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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~person:"Koop, Gary"
~person:"Racine, Jeffrey"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Estimation
31
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15
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12
Bayes-Statistik
9
Bayesian inference
9
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Koop, Gary
Racine, Jeffrey
Kumbhakar, Subal
14
Gao, Jiti
12
Su, Liangjun
12
Tauchen, George Eugene
12
Linton, Oliver
10
Todorov, Viktor
10
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9
Li, Jia
9
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8
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8
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8
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8
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8
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8
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8
Tsionas, Efthymios G.
8
Francq, Christian
7
Jochmans, Koen
7
Kapetanios, George
7
Kim, Donggyu
7
Zakoïan, Jean-Michel
7
Cai, Zongwu
6
Egger, Peter
6
Gouriéroux, Christian
6
Lesage, James P.
6
Lu, Xun
6
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6
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6
Pesaran, M. Hashem
6
Wang, Yazhen
6
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6
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Yu, Jihai
6
Baillie, Richard
5
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5
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5
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of applied econometrics
2
Annals of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
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The econometrics journal
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ECONIS (ZBW)
12
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1
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
2
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
3
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
4
Semiparametric varying coefficient models with endogenous covariates
Centorrino, Samuele
;
Racine, Jeffrey
- In:
Annals of economics and statistics
128
(
2017
),
pp. 261-295
Persistent link: https://www.econbiz.de/10011776896
Saved in:
5
Nonparametric conditional quantile estimation : a locally weighted quantile kernel approach
Racine, Jeffrey
;
Li, Kevin
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 72-95
Persistent link: https://www.econbiz.de/10011917426
Saved in:
6
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
7
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
8
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
Saved in:
9
Consistent significance testing for nonparametric regression
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
Saved in:
10
Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
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