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subject:"Probability theory"
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Probability theory
Estimation theory
1,638
Schätztheorie
1,638
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
309
Time series analysis
308
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
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116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
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60
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60
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59
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59
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Hajivassiliou, Vassilis Argyrou
2
Aït-Sahalia, Yacine
1
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1
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1
Börsch-Supan, Axel
1
Chaudhuri, Saraswata
1
Choi, Seungmoon
1
Dominicy, Yves
1
Giesecke, Kay
1
Goldman, Matt
1
Heikkilä, Matias
1
Heiler, Phillip
1
Horowitz, Joel
1
Ilmonen, Pauliina
1
Iwata, Shigeru
1
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1
Kaplan, David M.
1
Karantinins, Kostas
1
Kazak, Ekaterina
1
Kohn, Robert
1
Lee, Tae-hwy
1
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1
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1
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1
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1
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Philipson, Tomas J.
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1
Sheather, Simon J.
1
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1
Simar, Léopold
1
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Journal of econometrics
Discussion paper / Tinbergen Institute
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Statistics in transition : an international journal of the Polish Statistical Association
16
Economics letters
14
Discussion paper / Center for Economic Research, Tilburg University
12
Order statistics: applications
11
Econometric reviews
10
European journal of operational research : EJOR
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Econometric theory
9
Insurance / Mathematics & economics
9
International journal of forecasting
9
NBER Working Paper
7
Statistical papers
7
Operations research letters
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Technical working paper / National Bureau of Economic Research
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Mathematics Preprint Archive
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NBER technical working paper series
5
The review of economic studies
5
Discussion paper
4
IMF working paper
4
Journal of the American Statistical Association : JASA
4
Metrika : international journal for theoretical and applied statistics
4
The econometrics journal
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Astin bulletin : the journal of the International Actuarial Association
3
CORE discussion paper : DP
3
Computational Management Science : CMS
3
Cowles Foundation discussion paper
3
Dresdner Beiträge zu quantitativen Verfahren
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Freiberger Forschungshefte / D
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
Saved in:
4
Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip
;
Kazak, Ekaterina
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
Saved in:
5
Flexible multivariate Hill estimators
Dominicy, Yves
;
Heikkilä, Matias
;
Ilmonen, Pauliina
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 398-410
Persistent link: https://www.econbiz.de/10012482779
Saved in:
6
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
7
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
Saved in:
8
Filtered likelihood for point processes
Giesecke, Kay
;
Schwenkler, Gustavo
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
Saved in:
9
Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt
;
Kaplan, David M.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011818303
Saved in:
10
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
Saved in:
11
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
12
A family of empirical likelihood functions and estimators for the binary response model
Mittelhammer, Ron C.
;
Judge, George G.
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 207-217
Persistent link: https://www.econbiz.de/10009301941
Saved in:
13
An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003723575
Saved in:
14
Inverse probability weighted estimation for general missing data problems
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1281-1301
Persistent link: https://www.econbiz.de/10003571454
Saved in:
15
Information-based estimators for the non-stationary transition probability matrix : an application to the Danish pork industry
Karantinins, Kostas
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10001651306
Saved in:
16
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 193-232
Persistent link: https://www.econbiz.de/10001400159
Saved in:
17
Stochastic panel frontiers : a semiparametric approach
Park, Byeong U.
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 273-301
Persistent link: https://www.econbiz.de/10001241546
Saved in:
18
The evaluation of new health care technology : the labor economics of statistics
Philipson, Tomas J.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 375-395
Persistent link: https://www.econbiz.de/10001211351
Saved in:
19
Bounding posterior means by model criticism
Iwata, Shigeru
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 239-261
Persistent link: https://www.econbiz.de/10001204709
Saved in:
20
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
21
Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Hajivassiliou, Vassilis Argyrou
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 85-134
Persistent link: https://www.econbiz.de/10001198022
Saved in:
22
Alternative size corrections for some GLS test statistics : the case of the AR(1) model
Magdalinos, Michael A.
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10001174125
Saved in:
23
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Börsch-Supan, Axel
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 347-368
Persistent link: https://www.econbiz.de/10001149096
Saved in:
24
The likelihood dominance criterion : a new approach to model selection
Pollak, Robert A.
- In:
Journal of econometrics
47
(
1991
)
2
,
pp. 227-242
Persistent link: https://www.econbiz.de/10001099511
Saved in:
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