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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"EIEF working paper"
~person:"Giraitis, Liudas"
~person:"Magnus, Jan R."
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Search: subject_exact:"Estimation theory"
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Estimation theory
12
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3
WALS
3
Korrelation und Regression
2
Schätzmethodik und Testmethodik
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Giraitis, Liudas
Magnus, Jan R.
Robinson, Peter M.
10
Zaffaroni, Paolo
4
De Luca, Giuseppe
3
Marinucci, Domenico
3
Peracchi, Franco
3
Pesaran, Bahram
3
Davidson, James E. H.
2
Forni, Mario
2
Linton, Oliver
2
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2
Nishiyama, Y.
2
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2
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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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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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1
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1
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1
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1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
EIEF working paper
Discussion paper / Tinbergen Institute
9
Discussion paper / Center for Economic Research, Tilburg University
7
Working paper
7
Suntory Toyota International Centre for Economics and Related Disciplines
6
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3
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2
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2
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ECONIS (ZBW)
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1
Asymptotic properties of the weighted-average least squares (WALS) estimator
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2022
Persistent link: https://www.econbiz.de/10013174413
Saved in:
2
Weighted-average least squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2021
Persistent link: https://www.econbiz.de/10013171749
Saved in:
3
Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2020
Persistent link: https://www.econbiz.de/10012382228
Saved in:
4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
5
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
6
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
7
The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
;
Pesaran, Bahram
-
1988
Persistent link: https://www.econbiz.de/10000747488
Saved in:
8
Least-squares autoregression with near-unit root
Magnus, Jan R.
;
Rothenberg, Thomas J.
-
1988
Persistent link: https://www.econbiz.de/10000747669
Saved in:
9
The bias of forecasts from a first-order autoregression
Magnus, Jan R.
;
Pesaran, Bahram
-
1987
Persistent link: https://www.econbiz.de/10000720159
Saved in:
10
The exact moments of a ratio of quadratic forms in normal variables
Magnus, Jan R.
-
1986
Persistent link: https://www.econbiz.de/10000706568
Saved in:
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