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subject:"Probability theory"
isPartOf:"TRACE discussion papers / Tinbergen Institute"
~isPartOf:"The econometrics journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Estimation theory
273
Schätztheorie
273
Nichtparametrisches Verfahren
58
Nonparametric statistics
58
Regression analysis
54
Regressionsanalyse
54
Panel
39
Panel study
39
Theorie
38
Theory
38
Time series analysis
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Zeitreihenanalyse
38
Statistical test
36
Statistischer Test
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Estimation
29
Schätzung
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Induktive Statistik
19
Statistical inference
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Modellierung
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Scientific modelling
17
Bootstrap approach
15
Bootstrap-Verfahren
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Instrumental variables
15
Statistical distribution
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Statistische Verteilung
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ARCH model
14
ARCH-Modell
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Autocorrelation
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Autokorrelation
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Heteroscedasticity
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Heteroskedastizität
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Forecasting model
12
IV-Schätzung
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Method of moments
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Momentenmethode
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12
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Camponovo, Lorenzo
1
Daníelsson, Jón
1
Dijk, Herman K. van
1
Haan, Laurens de
1
Jiang, George J.
1
Kheifets, Igor L.
1
Kleibergen, Frank
1
Knight, John L.
1
Li, Chaojun
1
Lian, Peng
1
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1
Otsu, Taisuke
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TRACE discussion papers / Tinbergen Institute
The econometrics journal
Journal of econometrics
24
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
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Mathematics Preprint Archive
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NBER technical working paper series
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The review of economic studies
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IMF working paper
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Journal of the American Statistical Association : JASA
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Metrika : international journal for theoretical and applied statistics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Astin bulletin : the journal of the International Actuarial Association
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CORE discussion paper : DP
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Computational Management Science : CMS
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Cowles Foundation discussion paper
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Dresdner Beiträge zu quantitativen Verfahren
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Freiberger Forschungshefte / D
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ECONIS (ZBW)
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1
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
2
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
3
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
4
ECF estimation of Markov models where the transition density is unknown
Jiang, George J.
;
Preminger, Arie
;
Knight, John L.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10003978523
Saved in:
5
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
6
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
7
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
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