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type:"article"
type_genre:"Bibliography included"
~person:"Gouriéroux, Christian"
~person:"Hsiao, Cheng"
~person:"Maddala, Gangadharrao S."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
74
Schätztheorie
74
Theorie
38
Theory
38
Estimation
15
Schätzung
15
Time series analysis
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Panel
10
Panel study
10
Method of moments
7
Momentenmethode
7
Statistical theory
6
Statistische Methodenlehre
6
USA
6
United States
6
Rational expectations
5
Rationale Erwartung
5
VAR model
5
VAR-Modell
5
Correlation
4
Korrelation
4
Statistical test
4
Statistischer Test
4
1970-1990
3
Bias
3
Cointegration
3
Econometrics
3
Energiekonsum
3
Energy consumption
3
Identification
3
Kointegration
3
Microeconometrics
3
Mikroökonometrie
3
Preiselastizität
3
Price elasticity
3
Schock
3
Shock
3
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Aufsatz in Zeitschrift
12
Aufsatz im Buch
1
Book section
1
Rezension
1
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English
12
Author
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Gouriéroux, Christian
Hsiao, Cheng
Maddala, Gangadharrao S.
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Taylor, Robert
16
Teräsvirta, Timo
16
Johansen, Søren
14
Linton, Oliver
14
Lütkepohl, Helmut
14
Chambers, Marcus J.
13
Harvey, Andrew C.
13
Hassler, Uwe
13
Perron, Pierre
13
Gao, Jiti
12
Baillie, Richard
10
Koop, Gary
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Xiao, Zhijie
10
Zhu, Ke
10
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Jia
9
Lucas, André
9
Westerlund, Joakim
9
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Qi
8
McAleer, Michael
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
Boswijk, Herman Peter
7
Chan, Ngai Hang
7
Davis, Richard A.
7
Demetrescu, Matei
7
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Econometric reviews
2
Journal of econometrics
2
Annals of economics and statistics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Monetary and economic studies
1
The review of economic studies : RES
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
2
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
4
Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng
;
Li, Degui
;
Liang, Zhongwen
;
Hsiao, Cheng
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
Saved in:
5
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
Saved in:
6
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
Saved in:
7
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
8
Nonstationary time-series modeling versus structural equation modeling : with an application to Japanese money demand
Hsiao, Cheng
- In:
Monetary and economic studies
16
(
1998
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10001241537
Saved in:
9
Cointegration and dynamic simultaneous equations model
Hsiao, Cheng
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
Saved in:
10
Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook
- In:
The review of economics and statistics
78
(
1996
)
2
,
pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
Saved in:
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