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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"Working papers in economics and econometrics"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Estimation theory
1,863
Schätztheorie
1,863
Theorie
513
Theory
513
Zeitreihenanalyse
336
Time series analysis
334
Nichtparametrisches Verfahren
317
Nonparametric statistics
317
Regression analysis
274
Regressionsanalyse
274
Estimation
237
Schätzung
233
Panel
159
Panel study
159
Statistical test
154
Statistischer Test
154
Volatility
118
Volatilität
118
Method of moments
100
Momentenmethode
99
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Induktive Statistik
82
Statistical inference
82
Autocorrelation
79
Autokorrelation
79
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Stochastic process
67
Stochastischer Prozess
67
Cointegration
66
Statistical distribution
66
Statistische Verteilung
66
Kointegration
65
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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Undetermined
16
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Article
64
Book / Working Paper
19
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Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
18
Working Paper
18
Graue Literatur
13
Non-commercial literature
13
Amtsdruckschrift
8
Government document
8
Conference paper
2
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2
Systematic review
1
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1
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English
82
French
1
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McAleer, Michael
5
Bera, Anil K.
4
Breusch, Trevor S.
3
Gouriéroux, Christian
3
Horowitz, Joel
3
Robert, Christian P.
3
Robertson, John C.
3
Chalfant, James Allen
2
Hajivassiliou, Vassilis Argyrou
2
Judge, George G.
2
White, Halbert
2
Ahn, Seung Chan
1
Ali, Mukhtar M.
1
Alston, Julian Mark
1
Alwang, Jeffrey R.
1
Anderson, Theodore W.
1
Andrews, Donald W. K.
1
Aït-Sahalia, Yacine
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Barnett, Glen
1
Bolduc, Denis
1
Borjas, George J.
1
Breunig, Christoph
1
Börsch-Supan, Axel
1
Chaudhuri, Saraswata
1
Chen, Jiaqi
1
Choi, Seungmoon
1
Cragg, John G.
1
Dastoor, Naorayex K.
1
Dauxois, Jean-Yves
1
Delgado, Miguel A.
1
Dhaene, Geert
1
Dominicy, Yves
1
Donald, Stephen G.
1
Doran, Howard E.
1
Dorfman, Jeffrey H.
1
Driscoll, Paul J.
1
Fisher, Mark E.
1
Forneron, Jean-Jacques
1
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Australian National University / Faculty of Economics
2
Australian National University / Faculty of Economics and Commerce
1
Published in...
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American journal of agricultural economics
Journal of econometrics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working papers in economics and econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Econometric reviews
37
Economics letters
37
Econometric theory
31
Discussion paper / Tinbergen Institute
27
Discussion paper / Center for Economic Research, Tilburg University
18
NBER Working Paper
17
Statistics in transition : an international journal of the Polish Statistical Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Technical working paper / National Bureau of Economic Research
16
CORE discussion paper : DP
14
Report / Econometric Institute, Erasmus University Rotterdam
13
Europäische Hochschulschriften / 5
12
International economic review
12
NBER technical working paper series
12
Oxford bulletin of economics and statistics
12
European journal of operational research : EJOR
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
Discussion paper
10
Insurance / Mathematics & economics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
International journal of forecasting
9
The review of economic studies
9
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
Statistical papers
8
The review of economics and statistics
8
Annales d'économie et de statistique
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
Cowles Foundation discussion paper
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of the American Statistical Association : JASA
7
The econometrics journal
7
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ECONIS (ZBW)
83
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
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2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
4
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
5
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip
;
Kazak, Ekaterina
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
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6
Flexible multivariate Hill estimators
Dominicy, Yves
;
Heikkilä, Matias
;
Ilmonen, Pauliina
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 398-410
Persistent link: https://www.econbiz.de/10012482779
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7
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
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8
The ABC of simulation estimation with auxiliary statistics
Forneron, Jean-Jacques
;
Ng, Serena
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012110243
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9
Misspecification of noncausal order in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 226-248
Persistent link: https://www.econbiz.de/10012110259
Saved in:
10
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
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