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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Estimation"
~subject:"Regression analysis"
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Estimation theory
147
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114
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18
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12
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Baltagi, Badi H.
4
Franses, Philip Hans
4
Haan, Laurens de
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Kleibergen, Frank
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Srivastava, Virendra K.
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Daníelsson, Jón
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Kiviet, J. F.
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Maiti, Tapabrata
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Montfort, Kees van
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Pereira, T. Themido
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Resnick, Sidney I.
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1
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1
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Statistical papers
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of econometrics
770
Economics letters
557
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379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
356
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
252
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232
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165
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164
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148
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139
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135
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127
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115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Oxford bulletin of economics and statistics
112
Journal of the American Statistical Association : JASA
111
Discussion paper / Center for Economic Research, Tilburg University
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
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102
The econometrics journal
98
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83
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69
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67
Discussion papers of interdisciplinary research project 373
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CESifo working papers
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ECONIS (ZBW)
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1
Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
Menéndez, M. L.
;
Pardo, L.
;
Pardo, M. C.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10003815198
Saved in:
2
An alternative stochastic restricted Liu estimator in linear regression
Yang, Hu
;
Xu, Jianwen
- In:
Statistical papers
50
(
2009
)
3
,
pp. 639-647
Persistent link: https://www.econbiz.de/10003844063
Saved in:
3
A confidence set for that x-coordinate where a quadratic regression model has a given gradient
Bachmaier, Martin
- In:
Statistical papers
50
(
2009
)
3
,
pp. 649-660
Persistent link: https://www.econbiz.de/10003844065
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4
Comparisons of the r - k class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
Özkale, M. Revan
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
3
,
pp. 503-512
Persistent link: https://www.econbiz.de/10003715370
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5
A new biased estimator based on ridge estimation
Sakallıoğlu, Sadullah
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003761745
Saved in:
6
On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi
;
Hamori, Shigeyuki
;
Matsubayashi, Yoichi
- In:
Statistical papers
47
(
2006
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
Saved in:
7
An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Kashima, Hiroyuki
- In:
Statistical papers
46
(
2005
)
4
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003098863
Saved in:
8
Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael
- In:
Statistical papers
45
(
2004
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10001959431
Saved in:
9
Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Jeske, Roland
;
Song, Seuck-heun
- In:
Statistical papers
44
(
2003
)
3
,
pp. 421-432
Persistent link: https://www.econbiz.de/10001769885
Saved in:
10
Maximum likelihood estimators in regression models with infinite variance innovations
Paulaauskas, Vygantas
;
Rachev, Svetlozar T.
- In:
Statistical papers
44
(
2003
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001725537
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