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subject:"Schätzung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Schätzung
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Nichtparametrisches Verfahren
111
Nonparametric statistics
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Capital income
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Statistical theory
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129
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Su, Liangjun
4
Gao, Jiti
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Bollerslev, Tim
2
Caner, Mehmet
2
Einmahl, John H. J.
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Franses, Philip Hans
2
Hautsch, Nikolaus
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2
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2
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2
Racine, Jeffrey
2
Richard, Jean-François
2
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2
Uematsu, Yoshimasa
2
Van Keilegom, Ingrid
2
Wang, Hansheng
2
Yamagata, Takashi
2
Abrevaya, Jason
1
Amado, Cristina
1
An, Yonghong
1
Ang, Andrew
1
Angrist, Joshua D.
1
Aryal, Gaurab
1
Ascorbebeitia, Jone
1
Bai, Jushan
1
Baillie, Richard T.
1
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1
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1
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1
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1
Bera, Anil K.
1
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1
Beyhum, Jad
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
212
Economics letters
108
Discussion paper series / IZA
58
Applied economics letters
55
Econometric reviews
54
Economic modelling
52
NBER Working Paper
50
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
NBER working paper series
44
Applied economics
43
Discussion paper / Tinbergen Institute
38
Journal of applied econometrics
38
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
IZA Discussion Paper
32
Working paper
32
Working paper / National Bureau of Economic Research, Inc.
32
CESifo working papers
31
Discussion paper
29
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
28
Econometric theory
27
Journal of banking & finance
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Discussion papers / CEPR
25
Econometrics : open access journal
24
Journal of the American Statistical Association : JASA
24
Journal of empirical finance
22
The review of economics and statistics
22
International journal of forecasting
21
Discussion paper / Centre for Economic Policy Research
19
International journal of economics and financial issues : IJEFI
19
SFB 649 discussion paper
19
CREATES research paper
18
Computational economics
18
Energy economics
18
Journal of forecasting
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Working papers series in theoretical and applied economics
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101
A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
Saved in:
102
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
Saved in:
103
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
104
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
Saved in:
105
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
106
A new measure of fit for equations with dichotomous dependent variables
Estrella, Arturo
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 198-205
Persistent link: https://www.econbiz.de/10001244006
Saved in:
107
Why do investment Euler equations fail?
Whited, Toni Marion
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 479-488
Persistent link: https://www.econbiz.de/10001251797
Saved in:
108
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
109
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
110
Consistent significance testing for nonparametric regression
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
Saved in:
111
Dynamic asymptotically ideal models and finite approximation
Fleissig, Adrian R.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 482-492
Persistent link: https://www.econbiz.de/10001227091
Saved in:
112
A measure of production performance
Kokic, Philip
;
Chambers, Ray
;
Breckling, Jens
;
Beare, …
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 445-451
Persistent link: https://www.econbiz.de/10001227101
Saved in:
113
Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
Saved in:
114
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
115
Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
Saved in:
116
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
117
Blanchard's model of consumption : an empirical study
Haug, Alfred Albert
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 169-177
Persistent link: https://www.econbiz.de/10001203171
Saved in:
118
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
119
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
120
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
121
Semiparametric (distribution-free) testing of the expectations hypothesis in a parimutuel gambling market
Goodwin, Barry K.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 487-500
Persistent link: https://www.econbiz.de/10001209335
Saved in:
122
Semiparametric estimation of stochastic production frontier models
Fan, Yanqin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 460-477
Persistent link: https://www.econbiz.de/10001209340
Saved in:
123
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
124
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
125
Frontier estimation and firm-specific inefficiency measures in the presence of heteroscedasticity
Caudill, Steven B.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10001177099
Saved in:
126
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
127
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
128
Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
Saved in:
129
Effects of rotation group bias on estimation of unemployment
Solon, Gary
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
1
,
pp. 105-109
Persistent link: https://www.econbiz.de/10003682839
Saved in:
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