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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric theory"
~person:"Pötscher, Benedikt M."
~subject:"Cointegration"
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Estimation theory
Schätzung
Cointegration
Theorie
7
Theory
7
Schätztheorie
4
Heteroscedasticity
2
Heteroskedastizität
2
Robust statistics
2
Robustes Verfahren
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Autokorrelation
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Nichtlineare Regression
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Pötscher, Benedikt M.
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
Satchell, Stephen
4
Wang, Qiying
4
Zinde-Walsh, Victoria
4
Bai, Jushan
3
Chen, Songnian
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Chen, Xiaohong
3
Donald, Stephen G.
3
Johansen, Søren
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
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
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Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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ECONIS (ZBW)
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1
Model selection and inference : facts and fiction
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
Saved in:
2
The variance of an integrated process need not diverge to infinity, and related results on partial sums of stationary processes
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10001606762
Saved in:
3
Noninvertibility and pseudo-maximum likelihood estimation of misspecified ARMA models
Pötscher, Benedikt M.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001117742
Saved in:
4
Effects of model selection on inference
Pötscher, Benedikt M.
- In:
Econometric theory
7
(
1991
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10001118089
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