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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Modellierung"
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Search: subject_exact:"Estimation theory"
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Probability theory
Simulation
Modellierung
Estimation theory
525
Schätztheorie
525
Theorie
167
Theory
167
Time series analysis
100
Zeitreihenanalyse
100
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Estimation
69
Regression analysis
66
Regressionsanalyse
66
Schätzung
65
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58
Panel study
58
Statistical test
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Statistischer Test
57
Method of moments
38
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Statistical theory
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Monte Carlo simulation
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28
Scientific modelling
27
Bootstrap approach
25
Bootstrap-Verfahren
25
Cointegration
25
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
25
Volatility
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Volatilität
25
Kointegration
24
Statistical distribution
23
Statistische Verteilung
23
Kleinste-Quadrate-Methode
20
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68
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Jensen, Mark J.
2
Kukacka, Jiri
2
Maasoumi, Esfandiar
2
McAleer, Michael
2
Renault, Eric
2
Teräsvirta, Timo
2
Zhang, Xinyu
2
Amado, Cristina
1
Amaya, Diego
1
Antoine, Bertille
1
Barunik, Jozef
1
Bayarri, M. J.
1
Berger, James O.
1
Bernardini Papalia, Rosa
1
Bierens, Herman J.
1
Bosquet, Clément
1
Boudreault, Mathieu
1
Boulhol, Hervé
1
Chaudhuri, Saraswata
1
Chen, Qiang
1
Chen, Yi-ting
1
Chu, Chia-shang James
1
Cuesta, José Ignacio
1
Davis, Jonathan M. V.
1
Deb, Partha
1
Djogbenou, Antoine A.
1
Dovonon, Prosper
1
Drukker, David M.
1
Fan, Yanqin
1
Fernández Vázquez, Esteban
1
Franses, Philip Hans
1
Gianou, Andrew
1
Grazzini, Jakob
1
Gregory, Allan W.
1
Guay, Alain
1
Guggenberger, Patrik
1
Hafner, Christian
1
Hahn, Jinyong
1
Hamori, Shigeyuki
1
Hansen, Peter Reinhard
1
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Econometric reviews
Journal of economic dynamics & control
Journal of econometrics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
54
Discussion paper / Tinbergen Institute
40
CEMMAP working papers / Centre for Microdata Methods and Practice
37
European journal of operational research : EJOR
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Econometric theory
28
Discussion paper / Center for Economic Research, Tilburg University
27
The econometrics journal
25
Statistics in transition : an international journal of the Polish Statistical Association
23
NBER Working Paper
22
Computational economics
18
Discussion paper
18
Discussion paper series / IZA
18
Operations research
18
International journal of forecasting
17
NBER working paper series
15
Insurance / Mathematics & economics
14
Quantitative economics : QE ; journal of the Econometric Society
14
Econometrics : open access journal
13
Economic modelling
13
Journal of applied econometrics
13
Cowles Foundation discussion paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working paper / National Bureau of Economic Research, Inc.
12
Operations research letters
11
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
The review of economic studies
11
INFORMS journal on computing : JOC
10
Journal of the American Statistical Association : JASA
10
NBER technical working paper series
10
Technical working paper / National Bureau of Economic Research
10
Working paper
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1
Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
Saved in:
2
Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri
;
Sacht, Stephen
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
Saved in:
3
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
4
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Drukker, David M.
;
Liu, Di
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1047-1076
Persistent link: https://www.econbiz.de/10013364941
Saved in:
5
Smooth transition simultaneous equation models
Kadilli, Anjeza
;
Krishnakumar, Jayalakshmi
- In:
Journal of economic dynamics & control
145
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013543246
Saved in:
6
Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
Saved in:
7
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
8
A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
9
Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
Saved in:
10
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
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