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subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Phillips, Peter C. B."
~person:"Stahlecker, Peter"
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Schätztheorie
Theorie
470
Theory
470
Time series analysis
136
Zeitreihenanalyse
136
Estimation theory
112
Regression analysis
61
Regressionsanalyse
61
Einheitswurzeltest
59
Stochastic process
59
Stochastischer Prozess
59
Unit root test
59
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Econometrics
31
Ökonometrie
31
Autocorrelation
30
Autokorrelation
30
Cointegration
30
Kointegration
29
Panel
29
Panel study
29
Statistical test
26
Statistischer Test
26
Estimation
25
Schätzung
25
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Bubbles
17
Fuzzy sets
17
Fuzzy-Set-Theorie
17
Spekulationsblase
17
Bias
16
Systematischer Fehler
15
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Bootstrap approach
13
Bootstrap-Verfahren
13
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55
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55
Graue Literatur
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Language
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English
109
German
3
Author
All
Giles, David E. A.
Phillips, Peter C. B.
Stahlecker, Peter
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lee, Lung-fei
20
Lütkepohl, Helmut
20
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Cowles Foundation discussion paper
15
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Discussion paper / Department of Economics, University of Canterbury
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Economics letters
8
Journal of econometrics
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric theory
5
Oxford bulletin of economics and statistics
5
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion paper
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometric reviews
1
Handbook of econometrics ; Vol. 1
1
Journal of economic surveys
1
Mathematical methods of operations research
1
Special issue on new developments in time series econometrics
1
Statistical papers
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The journal of international trade & economic development
1
The review of economics and statistics
1
The review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
112
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1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
3
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
4
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
5
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
6
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
7
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
8
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
9
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
10
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
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