//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Finite Sample Comparison of Al...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
728
Schätztheorie
728
Theorie
397
Theory
397
Time series analysis
202
Zeitreihenanalyse
202
Nichtparametrisches Verfahren
170
Nonparametric statistics
170
Regression analysis
111
Regressionsanalyse
111
Statistical test
65
Statistischer Test
65
Stochastic process
61
Stochastischer Prozess
61
Statistical theory
44
Statistische Methodenlehre
44
ARCH model
41
ARCH-Modell
41
Autocorrelation
35
Autokorrelation
35
Cointegration
35
Kointegration
35
Einheitswurzeltest
33
Estimation
33
Schätzung
33
Unit root test
33
Method of moments
29
Momentenmethode
29
Panel
28
Panel study
28
Statistical distribution
28
Statistische Verteilung
28
Induktive Statistik
27
Statistical inference
27
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Volatility
22
Volatilität
22
Bootstrap approach
20
Bootstrap-Verfahren
20
more ...
less ...
Online availability
All
Undetermined
185
Free
15
Type of publication
All
Article
865
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
867
Aufsatz in Zeitschrift
867
Collection of articles of several authors
5
Conference paper
5
Konferenzbeitrag
5
Sammelwerk
5
Konferenzschrift
4
Conference proceedings
3
Interview
1
more ...
less ...
Language
All
English
868
Author
All
Phillips, Peter C. B.
30
Linton, Oliver
24
Lee, Lung-fei
13
Wang, Qiying
11
White, Halbert
11
Li, Qi
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Gao, Jiti
9
Horváth, Lajos
9
Otsu, Taisuke
9
Pötscher, Benedikt M.
9
Saikkonen, Pentti
9
Su, Liangjun
9
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Jong, Robert M. de
8
Robinson, Peter M.
8
Chan, Ngai Hang
7
Francq, Christian
7
Hidalgo, Javier
7
Knight, John L.
7
Newey, Whitney K.
7
Park, Joon Y.
7
Perron, Pierre
7
Sun, Yixiao
7
Taylor, Robert
7
Wooldridge, Jeffrey M.
7
Chambers, Marcus J.
6
Chen, Xiaohong
6
Davidson, James E. H.
6
Georgiev, Iliyan
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
Johansen, Søren
6
Leybourne, Stephen James
6
Lieberman, Offer
6
Wu, Wei Biao
6
Xiao, Zhijie
6
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Journal of econometrics
2,273
MPRA Paper
1,455
Economics letters
1,247
European journal of operational research : EJOR
920
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
861
IZA Discussion Papers
684
Discussion paper / Tinbergen Institute
671
Econometric reviews
609
CEMMAP working papers / Centre for Microdata Methods and Practice
588
Working Paper
569
Discussion paper series / IZA
518
NBER Working Paper
494
NBER working paper series
479
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
466
Insurance / Mathematics & economics
429
Journal of the American Statistical Association : JASA
418
IZA Discussion Paper
403
International journal of theoretical and applied finance
392
Working paper
391
Tinbergen Institute Discussion Paper
385
CESifo Working Paper
376
Working paper / National Bureau of Economic Research, Inc.
366
CESifo working papers
360
Série des documents de travail / Centre de Recherche en Économie et Statistique
347
Journal of applied econometrics
345
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
337
The econometrics journal
337
Applied economics
322
cemmap working paper
315
Tinbergen Institute Discussion Papers
310
ECB Working Paper
307
Applied economics letters
301
Cowles Foundation discussion paper
296
SFB 649 discussion paper
294
Journal of economic dynamics & control
278
Discussion paper / Center for Economic Research, Tilburg University
276
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
275
Computational economics
274
Working paper / Department of Econometrics and Business Statistics, Monash University
272
more ...
less ...
Source
All
ECONIS (ZBW)
868
Showing
1
-
10
of
868
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
2
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
3
Convergence rates of sums of α-mixing triangualr arrays : with an application to nonparametric drift function estimation of continuous-time processes
Kanaya, Shin
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1121-1153
Persistent link: https://www.econbiz.de/10011810254
Saved in:
4
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
6
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
- In:
Econometric theory
16
(
2000
)
4
,
pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
Saved in:
7
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
Saved in:
8
A correction factor for unit root test statistics
Bravo, Francesco
- In:
Econometric theory
15
(
1999
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
Saved in:
9
An adaptive test of stochastic monotonicity
Četverikov, Denis N.
;
Wilhelm, Daniel
;
Kim, Dongwoo
- In:
Econometric theory
37
(
2021
)
3
,
pp. 495-536
Persistent link: https://www.econbiz.de/10012593446
Saved in:
10
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->