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type_genre:"Sammelwerk"
~person:"Kleibergen, Frank"
~person:"Srivastava, Virendra K."
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Theorie
USA
United States
Estimation theory
70
Schätztheorie
70
Theory
42
Statistical test
13
Statistischer Test
13
Regression analysis
12
Regressionsanalyse
12
Time series analysis
8
Zeitreihenanalyse
8
Method of moments
7
Momentenmethode
7
Robust statistics
6
Robustes Verfahren
6
Risikoprämie
5
Risk premium
5
Sampling
4
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4
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4
Generalized Method of Moments estimation
3
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Probability theory
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English
48
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Kleibergen, Frank
Srivastava, Virendra K.
Härdle, Wolfgang
64
Pesaran, M. Hashem
60
Phillips, Peter C. B.
58
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Franses, Philip Hans
41
Gouriéroux, Christian
40
Imbens, Guido
39
Giles, David E. A.
37
McAleer, Michael
37
Swanson, Norman R.
35
Baltagi, Badi H.
30
Heckman, James J.
28
Diebold, Francis X.
27
Li, Qi
27
Robinson, Peter M.
27
Bera, Anil K.
26
Horowitz, Joel
26
Kohn, Robert
26
Ghysels, Eric
24
Granger, C. W. J.
24
King, Maxwell L.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Robert, Christian P.
24
Stahlecker, Peter
24
Wooldridge, Jeffrey M.
23
Zakoïan, Jean-Michel
23
Steel, Mark F. J.
22
Ullah, Aman
22
Dufour, Jean-Marie
21
Winkelmann, Rainer
21
Hahn, Jinyong
20
Krämer, Walter
20
Lechner, Michael
20
White, Halbert
20
Angrist, Joshua D.
19
Giles, Judith A.
19
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Discussion paper / Tinbergen Institute
10
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Report / Econometric Institute, Erasmus University Rotterdam
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Journal of econometrics
4
Journal of financial econometrics
4
Statistical papers
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
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2
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2
Econometric reviews
2
Econometric theory
2
TRACE discussion papers / Tinbergen Institute
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Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Metrika : international journal for theoretical and applied statistics
1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
48
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
4
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
5
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
6
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
Saved in:
7
Bayesian and classical approaches to instrumental variable regression
Kleibergen, Frank
;
Zivot, Eric
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 29-72
Persistent link: https://www.econbiz.de/10001738916
Saved in:
8
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
- In:
Econometric theory
19
(
2003
)
5
,
pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
Saved in:
9
A comparative study of different shrinkage estimators for panel data models
Maddala, Gangadharrao S.
;
Li, Hongyi
;
Srivastava, …
- In:
Annals of economics and finance
2
(
2001
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001732241
Saved in:
10
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
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