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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Kohn, Robert"
~subject:"Korrelation"
~subject:"Regression analysis"
~subject:"Statistical test"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Korrelation
Regression analysis
Statistical test
Stichprobenerhebung
Theorie
USA
Estimation theory
68
Schätztheorie
68
Theory
50
Time series analysis
15
Zeitreihenanalyse
15
Estimation
14
Schätzung
14
Capital income
9
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9
Bayes-Statistik
8
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8
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8
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8
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7
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4
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36
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22
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Sammelwerk
Arbeitspapier
Aufsatz in Zeitschrift
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36
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35
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English
58
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Diebold, Francis X.
Kohn, Robert
Phillips, Peter C. B.
125
Härdle, Wolfgang
97
Pesaran, M. Hashem
82
Andrews, Donald W. K.
58
Newey, Whitney K.
55
Linton, Oliver
54
Chernozhukov, Victor
50
Baltagi, Badi H.
47
Dette, Holger
46
McAleer, Michael
46
Imbens, Guido
45
Li, Qi
45
Franses, Philip Hans
44
Bera, Anil K.
42
Robinson, Peter M.
42
Gouriéroux, Christian
41
Horowitz, Joel
41
Swanson, Norman R.
40
Cai, Zongwu
39
Sentana, Enrique
38
Giles, David E. A.
37
Dufour, Jean-Marie
35
Gao, Jiti
34
Kleibergen, Frank
33
Wooldridge, Jeffrey M.
33
Kapetanios, George
31
Ullah, Aman
31
White, Halbert
31
Heckman, James J.
28
King, Maxwell L.
28
Kiviet, J. F.
28
Perron, Pierre
28
Su, Liangjun
28
Fiorentini, Gabriele
27
Teräsvirta, Timo
27
Bauwens, Luc
26
Hansen, Christian Bailey
26
Mammen, Enno
26
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Rodney L. White Center for Financial Research
3
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1
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Working paper series
16
Journal of econometrics
10
Working paper / National Bureau of Economic Research, Inc.
5
Technical working paper / National Bureau of Economic Research
3
Working papers / Rodney L. White Center for Financial Research
3
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2
The journal of finance : the journal of the American Finance Association
2
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2
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2
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ECONIS (ZBW)
58
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1
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58
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1
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
4
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
5
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
6
Efficient estimation of covariance matrices using posterior mode multiple shrinkage
Giordani, Paolo
;
Mun, Xiuyan
;
Kohn, Robert
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 154-192
Persistent link: https://www.econbiz.de/10009708919
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
8
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
9
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
10
Regression density estimation using smooth adaptive Gaussian mixtures
Villani, Mattias
;
Kohn, Robert
;
Giordani, Paolo
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10003920289
Saved in:
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