//--> //--> //--> //-->
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:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~subject:"Zeitreihenanalyse"
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: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Panel
Stochastic process
Zeitreihenanalyse
Estimation theory
197
Schätztheorie
197
Estimation
55
Schätzung
55
Time series analysis
49
Einheitswurzeltest
21
Unit root test
21
Panel study
20
Regression analysis
18
Regressionsanalyse
18
Cointegration
16
Kointegration
16
Statistical test
14
Statistischer Test
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
Structural break
10
Strukturbruch
10
Autocorrelation
9
Autokorrelation
9
Method of moments
9
Momentenmethode
9
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Bias
6
Systematischer Fehler
6
Theorie
6
Theory
6
USA
6
United States
6
Welt
6
World
6
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
67
Author
All
Agiakloglou, Christos N.
3
Cook, Steven
3
Yamada, Hiroshi
3
Agiropoulos, Charalampos
2
Caporale, Guglielmo Maria
2
Hayakawa, Kazuhiko
2
Kose, Nezir
2
Morana, Claudio
2
Vougas, Dimitrios V.
2
Abras, Ana Luísa G.
1
Albertson, Kevin
1
Altinay, Galip
1
Aylen, Jonathan
1
Baffes, John
1
Belloc, Filippo
1
Bernardi, Mauro
1
Berrens, Robert P.
1
Bonaccolto, Giovanni
1
Borges, Bráulio Lima
1
Boudarbat, Brahim
1
Brümmer, Bernhard
1
Byers, J. David
1
Cantavella-Jordá, Manuel
1
Cartwright, Phillip A.
1
Chang, Tsangyao
1
Childs, Jason
1
Emerson, Jamie
1
Emirmahmutoglu, Furkan
1
Firoozi, Fathali
1
Fuleky, Peter
1
Furuoka, Fumitaka
1
Galanopoulos, Konstantinos
1
Gardner, John Ryan
1
Giesen, Sebastian
1
Gil-Alaña, Luis A.
1
Glauben, Thomas
1
Gregoriou, Andros
1
Grenon, Lee
1
Gupta, Rangan
1
Hacker, R. Scott
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of econometrics
481
Economics letters
234
Econometric theory
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Econometric reviews
147
Discussion paper / Tinbergen Institute
121
Working paper / Department of Econometrics and Business Statistics, Monash University
82
The econometrics journal
78
CREATES research paper
71
International journal of forecasting
65
Econometrics : open access journal
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of forecasting
57
Cowles Foundation discussion paper
56
NBER Working Paper
56
CEMMAP working papers / Centre for Microdata Methods and Practice
53
Economic modelling
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Applied economics
44
Computational economics
44
Journal of applied econometrics
42
Journal of the American Statistical Association : JASA
42
Journal of time series econometrics
41
NBER working paper series
41
CESifo working papers
39
Oxford bulletin of economics and statistics
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Discussion paper series / IZA
35
Working paper
35
Discussion paper
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Working paper series
34
Journal of empirical finance
33
SFB 649 discussion paper
32
EUI working paper / ECO
30
Cambridge working papers in economics
29
Discussion paper / Center for Economic Research, Tilburg University
29
Quantitative economics : QE ; journal of the Econometric Society
28
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
50
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
A new approach to the relative convergence test
Kwak, Jihun
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 597-603
Persistent link: https://www.econbiz.de/10013170995
Saved in:
3
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
4
Model selection for panel data models with fixed effects : a simulation study
Yum, Minchul
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1776-1783
Persistent link: https://www.econbiz.de/10013412306
Saved in:
5
A new combination of Fourier unit root tests : a PPP application for fragile economies
Zeren, Fatma
;
Kızılkaya, Fatma
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1707-1711
Persistent link: https://www.econbiz.de/10012652578
Saved in:
6
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
7
Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 302-306
Persistent link: https://www.econbiz.de/10012205447
Saved in:
8
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
9
Alternatives to polynomial trend-corrected differences-in-differences models
Vandenberghe, Vincent
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 358-361
Persistent link: https://www.econbiz.de/10012204212
Saved in:
10
A weighted Fama-MacBeth two-step panel regression procedure
Yoon, Ho-Jung
;
Lee, Kyuseok
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 677-683
Persistent link: https://www.econbiz.de/10012204306
Saved in:
11
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
Saved in:
12
A simple approximation to the average effect of the treatment on the treated in panel settings with selective enrolment
Gardner, John Ryan
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 785-790
Persistent link: https://www.econbiz.de/10012129853
Saved in:
13
Spatial analysis of municipal water demand : a panel data approach
O'Donnell, Michael
;
Berrens, Robert P.
