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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
subject:"Simulation"
~accessRights:"restricted"
~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~isPartOf:"Economics letters"
~subject:"Time series analysis"
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Estimation theory
301
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Estimation
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56
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Nichtparametrisches Verfahren
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / ICMA Centre, Henley Business School, University of Reading
Economics letters
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
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Journal of time series econometrics
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Econometric theory
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Computational economics
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The econometrics journal
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European journal of operational research : EJOR
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Essays in honor of Joon Y. Park : econometric theory
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Journal of empirical finance
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Journal of quantitative economics
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Energy economics
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Insurance / Mathematics & economics
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The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of production research
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Journal of mathematical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of economics and finance
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Research in international business and finance
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Theoretical economics letters
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Astin bulletin : the journal of the International Actuarial Association
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Handbook of econometrics : volume 2
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A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
4
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
5
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
Saved in:
6
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
9
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
10
Instrument approval by the Sargan test and its consequences for coefficient estimation
Kiviet, J. F.
;
Kripfganz, Sebastian
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202152
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