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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers in economics and econometrics"
~subject:"Bootstrap-Verfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Bootstrap-Verfahren
Estimation theory
1,773
Schätztheorie
1,773
Theorie
430
Theory
430
Zeitreihenanalyse
321
Time series analysis
319
Nichtparametrisches Verfahren
317
Nonparametric statistics
317
Regression analysis
274
Regressionsanalyse
274
Estimation
233
Schätzung
229
Panel
158
Panel study
158
Statistical test
154
Statistischer Test
154
Volatility
117
Volatilität
117
Method of moments
100
Momentenmethode
99
Maximum likelihood estimation
83
Maximum-Likelihood-Schätzung
83
Induktive Statistik
82
Statistical inference
82
Autocorrelation
79
Autokorrelation
79
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Instrumental variables
69
Cointegration
66
Statistical distribution
66
Statistische Verteilung
66
Kointegration
65
Stochastic process
65
Stochastischer Prozess
65
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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134
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McAleer, Michael
5
Andrews, Donald W. K.
4
Bera, Anil K.
4
Nielsen, Morten Ørregaard
4
Breusch, Trevor S.
3
Horowitz, Joel
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kilian, Lutz
3
MacKinnon, James G.
3
Robertson, John C.
3
Taylor, Robert
3
White, Halbert
3
Breunig, Christoph
2
Cavaliere, Giuseppe
2
Chalfant, James Allen
2
Chen, Xiaohong
2
Davis, Richard A.
2
Delgado, Miguel A.
2
Georgiev, Iliyan
2
Gonçalves, Sílvia
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Judge, George G.
2
Kato, Kengo
2
Lee, Seojeong
2
Li, Qi
2
Marmer, Vadim
2
Rodrigues, Paulo M. M.
2
Sasaki, Yuya
2
Su, Liangjun
2
Taamouti, Abderrahim
2
Tabri, Rami V.
2
Trenkler, Carsten
2
Webb, Matthew
2
Ahn, Seung Chan
1
Ali, Mukhtar M.
1
Alston, Julian Mark
1
Alwang, Jeffrey R.
1
Anderson, Theodore W.
1
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Australian National University / Faculty of Economics
2
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1
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American journal of agricultural economics
Journal of econometrics
Working papers in economics and econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
66
Econometric reviews
60
Economics letters
52
Econometric theory
43
Discussion paper / Tinbergen Institute
38
CEMMAP working papers / Centre for Microdata Methods and Practice
35
The econometrics journal
21
Discussion paper / Center for Economic Research, Tilburg University
20
Statistics in transition : an international journal of the Polish Statistical Association
20
Cowles Foundation discussion paper
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
European journal of operational research : EJOR
18
NBER Working Paper
18
Technical working paper / National Bureau of Economic Research
17
CORE discussion paper : DP
16
Journal of the American Statistical Association : JASA
16
Discussion papers of interdisciplinary research project 373
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Insurance / Mathematics & economics
14
Queen's Economics Department working paper
14
Working paper series
14
NBER technical working paper series
13
Oxford bulletin of economics and statistics
13
Report / Econometric Institute, Erasmus University Rotterdam
13
Computational economics
12
Europäische Hochschulschriften / 5
12
International economic review
12
CREATES research paper
11
Discussion paper
11
Econometrics : open access journal
11
International journal of forecasting
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
The review of economics and statistics
11
Journal of applied econometrics
10
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ECONIS (ZBW)
145
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1
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
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2
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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3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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4
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
5
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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6
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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8
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
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9
Smoothed quantile regression with large-scale inference
He, Xuming
;
Pan, Xiaoou
;
Tan, Kean Ming
;
Zhou, Wen-Xin
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
Saved in:
10
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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