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person:"Spokojnyj, Vladimir G."
~person:"Stahlecker, Peter"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
12
Schätztheorie
12
Theorie
8
Theory
8
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Econometrics
1
Heteroscedasticity
1
Heteroskedastizität
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
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Nonlinear regression
1
Probability theory
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1
Theorie der Unternehmung
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Theory of the firm
1
Volatility
1
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1
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1
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Article
12
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Aufsatz in Zeitschrift
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45
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45
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44
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44
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12
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3
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10
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Spokojnyj, Vladimir G.
Stahlecker, Peter
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Mathematical methods of operations research
1
Statistical papers
1
The econometrics journal
1
The review of economics and statistics
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ECONIS (ZBW)
12
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1
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
2
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
3
Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation
Samarov, Alexander
;
Spokojnyj, Vladimir G.
;
Vial, Celine
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 429-445
Persistent link: https://www.econbiz.de/10002928074
Saved in:
4
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
5
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 599-631
Persistent link: https://www.econbiz.de/10001580788
Saved in:
6
The minimax adjustment principle
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001488328
Saved in:
7
A note on the robustness of the generalized least squares estimator in linear regression
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
2
,
pp. 224-229
Persistent link: https://www.econbiz.de/10001388623
Saved in:
8
Fuzzy prior information and minimax estimation in the linear regression model
Arnold, Bernhard
- In:
Statistical papers
38
(
1997
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001231945
Saved in:
9
Some further results on the use of proxy variables in prediction
Stahlecker, Peter
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 707-711
Persistent link: https://www.econbiz.de/10001167577
Saved in:
10
Linear-affine Minimax-Schätzer unter Ungleichungsrestriktionen
Stahlecker, Peter
;
Jänner, Michaela
;
Schmidt, Karsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
75
(
1991
)
3
,
pp. 245-264
Persistent link: https://www.econbiz.de/10001116031
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