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~subject:"Estimation theory"
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Estimation theory
Soziale Gruppe
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MacKinnon, James G.
21
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Chen, Xiaohong
18
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18
Lütkepohl, Helmut
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8
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8
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8
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8
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8
Hu, Luojia
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8
Cattaneo, Matias D.
7
Horowitz, Joel
7
Jansson, Michael
7
Kato, Kengo
7
Trenkler, Carsten
7
Wolf, Michael
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Benkwitz, Alexander
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Gonçalves, Sílvia
6
Jentsch, Carsten
6
Lee, Seojeong
6
Otsu, Taisuke
6
Paparoditis, Efstathios
6
Politis, Dimitris N.
6
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6
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London School of Economics and Political Science
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9
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9
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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7
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6
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
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KBI
6
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6
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6
Insurance / Mathematics & economics
5
Operations research
5
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5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
The review of economics and statistics
5
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5
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4
Econometrics papers
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Journal of applied econometrics
4
Journal of banking & finance
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
810
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1
Rates of convergence for the normal and the bootstrap approximations in nonparametric regression
Cao-Abad, R.
-
1989
Persistent link: https://www.econbiz.de/10000771815
Saved in:
2
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang
;
Marron, James Stephen
-
1989
Persistent link: https://www.econbiz.de/10000774583
Saved in:
3
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang
;
Marron, James Stephen
-
1989
Persistent link: https://www.econbiz.de/10000780899
Saved in:
4
Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg
-
1990
Persistent link: https://www.econbiz.de/10000781771
Saved in:
5
Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo
;
Vataja, Juuso
-
1996
Persistent link: https://www.econbiz.de/10000625385
Saved in:
6
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stephana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000670030
Saved in:
7
Recent developments in bootstrapping time series
Berkowitz, Jeremy
-
1996
Persistent link: https://www.econbiz.de/10000952874
Saved in:
8
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
Saved in:
9
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
10
Bootstrapping a linear estimator of the ARCH parameters
Bose, Arup
(
contributor
);
Mukherjee, Kanchan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003732581
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