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subject:"Schätztheorie"
isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
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Schätztheorie
Estimation theory
11
Asymptotic size
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Statistical test
3
Statistischer Test
3
Theorie
3
Theory
3
Confidence set
2
Identification
2
Induktive Statistik
2
Method of moments
2
Moment inequalities
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Statistical inference
2
ARCH model
1
ARCH-Modell
1
Asymptotic power
1
Autocorrelation
1
Autokorrelation
1
Autoregressive model
1
Bivariate distribution
1
Bounded completeness
1
Canonical correlation
1
Completeness
1
Conditional moment inequalities
1
Correlation
1
Cramér-von Mises
1
Grid bootstrap
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Inference
1
Instrumental variables
1
Kernel
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Kleinste-Quadrate-Methode
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English
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Andrews, Donald W. K.
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Fan, Yanqin
12
Taylor, Robert
12
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
Bai, Jushan
8
Lewbel, Arthur
8
Leybourne, Stephen James
8
Li, Dong
8
Magnus, Jan R.
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
8
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Journal of econometrics
Cowles Foundation discussion paper
39
Cowles Foundation Discussion Paper
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric theory
8
The review of economic studies
4
Cowles Foundation paper
2
Quantitative economics : QE ; journal of the Econometric Society
2
Advances in economics and econometrics ; Vol. 3
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Econometrica
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
The econometrics journal
1
The review of economics and statistics
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ECONIS (ZBW)
11
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1
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
2
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
Saved in:
3
Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K.
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
Saved in:
4
Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
Saved in:
5
Maximum likelihood estimation and uniform inference with sporadic indentification failure
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10009719636
Saved in:
6
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10009671318
Saved in:
7
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Journal of econometrics
152
(
2009
)
1
,
pp. 19-27
Persistent link: https://www.econbiz.de/10003878740
Saved in:
8
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.
;
Lieberman, Offer
;
Marmer, Vadim
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 673-702
Persistent link: https://www.econbiz.de/10003359623
Saved in:
9
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
Saved in:
10
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
11
Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K.
- In:
Journal of econometrics
47
(
1991
)
2
,
pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
Saved in:
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