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~subject:"Schätztheorie"
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Schätztheorie
Estimation theory
35
Theorie
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Theory
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Statistischer Test
20
Statistical test
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Estimation
17
Schätzung
17
Method of moments
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Purchasing power parity
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1973-1997
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Induktive Statistik
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Norway
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English
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Caner, Mehmet
29
Han, Xu
11
Kock, Anders Bredahl
4
Inoue, Atsushi
3
Medeiros, Marcelo C.
3
Callot, Laurent
2
Fang, Ying
2
Lee, Yoonseok
2
Vasconcelos, Gabriel F. R.
2
Bai, Jushan
1
Berkowitz, Daniel
1
Berkowitz, Daniel Michael
1
Bugni, Federico A.
1
Cheng, Xu
1
Danaher, Peter J.
1
Fan, Qingliang
1
Hansen, Bruce E.
1
Kilian, Lutz
1
Knight, Keith
1
Lahiri, Soumendra
1
Morrill, Melinda Sandler
1
Riquelme, Juan Andres
1
Shi, Yutang
1
Ulaşan, Esra
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
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Econometric reviews
3
CREATES research paper
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Economics letters
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Caner, Mehmet
;
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10010488511
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2
An upper bound for functions of estimators in high dimensions
Caner, Mehmet
;
Han, Xu
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012483794
Saved in:
3
Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
Caner, Mehmet
;
Han, Xu
;
Lee, Yoonseok
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10011894389
Saved in:
4
Shrinkage estimation of factor models with global and group-specific factors
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012424495
Saved in:
5
Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
Saved in:
6
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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7
Exponential tilting with weak instruments : estimation and testing
Caner, Mehmet
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10003968322
Saved in:
8
Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
Saved in:
9
Pivotal structural change tests in linear simultaneous equations with weak identification
Caner, Mehmet
- In:
Econometric theory
27
(
2011
)
2
,
pp. 413-426
Persistent link: https://www.econbiz.de/10009310707
Saved in:
10
Tests for cointegration with infinite variance errors
Caner, Mehmet
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001243863
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