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subject:"Theorie"
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Welt
Estimation theory
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ECONIS (ZBW)
216
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1
The millennium peak in club convergence : a new look at distributional changes in the wealth of nations
Krause, Melanie
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 621-642
Persistent link: https://www.econbiz.de/10011694772
Saved in:
2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
3
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
4
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
5
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
6
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
7
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
8
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
9
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
10
International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg
;
Radchenko, Stanislav
;
Swanson, Norman R.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10008666817
Saved in:
11
Jointness of growth determinants
Doppelhofer, Gernot
;
Weeks, Melvyn
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
Saved in:
12
Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W.
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 245-247
Persistent link: https://www.econbiz.de/10003817800
Saved in:
13
Comments on "Jointness of growth determinants" by Gernot Doppelhofer and Melvyn Weeks
Ley, Eduardo
;
Steel, Mark F. J.
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 248-251
Persistent link: https://www.econbiz.de/10003817806
Saved in:
14
Estimating Euler equations with noisy data : two exact GMM estimators
Alan, Sule
;
Attanasio, Orazio P.
;
Browning, Martin James
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 309-324
Persistent link: https://www.econbiz.de/10003817851
Saved in:
15
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
16
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
17
Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.
;
Seck, Ousmane
- In:
Journal of applied econometrics
23
(
2008
)
6
,
pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
Saved in:
18
Bartlett identities tests
Chesher, Andrew
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001408390
Saved in:
19
Identification of parameters in normal error component logit-mixture (NECLM) models
Walker, Joan L.
;
Ben-Akiva, Moshe Emanuel
;
Bolduc, Denis
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 1095-1125
Persistent link: https://www.econbiz.de/10003565284
Saved in:
20
Semiparametric three-step estimation methods for simultaneous equation systems
Rodríguez Poo, Juan Manuel
;
Sperlich, Stefan
; …
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 699-721
Persistent link: https://www.econbiz.de/10003168837
Saved in:
21
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter
;
Doornik, Jurgen A.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
Saved in:
22
Selection correction and sensitivity analysis for ordered treatment effect on count response
Lee, Myoung-jae
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 323-337
Persistent link: https://www.econbiz.de/10002102159
Saved in:
23
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
24
Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001709311
Saved in:
25
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
26
Estimating shocks and impulse response functions
Wickens, Michael R.
;
Motto, Roberto
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 371-387
Persistent link: https://www.econbiz.de/10001592352
Saved in:
27
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
28
Serially correlated variables in dynamic, discrete choice models
Stinebrickner, Todd R.
- In:
Journal of applied econometrics
15
(
2000
)
6
,
pp. 595-624
Persistent link: https://www.econbiz.de/10001544714
Saved in:
29
Business cycle non-linearities in UK consumption and production
Öcal, Nadir
;
Osborn, Denise R.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001465097
Saved in:
30
Mixed MNL models for discrete response
McFadden, Daniel
;
Train, Kenneth
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 447-470
Persistent link: https://www.econbiz.de/10001533548
Saved in:
31
Estimation in large and disaggregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001405115
Saved in:
32
Jackknife instrumental variables estimation
Angrist, J. D.
;
Imbens, G. W.
;
Krueger, A. B.
- In:
Journal of applied econometrics
14
(
1999
)
1
,
pp. 57-67
Persistent link: https://www.econbiz.de/10001356109
Saved in:
33
Small sample properties of LIML and jackknife IV estimators : experiments with weak instruments
Blomquist, Sören
;
Dahlberg, Matz
- In:
Journal of applied econometrics
14
(
1999
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001356112
Saved in:
34
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Saved in:
35
Identification problems in a class of mixture models with an application to the LISREL model
Mouchart, Michel
-
1998
Persistent link: https://www.econbiz.de/10000989552
Saved in:
36
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
37
A general dependence test and applications
Johnson, David
;
McClelland, Robert
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 627-644
Persistent link: https://www.econbiz.de/10001375486
Saved in:
38
Global quadratic optimization via conic relaxation
Nesterov, Jurij Evgenʹevič
-
1998
Persistent link: https://www.econbiz.de/10001362347
Saved in:
39
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Saved in:
40
An empirical application of stochastic volatility models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
41
Ethnic wage differences in Malaysia : parametric and semiparametric estimation of the Chinese-Malay wage gap
Schafgans, Marcia M. A.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 481-504
Persistent link: https://www.econbiz.de/10001250508
Saved in:
42
Semiparametric estimation and consumer demand
Blundell, Richard W.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 435-461
Persistent link: https://www.econbiz.de/10001250510
Saved in:
43
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
Saved in:
44
The dynamics of changes in the female wage distribution in the USA : a quantile regression approach
Buchinsky, Moshe
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001237951
Saved in:
45
Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A.
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 145-162
Persistent link: https://www.econbiz.de/10001241596
Saved in:
46
Alternative functional forms for production, cost and returns to scale functions
Zellner, Arnold
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 101-127
Persistent link: https://www.econbiz.de/10001241598
Saved in:
47
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
48
Estimating returns to scale using nonparametric deterministic technologies : a new method based on goodness-of-fit
Kerstens, Kristiaan
-
1997
Persistent link: https://www.econbiz.de/10000962675
Saved in:
49
Quality of semidefinite relaxation for nonconvex quadratic optimization
Nesterov, Yurii
-
1997
Persistent link: https://www.econbiz.de/10000962960
Saved in:
50
On estimation of monotone and concave frontier functions
Gijbels, Irène
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000962982
Saved in:
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