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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Statistischer Test
Estimation theory
22
Schätztheorie
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Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Causality analysis
3
Estimation
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IV-Schätzung
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Statistical test
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Volatility
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Zeitreihenanalyse
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consistency
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nonparametric estimation
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semimartingale
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weak instruments
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Andrews, Isaiah
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Jacod, Jean
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Romano, Joseph P.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
229
Econometric reviews
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometric theory
49
International journal of forecasting
44
Journal of time series econometrics
38
Computational economics
27
The econometrics journal
27
Economic modelling
20
Applied economics letters
19
Journal of financial econometrics
18
Discussion paper / Centre for Economic Policy Research
15
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finance research letters
12
Journal of forecasting
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Discussion papers / CEPR
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OECD Guidelines for the Testing of Chemicals, Section 2
11
Essays in honor of Joon Y. Park : econometric theory
10
Journal of quantitative economics
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of empirical finance
9
Energy economics
8
Insurance / Mathematics & economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of econometric methods
7
Journal of risk
7
International journal of economics and finance
6
Journal of economic dynamics & control
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NBER working paper series
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The review of economics and statistics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
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Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
4
Conditional inference with a functional nuisance parameter
Andrews, Isaiah
;
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1571-1612
Persistent link: https://www.econbiz.de/10011611125
Saved in:
5
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
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