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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Nonparametric statistics"
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Estimation theory
Statistische Methodenlehre
Nonparametric statistics
Theorie
2,216
Theory
2,216
Schätztheorie
523
Time series analysis
375
Zeitreihenanalyse
375
Estimation
195
Schätzung
195
Nichtparametrisches Verfahren
155
Volatility
136
Volatilität
136
Statistical test
134
Statistischer Test
134
Stochastic process
132
Stochastischer Prozess
132
Forecasting model
128
Prognoseverfahren
128
Regression analysis
121
Regressionsanalyse
121
Statistical theory
109
USA
107
United States
107
Bayes-Statistik
102
Bayesian inference
102
Markov chain
98
Markov-Kette
98
Monte Carlo simulation
96
Monte-Carlo-Simulation
96
Panel
95
Panel study
95
Statistical distribution
92
Statistische Verteilung
92
Ökonometrie
89
Econometrics
87
Method of moments
85
Momentenmethode
85
Cointegration
75
Kointegration
75
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Undetermined
56
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530
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206
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532
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532
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200
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200
Graue Literatur
195
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195
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169
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169
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13
Sammelwerk
13
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6
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6
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1
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1
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1
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1
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1
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1
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730
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6
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Gouriéroux, Christian
28
Robert, Christian P.
25
Guégan, Dominique
14
Phillips, Peter C. B.
12
Zakoïan, Jean-Michel
11
Francq, Christian
10
Jasiak, Joann
9
Linton, Oliver
9
Monfort, Alain
9
Scaillet, Olivier
8
Chib, Siddhartha
7
Darolles, Serge
7
Lee, Lung-fei
7
Li, Qi
7
Comte, Fabienne
6
Delecroix, Michel
6
Fermanian, Jean-David
6
Granger, C. W. J.
6
Guerre, Emmanuel
6
King, Maxwell L.
6
Kohn, Robert
6
Magnus, Jan R.
6
Patilea, Valentin
6
Rousseau, Judith
6
Berred, Alexandre M.
5
Billio, Monica
5
Chen, Songnian
5
Chen, Xiaohong
5
Ghysels, Eric
5
Hristache, Marian
5
Lewbel, Arthur
5
Philippe, Anne
5
Robin, Jean-Marc
5
Robinson, Peter M.
5
Smith, Richard J.
5
Touzi, Nizar
5
Yu, Jun
5
Baltagi, Badi H.
4
Bertail, Patrice
4
Blundell, Richard W.
4
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
464
Econometric theory
351
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
291
Econometric reviews
191
Journal of applied econometrics
154
Journal of quantitative economics : official journal of the Indian Econometric Society
147
The review of economics and statistics
139
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
118
Discussion paper / Tinbergen Institute
118
Discussion paper / Center for Economic Research, Tilburg University
114
Oxford bulletin of economics and statistics
112
CORE discussion paper : DP
110
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
105
Working paper / National Bureau of Economic Research, Inc.
103
Statistical papers
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Discussion paper series / IZA
82
International economic review
81
CEMMAP working papers / Centre for Microdata Methods and Practice
79
SFB 649 discussion paper
77
Technical working paper / National Bureau of Economic Research
75
The review of economic studies
74
American journal of agricultural economics
72
Annales d'économie et de statistique
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
66
Applied economics
65
Journal of forecasting
65
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
63
Europäische Hochschulschriften / 5
63
Cowles Foundation discussion paper
62
Journal of the Royal Statistical Society
61
Metrika : international journal for theoretical and applied statistics
60
Working paper series
59
Journal of productivity analysis
55
Lehrbuch
55
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
The econometrics journal
54
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ECONIS (ZBW)
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1
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
5
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
6
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
7
Logical differencing in dyadic network formation models with nontransferable utilities
Gao, Wayne Yuan
;
Li, Ming
;
Xu, Sheng
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 302-324
Persistent link: https://www.econbiz.de/10014434426
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
10
Identification of semiparametric model coefficients, with an application to collective households
Lewbel, Arthur
;
Lin, Xirong
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 205-223
Persistent link: https://www.econbiz.de/10013461480
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