//--> //--> //--> //-->
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:"Journal of econometrics"
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
Efficient estimation of a part...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,639
Schätztheorie
1,639
Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Theorie
517
Theory
517
Zeitreihenanalyse
354
Time series analysis
353
Regression analysis
328
Regressionsanalyse
328
Estimation
259
Schätzung
254
Statistical test
182
Statistischer Test
182
Panel
181
Panel study
181
Volatility
142
Volatilität
142
Method of moments
116
Momentenmethode
115
Bootstrap approach
92
Bootstrap-Verfahren
92
Induktive Statistik
90
Statistical inference
90
Forecasting model
86
Prognoseverfahren
86
Autocorrelation
84
Autokorrelation
84
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Stochastic process
79
Stochastischer Prozess
79
Instrumental variables
78
Cointegration
77
Kointegration
76
Statistical distribution
76
Statistische Verteilung
76
Heteroscedasticity
73
Heteroskedastizität
73
Bayes-Statistik
71
more ...
less ...
Online availability
All
Undetermined
784
Type of publication
All
Article
1,879
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
1,858
Aufsatz in Zeitschrift
1,858
Collection of articles of several authors
29
Sammelwerk
29
Conference paper
27
Konferenzbeitrag
27
Konferenzschrift
8
Conference proceedings
6
Festschrift
5
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,898
Author
All
Phillips, Peter C. B.
38
Linton, Oliver
33
Li, Qi
23
Robinson, Peter M.
23
Chen, Songnian
22
Lee, Lung-fei
22
Su, Liangjun
21
Chen, Xiaohong
20
Gao, Jiti
19
Fan, Yanqin
15
Cai, Zongwu
14
Hsiao, Cheng
14
Lewbel, Arthur
14
Park, Joon Y.
14
Gouriéroux, Christian
13
Simar, Léopold
13
Sun, Yixiao
13
Taylor, Robert
13
Hong, Han
12
Horowitz, Joel
12
Newey, Whitney K.
12
Todorov, Viktor
12
White, Halbert
12
Xiao, Zhijie
12
Andrews, Donald W. K.
11
Florens, Jean-Pierre
11
Hu, Yingyao
11
Li, Degui
11
Aït-Sahalia, Yacine
10
Baltagi, Badi H.
10
Chib, Siddhartha
10
Francq, Christian
10
Hansen, Christian Bailey
9
Hoderlein, Stefan
9
Kristensen, Dennis
9
Leybourne, Stephen James
9
Pesaran, M. Hashem
9
Racine, Jeffrey
9
Schmidt, Peter
9
Yu, Jun
9
more ...
less ...
Institution
All
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Economics letters
1,050
Econometric theory
811
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
683
Econometric reviews
517
CEMMAP working papers / Centre for Microdata Methods and Practice
488
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
388
NBER Working Paper
381
Discussion paper / Tinbergen Institute
363
Journal of the American Statistical Association : JASA
357
NBER working paper series
338
The econometrics journal
302
Journal of applied econometrics
274
Série des documents de travail / Centre de Recherche en Économie et Statistique
262
Working paper / National Bureau of Economic Research, Inc.
260
Cowles Foundation discussion paper
258
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
257
Discussion paper series / IZA
255
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
246
Applied economics letters
241
Applied economics
230
Discussion paper / Center for Economic Research, Tilburg University
222
European journal of operational research : EJOR
222
Oxford bulletin of economics and statistics
209
Working paper / Department of Econometrics and Business Statistics, Monash University
209
Working paper
179
International journal of forecasting
177
The review of economics and statistics
177
Discussion paper
174
Economic modelling
174
Journal of quantitative economics : official journal of the Indian Econometric Society
172
Econometrics : open access journal
169
Quantitative economics : QE ; journal of the Econometric Society
163
IZA Discussion Paper
160
Cowles Foundation Discussion Paper
155
Discussion papers of interdisciplinary research project 373
154
CREATES research paper
150
Journal of forecasting
148
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
141
Insurance / Mathematics & economics
137
more ...
less ...
Source
All
ECONIS (ZBW)
1,898
Showing
1
-
10
of
1,898
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong
;
Wan, Alan T. K.
;
Xie, Shangyu
;
Wang, Xiaojing
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
Saved in:
2
Bayesian regression with heteroscedastic error density and parametric mean function
Pelenis, Justinas
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 624-638
Persistent link: https://www.econbiz.de/10010257372
Saved in:
3
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
4
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Saved in:
5
Estimation of treatment effects under endogenous heteroskedasticity
Abrevaya, Jason
;
Haiqing Xu
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 451-478
Persistent link: https://www.econbiz.de/10014434342
Saved in:
6
Exact non-parametric tests for a random walk with unknown drift under conditional
heteroscedasticity
Luger, Richard
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001768298
Saved in:
7
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
8
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene
;
Sasaki, Yuya
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
Saved in:
9
A further class of tests for
heteroscedasticity
Evans, Merran A.
;
King, Maxwell L.
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 265-276
Persistent link: https://www.econbiz.de/10003543580
Saved in:
10
Generalized R-estimators under conditional
heteroscedasticity
Mukherjee, Kanchan
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 383-415
Persistent link: https://www.econbiz.de/10003571300
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...
//-->