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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic surveys"
~person:"Albers, Sönke"
~person:"Bai, Jushan"
~person:"Dufour, Jean-Marie"
~person:"Lütkepohl, Helmut"
~person:"Weber, Jürgen"
~person:"Zimmermann, Klaus F."
~subject:"Marketing management"
~subject:"Profitability"
~subject:"Schätztheorie"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Marketing management
Profitability
Schätztheorie
VAR-Modell
Theorie
18
Theory
18
Estimation theory
10
Panel
5
Panel study
5
Statistical theory
4
Statistische Methodenlehre
4
Factor analysis
3
Faktorenanalyse
3
Induktive Statistik
3
Statistical inference
3
Statistical test
3
Statistischer Test
3
Time series analysis
3
Zeitreihenanalyse
3
Cointegration
2
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2
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1
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Econometrics
1
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Instrumental variables
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Lag-Modell
1
Microeconometrics
1
Mikroökonometrie
1
Modellierung
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Scientific modelling
1
Unit root test
1
VAR model
1
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Article
11
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Arbeitspapier
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Article in journal
Aufsatz in Zeitschrift
Working Paper
Systematic review
2
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2
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English
11
Author
All
Albers, Sönke
Bai, Jushan
Dufour, Jean-Marie
Lütkepohl, Helmut
Weber, Jürgen
Zimmermann, Klaus F.
Andrews, Donald W. K.
17
Newey, Whitney K.
13
Phillips, Peter C. B.
9
Horowitz, Joel
8
Robinson, Peter M.
8
Imbens, Guido
6
Lewbel, Arthur
5
Chernozhukov, Victor
4
Hahn, Jinyong
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Smith, Richard J.
4
Stock, James H.
4
White, Halbert
4
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hamilton, James D.
3
Hirano, Keisuke
3
Johansen, Søren
3
Pakes, Ariel
3
Perron, Pierre
3
Pesaran, M. Hashem
3
Powell, James
3
Sims, Christopher A.
3
Tauchen, George Eugene
3
Vuong, Quang H.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
Bierens, Herman J.
2
Chen, Xiaohong
2
Chesher, Andrew
2
Cowell, Frank A.
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of economic surveys
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Discussion papers of interdisciplinary research project 373
11
EUI working paper / ECO
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Econometric theory
9
Journal of econometrics
9
Economics letters
7
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
7
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The review of economics and statistics
5
CESifo working papers
4
Journal of business economics : JBE
4
SFB 649 discussion paper
4
Journal of economic dynamics & control
3
The econometrics journal
3
Columbia economics discussion paper series / Department of Economics, Columbia University
2
Discussion paper / Deutsche Bundesbank
2
Econometric reviews
2
International economic review
2
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Annual review of economics
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Contributions to economics
1
Die Betriebswirtschaft : DBW
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Econometrics : open access journal
1
Economics discussion papers
1
Foundations and trends in econometrics
1
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ECONIS (ZBW)
11
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1
Panel data models with interactive fixed effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
Saved in:
2
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
3
Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
Saved in:
4
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:
5
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
Saved in:
6
Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
Saved in:
7
Pseudo-R [Formel] measures for some common limited dependent variable models
Veall, Michael R.
;
Zimmermann, Klaus F.
- In:
Journal of economic surveys
10
(
1996
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001204307
Saved in:
8
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
Saved in:
9
Recent developments in count data modelling : theory and application
Winkelmann, Rainer
;
Zimmermann, Klaus F.
- In:
Journal of economic surveys
9
(
1995
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001180902
Saved in:
10
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
1
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