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~subject:"Schätztheorie"
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Schätztheorie
Theorie
23
Theory
23
Time series analysis
21
Zeitreihenanalyse
21
Estimation theory
15
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10
Prognoseverfahren
10
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6
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Nichtparametrisches Verfahren
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Non-Gaussian Time Series
2
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2
Particle filtering
2
Predictive merging
2
Probability theory
2
Proper scoring rules
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Sequential Monte Carlo
2
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11
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English
15
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McCabe, Brendan Peter Martin
13
Leybourne, Stephen James
8
Sun, Jiajing
3
Harris, David
2
Hong, Yongmiao
2
McCabe, Brendan
2
Chen, Jia
1
Forbes, Catherine Scipione
1
Leung, Patrick
1
Linton, Oliver
1
Martin, Gael M.
1
Phillips, Garry D. A.
1
Sun, Yuying
1
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1
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Econometric theory
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Royal Statistical Society
1
Oxford bulletin of economics and statistics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
15
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1
Structural change in regression models
McCabe, Brendan Peter Martin
-
1989
Persistent link: https://www.econbiz.de/10000794920
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2
Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
Saved in:
3
A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James
- In:
Economics letters
38
(
1992
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
Saved in:
4
A sequential approach to testing for structural change in econometric models
Phillips, Garry D. A.
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10001063980
Saved in:
5
Testing for coefficient constancy in random walk models with particular reference to the initial value problem
Leybourne, Stephen James
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001063992
Saved in:
6
A simple test for cointegration
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
Saved in:
7
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
8
On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin
- In:
Econometric theory
14
(
1998
)
3
,
pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
Saved in:
9
Testing regression models for random effects outliers under elliptical symmetry
McCabe, Brendan Peter Martin
- In:
Economics letters
1
(
1987
),
pp. 47-49
Persistent link: https://www.econbiz.de/10001035145
Saved in:
10
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
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