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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
138
Schätztheorie
138
Theorie
88
Theory
88
Method of moments
46
Momentenmethode
46
Induktive Statistik
44
Statistical inference
44
Statistical test
38
Statistischer Test
38
Bootstrap approach
28
Bootstrap-Verfahren
28
IV-Schätzung
23
Instrumental variables
23
Modellierung
18
Scientific modelling
18
Regression analysis
17
Regressionsanalyse
17
Time series analysis
14
Statistical theory
12
Statistische Methodenlehre
12
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Test
9
Asymptotics
8
Heteroscedasticity
8
Heteroskedastizität
8
Stochastic process
8
Stochastischer Prozess
8
Confidence set
7
Identification
7
Kleinste-Quadrate-Methode
7
Least squares method
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Sampling
7
Stichprobenerhebung
7
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Free
4
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Book / Working Paper
9
Article
5
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Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Aufsatzsammlung
1
Festschrift
1
Graue Literatur
1
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1
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1
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1
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1
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English
14
Author
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Andrews, Donald W. K.
14
Zivot, Eric
3
Chen, Hong-yuan
2
Guggenberger, Patrik
1
Li, Ming
1
Lieberman, Offer
1
McDermott, C. John
1
Monahan, J. C.
1
Rothenberg, Thomas J.
1
Stock, James H.
1
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Cowles Foundation discussion paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Cowles Foundation Discussion Paper
1
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ECONIS (ZBW)
14
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1
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
Saved in:
2
Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000828074
Saved in:
3
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K.
(
ed.
);
Rothenberg, Thomas J.
(
honouree
)
-
2005
Persistent link: https://www.econbiz.de/10002380727
Saved in:
4
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
5
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
6
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 953-966
Persistent link: https://www.econbiz.de/10001129056
Saved in:
7
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
8
Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Andrews, Donald W. K.
;
Chen, Hong-yuan
-
1992
Persistent link: https://www.econbiz.de/10000843671
Saved in:
9
Further evidence on the great crash, the oil price shocks, and the unit root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
-
1990
-
Rev.
Persistent link: https://www.econbiz.de/10000792311
Saved in:
10
Exactly median-unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 139-165
Persistent link: https://www.econbiz.de/10001139699
Saved in:
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