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person:"Lütkepohl, Helmut"
subject:"Schätztheorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lee, Lung-fei"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Heteroscedasticity
Estimation theory
5
Autocorrelation
2
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2
Time series analysis
2
Zeitreihenanalyse
2
Bayes-Statistik
1
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Lütkepohl, Helmut
Lee, Lung-fei
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
5
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4
Caner, Mehmet
4
Ghysels, Eric
4
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4
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4
Härdle, Wolfgang
4
Ichimura, Hidehiko
4
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4
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4
Ling, Shiqing
4
Powell, James
4
Ruud, Paul Arthur
4
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4
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4
Bauwens, Luc
3
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3
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3
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3
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3
Kong, Xinbing
3
Koop, Gary
3
Li, Degui
3
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3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Econometric theory
17
Regional science & urban economics
9
DIW Berlin Discussion Paper
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Economics letters
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Center for Research on Economic and Social Theory and Department of Economics working paper serie
4
Journal of economic dynamics & control
4
SFB 649 discussion paper
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The econometrics journal
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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EUI working paper / ECO
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Discussion paper series
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Oxford bulletin of economics and statistics
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Spatial economic analysis : the journal of the Regional Studies Association
2
The review of economics and statistics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
CESifo working papers
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Cahier de recherche
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Computational economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Foundations and trends in econometrics
1
Handbook of empirical economics and finance
1
Journal of applied econometrics
1
Journal of economic surveys
1
Kredit und Kapital
1
Lodz economics working papers
1
Macroeconomic dynamics
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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ECONIS (ZBW)
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1
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
2
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
3
Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 642-660
Persistent link: https://www.econbiz.de/10011692445
Saved in:
4
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
5
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Saved in:
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