelling
4
Correlation
3
Interactive effects
3
Kleinste-Quadrate-Methode
3
Korrelation
3
Least squares method
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical test
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3
Structural break
3
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efficient estimation
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Börsenkurs
2
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Article
54
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Aufsatz in Zeitschrift
Statistik
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54
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13
Graue Literatur
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54
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Hansen, Bruce E.
Westerlund, Joakim
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Zhang, Xinyu
28
Schmidt, Peter
27
Florens, Jean-Pierre
26
Leybourne, Stephen James
26
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Journal of econometrics
11
Economics letters
7
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
4
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of international financial markets, institutions & money
2
Quantitative economics : QE ; journal of the Econometric Society
2
The econometrics journal
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
International economic review
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
54
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54
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
4
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
5
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
6
A modern Gauss-Markov theorem
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
3
,
pp. 1283-1294
Persistent link: https://www.econbiz.de/10013279554
Saved in:
7
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
8
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
9
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
10
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
Saved in:
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