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subject:"Schätzung"
subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Econometric theory"
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Schätzung
Theory
Estimation theory
722
Schätztheorie
722
Theorie
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
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91
Regressionsanalyse
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42
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IV-Schätzung
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Instrumental variables
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Lee, Lung-fei
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8
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6
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6
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5
Jong, Robert M. de
5
Pötscher, Benedikt M.
5
White, Halbert
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
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4
Fan, Yanqin
4
Knight, John L.
4
Lütkepohl, Helmut
4
Newey, Whitney K.
4
Park, Joon Y.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Choi, In
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Donald, Stephen G.
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Johansen, Søren
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Kuan, Chung-ming
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Leeb, Hannes
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Li, Qi
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Lieberman, Offer
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Nabeya, Seiji
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Perron, Pierre
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Shin, Dong-wan
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Tanaka, Katsuto
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Bai, Jushan
2
Baltagi, Badi H.
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Cai, Zongwu
2
Caner, Mehmet
2
Dastoor, Naorayex K.
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Econometric theory
Journal of econometrics
556
Economics letters
475
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
290
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
178
Journal of applied econometrics
156
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Oxford bulletin of economics and statistics
104
Applied economics
83
Statistical papers
79
Economic modelling
64
The review of economic studies
64
Applied economics letters
59
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
56
The econometrics journal
56
American journal of agricultural economics
54
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of economic dynamics & control
45
Journal of the Royal Statistical Society
41
International journal of forecasting
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of banking & finance
38
Journal of productivity analysis
37
International economic journal
36
Journal of empirical finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
The Indian economic journal
35
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of international money and finance
29
Journal of the American Statistical Association : JASA
28
Jahrbücher für Nationalökonomie und Statistik
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
The Indian journal of economics
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ECONIS (ZBW)
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
6
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
7
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
9
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
10
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
11
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
12
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Saved in:
13
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
Saved in:
14
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
15
Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
(
2012
)
2
,
pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
Saved in:
16
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
17
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Saved in:
18
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Saved in:
19
The limits of econometrics : nonparametric estimation in Hilbert spaces
Chichilnisky, Graciela
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003875936
Saved in:
20
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
Econometric theory
23
(
2007
)
1
,
pp. 106-154
Persistent link: https://www.econbiz.de/10003407425
Saved in:
21
A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
23
(
2007
)
3
,
pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
Saved in:
22
A model selection test for bivariate failure-time data
Chen, Xiaohong
;
Fan, Yanqin
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414-439
Persistent link: https://www.econbiz.de/10003541246
Saved in:
23
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Saved in:
24
On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
Saved in:
25
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
26
Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
Saved in:
27
Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
22
(
2006
)
1
,
pp. 69-97
Persistent link: https://www.econbiz.de/10003272610
Saved in:
28
Asymptotic distributions for two estimators of the single-index model
Xia, Yingcun
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1112-1137
Persistent link: https://www.econbiz.de/10003396948
Saved in:
29
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
30
Model selection and inference : facts and fiction
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
Saved in:
31
Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel
;
Sansó, Andreu
- In:
Econometric theory
21
(
2005
)
4
,
pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
Saved in:
32
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
33
Some convergence theory for iterative estimation procedures with an application to semiparametric estimation
Dominitz, Jeff
;
Sherman, Robert P.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 838-863
Persistent link: https://www.econbiz.de/10003004741
Saved in:
34
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
Saved in:
35
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
Saved in:
36
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
37
Issues concerning the approximation underlying the spectral representation theorem
Lippi, Marco
- In:
Econometric theory
20
(
2004
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001988212
Saved in:
38
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
39
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Saved in:
40
Estimating the skewness in discretely observed Lévy processes
Woerner, Jeannette H. C.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 927-942
Persistent link: https://www.econbiz.de/10002265258
Saved in:
41
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
- In:
Econometric theory
20
(
2004
)
4
,
pp. 701-734
Persistent link: https://www.econbiz.de/10002163077
Saved in:
42
Efficient semiparametric estimation of a partially linear quantile regression model
Lee, Sokbae
- In:
Econometric theory
19
(
2003
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001728171
Saved in:
43
The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
Saved in:
44
The rise and fall of extragenous estimation : lessons from econometric history?
Buse, Adolf
- In:
Econometric theory
19
(
2003
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10001728175
Saved in:
45
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
46
The form of the optimal nonlinear instrument for multiperiod conditional moment restrictions
Anatolyev, Stanislav
- In:
Econometric theory
19
(
2003
)
4
,
pp. 602-609
Persistent link: https://www.econbiz.de/10001777186
Saved in:
47
Nonparametric estimation of homogenous functions
Tripathi, Gautam
;
Kim, Woocheol
- In:
Econometric theory
19
(
2003
)
4
,
pp. 640-663
Persistent link: https://www.econbiz.de/10001777191
Saved in:
48
AR(1) models, unit roots, and adjusted profile likelihood
Pere, Pekka
- In:
Econometric theory
19
(
2003
)
6
,
pp. 885-922
Persistent link: https://www.econbiz.de/10001818870
Saved in:
49
Semiparametric estimation of separable models with possibly limited dependent variables
Rodríguez Poo, Juan Manuel
;
Sperlich, Stefan
;
Vieu, …
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1008-1039
Persistent link: https://www.econbiz.de/10001818955
Saved in:
50
Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
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