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subject:"Großbritannien"
isPartOf:"Econometric theory"
~subject:"Statistical inference"
~subject:"Statistische Methodenlehre"
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Großbritannien
Statistical inference
Statistische Methodenlehre
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
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103
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91
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42
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42
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24
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24
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24
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24
Statistische Verteilung
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22
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15
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14
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3
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2
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Econometric theory
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Econometric reviews
40
Economics letters
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Cowles Foundation Discussion Paper
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The econometrics journal
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Oxford bulletin of economics and statistics
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12
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11
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11
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11
The review of economics and statistics
11
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Journal of quantitative economics : official journal of the Indian Econometric Society
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
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
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
5
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:
6
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:
7
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:
8
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:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
Saved in:
11
Statistical inference for measurement equation selection in the log-RealGARCH model
Li, Yu-Ning
;
Zhang, Yi
;
Zhang, Caiya
- In:
Econometric theory
35
(
2019
)
5
,
pp. 943-977
Persistent link: https://www.econbiz.de/10012146188
Saved in:
12
Nonparametric two-step sieve m estimation and inference
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1281-1324
Persistent link: https://www.econbiz.de/10012038065
Saved in:
13
A general class of non-nested test statistics for models defined through moment restrictions
Parente, Paulo M. D. C.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011950988
Saved in:
14
Identification and inference on regressions with missing covariate data
Aucejo, Esteban
;
Bugni, Federico A.
;
Hotz, Vincent Joseph
- In:
Econometric theory
33
(
2017
)
1
,
pp. 196-241
Persistent link: https://www.econbiz.de/10011665286
Saved in:
15
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
16
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
17
Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
Saved in:
18
Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang
- In:
Econometric theory
31
(
2015
)
4
,
pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
Saved in:
19
Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang
;
Fang, Ying
;
Li, Yingxing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 753-777
Persistent link: https://www.econbiz.de/10011341928
Saved in:
20
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
21
Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Li, Qi
;
Racine, Jeffrey
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1607-1637
Persistent link: https://www.econbiz.de/10008738352
Saved in:
22
Mixed normal inference on multicointegration
Boswijk, Herman Peter
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
Saved in:
23
The asymptotic distribution of the LIML estimators in a partially identified structural equation
Forchini, Giovanni
- In:
Econometric theory
26
(
2010
)
3
,
pp. 917-930
Persistent link: https://www.econbiz.de/10003992441
Saved in:
24
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
25
Nonstandard quantile-regression inference
Goh, S. C.
;
Knight, Keith
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1415-1432
Persistent link: https://www.econbiz.de/10003885783
Saved in:
26
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
Saved in:
27
Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
Saved in:
28
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
29
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
30
Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian
;
Tschernig, Rolf
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
Saved in:
31
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
32
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 820-852
Persistent link: https://www.econbiz.de/10001606804
Saved in:
33
Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
Saved in:
34
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
35
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
- In:
Econometric theory
16
(
2000
)
4
,
pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
Saved in:
36
A consistent test of conditional parametric distributions
Zheng, John Xu
- In:
Econometric theory
16
(
2000
)
5
,
pp. 667-691
Persistent link: https://www.econbiz.de/10001533167
Saved in:
37
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
Saved in:
38
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
39
Consistent specification testing for conditional symmetry
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
Saved in:
40
A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
Saved in:
41
A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae
- In:
Econometric theory
14
(
1998
)
1
,
pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
Saved in:
42
Gaussian estimation of a continuous time dynamic model with common stochastic trends
Simos, Theodore
- In:
Econometric theory
12
(
1996
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001205638
Saved in:
43
The encompassing principle and hypothesis testing
Lu, Maozu
- In:
Econometric theory
12
(
1996
)
5
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001214298
Saved in:
44
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
45
On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
Saved in:
46
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
47
Simultaneous density estimation of several income distributions
Marron, James Stephen
- In:
Econometric theory
8
(
1992
)
4
,
pp. 476-488
Persistent link: https://www.econbiz.de/10001137702
Saved in:
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