- In:
Applied economics letters
25
(
2018
)
16
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10012134892
Saved in:
14
Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Yamada, Hiroshi
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10011853703
Saved in:
15
The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Saved in:
16
Estimating three-dimensional nonlinear panel data models with interactive effects
Ye, Xiaoqing
;
Wu, Xiangjun
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 708-712
Persistent link: https://www.econbiz.de/10011714159
Saved in:
17
Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
Saved in:
18
Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason
;
Childs, Jason
- In:
Applied economics letters
24
(
2017
)
16
,
pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
Saved in:
19
GMM estimation of panel data models with time-varying slope coefficients
Sato, Yoshihiro
;
Söderbom, Måns
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1511-1518
Persistent link: https://www.econbiz.de/10011853443
Saved in:
20
A new test for analysing hysteresis in European unemployment
Furuoka, Fumitaka
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1102-1106
Persistent link: https://www.econbiz.de/10011716659
Saved in:
21
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
Saved in:
22
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
23
The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.
;
Pincheira, Pablo
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 126-131
Persistent link: https://www.econbiz.de/10011414456
Saved in:
24
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
Saved in:
25
Gravity model estimation : fixed effects vs. random intercept Poisson pseudo-maximum likelihood
Prehn, Sören
;
Brümmer, Bernhard
;
Glauben, Thomas
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 761-764
Persistent link: https://www.econbiz.de/10011628526
Saved in:
26
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
Saved in:
27
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
Saved in:
28
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests
Vávra, Marián
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1094-1099
Persistent link: https://www.econbiz.de/10011312188
Saved in:
29
Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?
Agiakloglou, Christos N.
;
Tsimbos, Cleon
;
Tsimpanos, …
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1372-1377
Persistent link: https://www.econbiz.de/10011380201
Saved in:
30
Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
Saved in:
31
Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 882-886
Persistent link: https://www.econbiz.de/10010418326
Saved in:
32
A random matrix theory approach to test for agricultural productivity convergence
Surry, Yves
;
Galanopoulos, Konstantinos
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1319-1323
Persistent link: https://www.econbiz.de/10010467415
Saved in:
33
International mobility of capital in the OECD countries : a robust evidence from panel data estimators
Singh, Tarlok
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 692-696
Persistent link: https://www.econbiz.de/10009761785
Saved in:
34
A dynamic hurdle model for zero-inflated panel count data
Belloc, Filippo
;
Bernardi, Mauro
;
Maruotti, Antonello
; …
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 837-841
Persistent link: https://www.econbiz.de/10009763288
Saved in:
35
Attrition and the estimation of employment and wage equations : the Canadian survey of labour and income dynamics
Boudarbat, Brahim
;
Grenon, Lee
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1139-1144
Persistent link: https://www.econbiz.de/10010197004
Saved in:
36
Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Tam, Pui Sun
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1061-1064
Persistent link: https://www.econbiz.de/10009655112
Saved in:
37
On the choice of the unit period in time series models
Fuleky, Peter
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1179-1182
Persistent link: https://www.econbiz.de/10009656827
Saved in:
38
A note on model selection in (time series) regression models : general-to-specific or specific-to-general?
Herwartz, Helmut
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10008699222
Saved in:
39
New transformation methods in dynamic panel data models with heterogenous time trends
Hayakawa, Kazuhiko
;
Nogimori, Minoru
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 375-379
Persistent link: https://www.econbiz.de/10003979495
Saved in:
40
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
41
Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin
;
Aylen, Jonathan
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
Saved in:
42
Final modification of the LM unit root test
Vougas, Dimitrios V.
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1007-1009
Persistent link: https://www.econbiz.de/10003801118
Saved in:
43
A note on spurious regressions between stationary series
Su, Jen-je
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1225-1230
Persistent link: https://www.econbiz.de/10003801383
Saved in:
44
A Monte Carlo comparison of alternative estimators for dynamic panel data models
Lokshin, Boris
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 15-18
Persistent link: https://www.econbiz.de/10003724912
Saved in:
45
The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan
;
Kose, Nezir
;
Yalcin, Yeliz
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
Saved in:
46
Exact distribution and critical values of a unit root test when error terms are serially correlated
Masuda, Junya
;
Ohtani, Kazuhiro
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 359-362
Persistent link: https://www.econbiz.de/10003727344
Saved in:
47
Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko
- In:
Applied economics letters
14
(
2007
)
13/15
,
pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
Saved in:
48
Modification of the LM unit root test
Vougas, Dimitrios V.
- In:
Applied economics letters
14
(
2007
)
10/12
,
pp. 913-917
Persistent link: https://www.econbiz.de/10003589558
Saved in:
49
Effect of cross correlations in error terms on the model selection criteria for the stationary VAR process
Kose, Nezir
;
Ucar, Nuri
- In:
Applied economics letters
13
(
2006
)
4
,
pp. 223-228
Persistent link: https://www.econbiz.de/10003382400
Saved in:
50
Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie
;
Kao, Chihwa
- In:
Applied economics letters
12
(
2005
)
5
,
pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->