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person:"White, Halbert"
subject:"Theory"
~isPartOf:"Journal of econometrics"
~person:"Newey, Whitney K."
~type_genre:"Aufsatz in Zeitschrift"
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Theory
Estimation theory
21
Schätztheorie
21
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Statistical test
5
Statistischer Test
5
IV-Schätzung
4
Instrumental variables
4
Theorie
4
Conditional exogeneity
3
Estimation
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Specification test
3
Statistical distribution
3
Statistische Verteilung
3
Causality analysis
2
Control variables
2
Kausalanalyse
2
Method of moments
2
Momentenmethode
2
Risikomaß
2
Risk measure
2
Statistical theory
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Statistische Methodenlehre
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ARCH model
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ARCH-Modell
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CAViaR
1
Causal effect
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1
Conditional independence
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Aufsatz in Zeitschrift
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White, Halbert
Newey, Whitney K.
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Kohn, Robert
5
Baltagi, Badi H.
4
Granger, C. W. J.
4
King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
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Chen, Songnian
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Ohtani, Kazuhiro
3
Powell, James
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Ridder, Geert
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Savin, N. Eugene
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Shively, Thomas S.
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Swanson, Norman R.
3
Turkington, Darrell A.
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Ullah, Aman
3
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2
Ai, Chunrong
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Econometric reviews
1
Economics letters
1
Journal of applied econometrics
1
The review of economic studies
1
The review of economics and statistics
1
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ECONIS (ZBW)
4
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1
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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2
Convergence rates and asymptotic normality for series estimators
Newey, Whitney K.
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 147-168
Persistent link: https://www.econbiz.de/10001220061
Saved in:
3
Nonlinear errors in variables : estimation of some Engel curves
Hausman, Jerry A.
- In:
Journal of econometrics
65
(
1995
)
1
,
pp. 205-233
Persistent link: https://www.econbiz.de/10001173089
Saved in:
4
Adaptive estimation of regression models via moment restrictions
Newey, Whitney K.
- In:
Journal of econometrics
3
(
1988
),
pp. 301-339
Persistent link: https://www.econbiz.de/10001046322
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