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subject:"Zeitreihenanalyse"
~person:"Dufour, Jean-Marie"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Regressionsanalyse
Estimation theory
31
Schätztheorie
31
Theorie
12
Theory
12
Statistical test
9
Statistischer Test
9
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Induktive Statistik
5
Statistical inference
5
Statistical theory
5
Statistische Methodenlehre
5
Monte Carlo test
4
Regression analysis
4
Volatility
4
Volatilität
4
Capital income
3
Estimation
3
Markov chain
3
Markov-Kette
3
Method of moments
3
Momentenmethode
3
Monte Carlo tests
3
Schätzung
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Endogeneity
2
GARCH
2
Lag model
2
Lag-Modell
2
Markov Chain Monte Carlo
2
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Aufsatz im Buch
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8
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Dufour, Jean-Marie
Phillips, Peter C. B.
45
Linton, Oliver
31
Su, Liangjun
24
Gao, Jiti
22
Li, Qi
21
Leybourne, Stephen James
19
Taylor, Robert
19
Xiao, Zhijie
19
Perron, Pierre
18
Cai, Zongwu
17
Harvey, Andrew C.
17
Johansen, Søren
17
Lütkepohl, Helmut
17
Sun, Yiguo
17
Teräsvirta, Timo
17
Ullah, Aman
17
Westerlund, Joakim
17
Baltagi, Badi H.
16
Kapetanios, George
16
Robinson, Peter M.
16
Chambers, Marcus J.
14
Chen, Songnian
14
Hassler, Uwe
14
Baillie, Richard
13
Kumar, Dilip
13
Li, Degui
13
Tu, Yundong
13
Chan, Ngai Hang
12
Hansen, Bruce E.
12
Koop, Gary
12
Maheswaran, S.
12
Peng, Liang
12
Fan, Jianqing
11
Ghysels, Eric
11
Granger, C. W. J.
11
Tauchen, George Eugene
11
Tsionas, Efthymios G.
11
Chen, Xiaohong
10
Demetrescu, Matei
10
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Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of econometrics
1
Journal of quantitative economics
1
Model reliability
1
The econometrics journal
1
The review of economic studies
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
3
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
6
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
7
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
8
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
9
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
10
Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie
- In:
Model reliability
,
(pp. 18-61)
.
1986
Persistent link: https://www.econbiz.de/10001274969
Saved in:
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