//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Dufour, Jean-Marie"
subject:"Theory"
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Capital income
Monte-Carlo-Simulation
Estimation theory
24
Schätztheorie
24
Theorie
10
Statistical test
8
Statistischer Test
8
Monte Carlo simulation
5
Statistical theory
5
Statistische Methodenlehre
5
Induktive Statistik
4
Statistical inference
4
Monte Carlo test
3
Monte Carlo tests
3
Regression analysis
3
Regressionsanalyse
3
Simulation
3
ARCH model
2
ARCH-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
GARCH
2
Kapitaleinkommen
2
Lag model
2
Lag-Modell
2
Markov chain
2
Markov-Kette
2
Method of moments
2
Momentenmethode
2
Schätzung
2
Volatility
2
Volatilität
2
non-normality
2
1969-1989
1
AR-type statistic
1
Asymptotic distribution
1
Bartlett-Nanda-Pillai statistic
1
Börsenkurs
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
16
Author
All
Dufour, Jean-Marie
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
21
Horowitz, Joel
20
McAleer, Michael
20
Giles, David E. A.
19
Gouriéroux, Christian
18
King, Maxwell L.
18
Krämer, Walter
18
Ullah, Aman
18
Lee, Lung-fei
17
Robinson, Peter M.
17
Granger, C. W. J.
16
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Linton, Oliver
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Lechner, Michael
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Simar, Léopold
13
Smith, Richard J.
13
Tauchen, George Eugene
13
Arellano, Manuel
12
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Imbens, Guido
12
McDonald, James B.
12
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
2
International economic review
2
Journal of econometrics
2
The review of economics and statistics
2
Econometric theory
1
Economics letters
1
The econometrics journal
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
3
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
4
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
5
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
6
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
7
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
8
Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
Saved in:
9
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
10
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->