//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Simulation"
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Panel"
~subject:"Wahrscheinlichkeitsrechnung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Panel
Wahrscheinlichkeitsrechnung
Estimation theory
316
Schätztheorie
316
Theorie
240
Theory
240
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Regression analysis
14
Regressionsanalyse
14
Statistical inference
14
Statistical test
13
Statistischer Test
13
Panel study
12
Sampling
12
Stichprobenerhebung
12
IV-Schätzung
11
Instrumental variables
11
Method of moments
10
Momentenmethode
10
Volatility
8
Volatilität
8
Decision
7
Entscheidung
7
Ökonometrie
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Econometrics
6
ARCH model
5
more ...
less ...
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Arellano, Manuel
2
Bai, Jushan
2
Erickson, Timothy
2
Honoré, Bo E.
2
Horowitz, Joel
2
Newey, Whitney K.
2
Altonji, Joseph G.
1
Alvarez, Javier
1
Andrews, Donald W. K.
1
Back, Kerry E.
1
Bonhomme, Stéphane
1
Brown, David P.
1
Calzolari, Giorgio
1
Camerer, Colin
1
Davidson, Russell
1
Duffie, Darrell
1
Graham, Bryan S.
1
Hahn, Jinyong
1
Hajivassiliou, Vassilis Argyrou
1
Hall, Peter
1
Harless, David W.
1
Hu, Luojia
1
Kuan, Chung-ming
1
Leamer, Edward E.
1
MacKinnon, James G.
1
Magnac, Thierry
1
Matzkin, Rosa L.
1
McFadden, Daniel
1
Mittnik, Stefan
1
Mizon, Grayham E.
1
Moon, Hyungsik Roger
1
Nabeya, Seiji
1
Ng, Serena
1
Pakes, Ariel
1
Panattoni, Lorenzo
1
Perron, Pierre
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Pollard, David
1
Powell, James
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
216
Economics letters
123
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
CEMMAP working papers / Centre for Microdata Methods and Practice
53
The econometrics journal
47
Discussion paper / Tinbergen Institute
44
Discussion paper series / IZA
41
Econometric theory
36
CESifo working papers
30
European journal of operational research : EJOR
30
Discussion paper / Center for Economic Research, Tilburg University
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
NBER Working Paper
25
Applied economics letters
22
Computational economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Discussion paper
20
Economic modelling
20
Working paper
19
IZA Discussion Paper
18
Oxford bulletin of economics and statistics
18
Cambridge working papers in economics
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Journal of applied econometrics
17
Applied economics
16
NBER working paper series
16
CESifo Working Paper Series
15
Operations research
15
Econometrics : open access journal
14
International journal of forecasting
14
Regional science & urban economics
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Journal of econometric methods
13
NBER technical working paper series
13
Quantitative economics : QE ; journal of the Econometric Society
13
Cowles Foundation discussion paper
12
Insurance / Mathematics & economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
39
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger
;
Weidner, Martin
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1543-1579
Persistent link: https://www.econbiz.de/10011405087
Saved in:
2
Identification and estimation of average partial effects in "irregular" correlated random coefficient panel data models
Graham, Bryan S.
;
Powell, James
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2105-2152
Persistent link: https://www.econbiz.de/10009665470
Saved in:
3
Robust priors in nonlinear panel data models
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
2
,
pp. 489-536
Persistent link: https://www.econbiz.de/10003841264
Saved in:
4
Panel data models with interactive fixed effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
Saved in:
5
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
6
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
Saved in:
7
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
8
Cross section and panel data estimators for nonseparable models with endogenous regressors
Altonji, Joseph G.
;
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1053-1102
Persistent link: https://www.econbiz.de/10003013522
Saved in:
9
Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
Saved in:
10
Panel binary variables and sufficiency : generalizing conditional logit
Magnac, Thierry
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1859-1876
Persistent link: https://www.econbiz.de/10002435509
Saved in:
11
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
12
Estimation of a censored dynamic panel data model
Hu, Luojia
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
6
,
pp. 2499-2517
Persistent link: https://www.econbiz.de/10001713917
Saved in:
13
The method of simulated scores for the estimation of LDV models
Hajivassiliou, Vassilis Argyrou
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
4
,
pp. 863-896
Persistent link: https://www.econbiz.de/10001246052
Saved in:
14
Inference on structural parameters in instrumental variables regression with weak instruments
Wang, Jiahui
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1389-1404
Persistent link: https://www.econbiz.de/10001252662
Saved in:
15
Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 587-599
Persistent link: https://www.econbiz.de/10001221204
Saved in:
16
Instrumental variables regression with weak instruments
Staiger, Douglas
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 557-586
Persistent link: https://www.econbiz.de/10001221205
Saved in:
17
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
Saved in:
18
Adaptive learning with nonlinear dynamics driven by dependent processes
Kuan, Chung-ming
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
5
,
pp. 1087-1114
Persistent link: https://www.econbiz.de/10001169159
Saved in:
19
The predictive utility of generalized expected utility theories
Harless, David W.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1251-1289
Persistent link: https://www.econbiz.de/10001173444
Saved in:
20
Implied probabilities in GMM estimators
Back, Kerry E.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 971-975
Persistent link: https://www.econbiz.de/10001147098
Saved in:
21
Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 959-969
Persistent link: https://www.econbiz.de/10001147099
Saved in:
22
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
23
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Saved in:
24
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
25
A new form of the information matrix test
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
Saved in:
26
Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects
Honoré, Bo E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 533-565
Persistent link: https://www.econbiz.de/10001125723
Saved in:
27
A smoothed maximum score estimator for the binary response model
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001125724
Saved in:
28
A method for smoothing simulated moments of discrete probabilities in multinomial probit models
Stern, Steven N.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 943-952
Persistent link: https://www.econbiz.de/10001129057
Saved in:
29
Bayesian elicitation diagnostics
Leamer, Edward E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 919-942
Persistent link: https://www.econbiz.de/10001129058
Saved in:
30
Understanding unit rooters : a helicopter tour
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
Saved in:
31
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
Saved in:
32
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
33
Testing for a global maximum in an econometric context
Veall, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
6
,
pp. 1459-1465
Persistent link: https://www.econbiz.de/10001097573
Saved in:
34
Simple estimation of a duration model with unobserved heterogeneity
Honoré, Bo E.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 453-473
Persistent link: https://www.econbiz.de/10001084385
Saved in:
35
A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
Saved in:
36
Simulation and the asymptotics of optimization estimators
Pakes, Ariel
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1027-1057
Persistent link: https://www.econbiz.de/10001076170
Saved in:
37
Proper posteriors from improper priors for an unidentified errors-in-variables model
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1299-1316
Persistent link: https://www.econbiz.de/10001078855
Saved in:
38
Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
Saved in:
39
The encompassing principle and its application to testing non-nested hypotheses
Mizon, Grayham E.
- In:
Econometrica : journal of the Econometric Society, an …
54
(
1986
)
3
,
pp. 657-678
Persistent link: https://www.econbiz.de/10001009471
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->