//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Induktive Statistik"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Econometric theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Induktive Statistik
Stochastischer Prozess
Estimation theory
738
Schätztheorie
738
Theorie
717
Theory
717
Time series analysis
327
Zeitreihenanalyse
327
Nichtparametrisches Verfahren
173
Nonparametric statistics
173
Regression analysis
157
Regressionsanalyse
157
Statistical test
118
Statistischer Test
118
Einheitswurzeltest
95
Unit root test
95
Cointegration
83
Kointegration
82
ARCH model
73
ARCH-Modell
73
Autocorrelation
65
Autokorrelation
65
Stochastic process
62
Panel
61
Panel study
61
Statistical distribution
51
Statistische Verteilung
51
Econometrics
50
Ökonometrie
50
Estimation
47
Schätzung
47
Bootstrap approach
44
Bootstrap-Verfahren
44
Statistical theory
44
Statistische Methodenlehre
44
Method of moments
42
Momentenmethode
42
Statistical inference
40
Heteroscedasticity
37
Heteroskedastizität
37
more ...
less ...
Online availability
All
Undetermined
40
Free
3
Type of publication
All
Article
101
Type of publication (narrower categories)
All
Article in journal
99
Aufsatz in Zeitschrift
99
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
101
Author
All
Phillips, Peter C. B.
7
Bandi, Federico M.
3
Cavaliere, Giuseppe
3
Georgiev, Iliyan
3
Lieberman, Offer
3
Robinson, Peter M.
3
Sasaki, Yuya
3
Andersen, Torben
2
Arteche, Josu
2
Chen, Haiqiang
2
Davidson, James E. H.
2
Francq, Christian
2
Han, Chirok
2
Hashimzade, Nigar
2
Kanaya, Shin
2
Li, Qi
2
Park, Joon Y.
2
Shi, Xiaoxia
2
Shum, Matthew
2
Stelzer, Robert
2
Tanaka, Katsuto
2
Taylor, Robert
2
Varneskov, Rasmus Tangsgaard
2
Wang, Qiying
2
Yu, Jun
2
Aknouche, Abdelhakim
1
Andrews, Donald W. K.
1
Aucejo, Esteban
1
Berkes, István
1
Binder, Michael
1
Boswijk, Herman Peter
1
Bravo, Francesco
1
Bugni, Federico A.
1
Camponovo, Lorenzo
1
Caner, Mehmet
1
Carrasco, Marine
1
Casini, Alessandro
1
Chen, Xiaohong
1
Chevillon, Guillaume
1
Chiang, Harold D.
1
more ...
less ...
Published in...
All
Econometric theory
99
Essays in honor of Joon Y. Park : econometric theory
2
Source
All
ECONIS (ZBW)
101
Showing
1
-
20
of
101
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Post-selection inference in three-dimensional panel data
Chiang, Harold D.
;
Rodrigue, Joel
;
Sasaki, Yuya
- In:
Econometric theory
39
(
2023
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10014306655
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
4
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
5
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
6
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
7
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
8
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
9
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Saved in:
10
Count and duration time series with equal conditional stochastic and mean orders
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Econometric theory
37
(
2021
)
2
,
pp. 248-280
Persistent link: https://www.econbiz.de/10012505389
Saved in:
11
Inference in dynamic, nonparametric models of production : central limit theorems for Malmquist indices
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 537-572
Persistent link: https://www.econbiz.de/10012593447
Saved in:
12
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
13
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
14
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
15
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
16
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
Saved in:
17
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
18
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto
- In:
Econometric theory
35
(
2019
)
5
,
pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190
Saved in:
19
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
20
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->