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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric theory"
~person:"Lieberman, Offer"
~subject:"Cointegration"
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Estimation theory
Schätzung
Cointegration
Theorie
8
Theory
8
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Schätztheorie
3
ARMA model
2
ARMA-Modell
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
ARFIMA
1
Autocorrelation
1
Autokorrelation
1
Einheitswurzeltest
1
Method of moments
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Momentenmethode
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Saisonale Schwankungen
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Lieberman, Offer
Phillips, Peter C. B.
11
Saikkonen, Pentti
11
Lee, Lung-fei
7
Linton, Oliver
7
Lütkepohl, Helmut
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Choi, In
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Wang, Qiying
4
Zinde-Walsh, Victoria
4
Bai, Jushan
3
Chen, Songnian
3
Chen, Xiaohong
3
Donald, Stephen G.
3
Johansen, Søren
3
Kuan, Chung-ming
3
Li, Qi
3
Nabeya, Seiji
3
Park, Joon Y.
3
Perron, Pierre
3
Rahbek, Anders
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Taylor, Robert
3
Xiao, Zhijie
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Baltagi, Badi H.
2
Barrio Castro, Tomás del
2
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Econometric theory
Discussion paper / Department of Economics, University of Canterbury
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cowles Foundation discussion paper
1
Economics letters
1
The review of economics and statistics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers / Foerder Institute for Economic Research
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ECONIS (ZBW)
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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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2
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
3
On the approximation of saddlepoint expansions in statistics
Lieberman, Offer
- In:
Econometric theory
10
(
1994
)
5
,
pp. 900-916
Persistent link: https://www.econbiz.de/10001175052
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