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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"cemmap working paper"
~subject:"Induktive Statistik"
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Induktive Statistik
Nichtparametrisches Verfahren
788
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712
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548
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509
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Fan, Yanqin
3
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CESifo Working Paper Series
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cemmap working paper
CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
Saved in:
2
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
3
Pairwise likelihood inference for general state space models
Varin, Cristiano
;
Vidoni, Paolo
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 170-185
Persistent link: https://www.econbiz.de/10003800719
Saved in:
4
Posterior distribution of nondifferentiable functions
Kitagawa, Toru
;
Olea, José Luis Montiel
;
Payne, Jonathan
; …
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 161-175
Persistent link: https://www.econbiz.de/10012482743
Saved in:
5
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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6
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
Saved in:
7
Estimating stable latent factor models by indirect inference
Calzolari, Giorgio
;
Halbleib, Roxana
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
Saved in:
8
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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9
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa
;
Zhang, Rongmao
;
Li, Yuan
;
Ling, Shiqing
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013441651
Saved in:
10
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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