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subject:"Theorie"
~person:"Cubeddu, C."
~person:"King, Maxwell L."
~person:"Lee, Lung-fei"
~subject:"Multicollinearity"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Theorie
Multicollinearity
Zeitreihenanalyse
Estimation theory
120
Schätztheorie
120
Theory
47
Autocorrelation
28
Autokorrelation
28
Räumliche Interaktion
26
Spatial interaction
26
Regional economics
24
Regionalökonomik
24
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
Panel
20
Panel study
20
Method of moments
12
Momentenmethode
12
Estimation
9
Schätzung
9
Spatial autoregressive model
9
Simulation
8
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7
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7
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Statistical theory
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Regression analysis
5
Statistik
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4
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4
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4
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4
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4
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Article
41
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36
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36
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7
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7
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7
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5
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5
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English
49
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Cubeddu, C.
King, Maxwell L.
Lee, Lung-fei
Phillips, Peter C. B.
133
Pesaran, M. Hashem
75
Härdle, Wolfgang
74
Gao, Jiti
73
Gouriéroux, Christian
65
Franses, Philip Hans
61
Koopman, Siem Jan
55
Lütkepohl, Helmut
54
Johansen, Søren
50
Andrews, Donald W. K.
49
McAleer, Michael
49
Linton, Oliver
48
Swanson, Norman R.
47
Newey, Whitney K.
46
Robinson, Peter M.
44
Teräsvirta, Timo
44
Giles, David E. A.
41
Nielsen, Morten Ørregaard
39
Diebold, Francis X.
38
Kapetanios, George
38
Lucas, André
38
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
35
Imbens, Guido
35
Engle, Robert F.
34
Perron, Pierre
34
Stock, James H.
34
Bera, Anil K.
32
Brännäs, Kurt
32
Haldrup, Niels
32
Krämer, Walter
32
Li, Qi
32
Zakoïan, Jean-Michel
32
Harvey, Andrew C.
31
Heckman, James J.
30
Ullah, Aman
30
Horowitz, Joel
29
Monfort, Alain
29
Sibbertsen, Philipp
29
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Journal of econometrics
10
Econometric theory
8
Econometric reviews
4
Economics letters
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The review of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Discussion paper / School of Economics, The University of New South Wales
1
Essays in honor of Peter C. B. Phillips
1
Journal of forecasting
1
Statistical papers
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economic studies
1
Working paper / The University of Adelaide, School of Economics
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ECONIS (ZBW)
49
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1
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
2
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
3
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:
4
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:
5
Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
-
1999
Persistent link: https://www.econbiz.de/10000998602
Saved in:
6
A quadratic approximation for Jackknife estimators of the variance of sample mean functions
Cubeddu, C.
;
Targhetta, M. L.
- In:
Statistical papers
40
(
1999
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001389127
Saved in:
7
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal
;
Lee, Lung-fei
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000668001
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
Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988065
Saved in:
10
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988094
Saved in:
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