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subject:"Theorie"
isPartOf:"Journal of the Royal Statistical Society"
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Estimation theory
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Kleibergen, Frank
9
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6
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5
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4
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Journal of the Royal Statistical Society
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Economics letters
383
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240
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86
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83
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83
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39
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ECONIS (ZBW)
116
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51
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
52
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
53
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
-
1997
Persistent link: https://www.econbiz.de/10000976078
Saved in:
54
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
55
Consistency of system identification by global total least squares
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000937910
Saved in:
56
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
57
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
Saved in:
58
Estimation of state-space models for categorical variables
Montfort, Kees van
;
Mooijaart, Ab
-
1996
Persistent link: https://www.econbiz.de/10000944374
Saved in:
59
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
60
Some applications of semi-nonparametric maximum likelihood estimation
Klaauw, Bas van der
;
Koning, Ruud Hans
-
1996
Persistent link: https://www.econbiz.de/10000945732
Saved in:
61
Cumulated prediction errors of multivariate time series models
Klein, André
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000929738
Saved in:
62
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000948310
Saved in:
63
A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000902084
Saved in:
64
System identification by dynamic factor models
Heij, Christiaan
-
1995
Persistent link: https://www.econbiz.de/10000904952
Saved in:
65
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10000909000
Saved in:
66
Power comparisons of tests of linear and loglinear regression models
Kobayashi, Masahito
-
1995
Persistent link: https://www.econbiz.de/10000909006
Saved in:
67
Identifiability of cointegrated systems
Boswijk, Herman Peter
-
1995
Persistent link: https://www.econbiz.de/10000909278
Saved in:
68
Almost sure convergence in extreme value theory
Cheng, Shihong
;
Peng, Liang
;
Qi, Yongcheng
-
1995
Persistent link: https://www.econbiz.de/10000910423
Saved in:
69
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
70
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
71
Restrictions on the credibility matrix in the regression credibility model
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000913278
Saved in:
72
An autoregressive credibility IBNR model
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000915602
Saved in:
73
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
74
Cointegration testing using pseudo likelihood ratio tests
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000918273
Saved in:
75
Nonparametric transformations for both sides of a regression model
Nychka, Douglas W.
- In:
Journal of the Royal Statistical Society
57
(
1995
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10001183033
Saved in:
76
Multivariate discriminant analysis and maximum penalized likelihood density estimation
Granville, Vincent
- In:
Journal of the Royal Statistical Society
57
(
1995
)
3
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001183035
Saved in:
77
An expansion for the generalized Durbin-Watson and related statistics
Sneek, Kees
-
1995
Persistent link: https://www.econbiz.de/10000925515
Saved in:
78
Automated kernel smoothing of dependent data by using time series cross-validation
Hart, Jeffrey D.
- In:
Journal of the Royal Statistical Society
56
(
1994
)
3
,
pp. 529-542
Persistent link: https://www.econbiz.de/10001160559
Saved in:
79
On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation
Hall, Peter
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 291-304
Persistent link: https://www.econbiz.de/10001137133
Saved in:
80
Detecting heteroscedasticity in nonparametric regression
Eubank, Randall L.
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10001137139
Saved in:
81
Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
Saved in:
82
One-step bootstrapping for smooth iterative procedures
Schucany, William R.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 587-596
Persistent link: https://www.econbiz.de/10001115411
Saved in:
83
Semiparametric estimation in logistic measurement error models
Carroll, Raymond J.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 573-585
Persistent link: https://www.econbiz.de/10001115412
Saved in:
84
Likelihood and cost as path integrals
Whittle, Peter
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 505-529
Persistent link: https://www.econbiz.de/10001115413
Saved in:
85
Grouped likelihood for the shifted power transformation
Atkinson, Anthony C.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10001115414
Saved in:
86
Nonparametric regression : optimal local bandwidth choice
Vieu, Philippe
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001115415
Saved in:
87
Sound confidence intervals in the heteroscedastic linear model through releveraging
Dorfman, Alan H.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001115416
Saved in:
88
Computing extended maximum likelihood estimates for linear parameter models
Clarkson, Douglas B.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001115418
Saved in:
89
Error model diagnostics in the general linear model relevant to the analysis of repeated measurements and field experiments
Cullis, Brian R.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 409-416
Persistent link: https://www.econbiz.de/10001115420
Saved in:
90
Jackknifing linerar estimating equations : asymptotic theory and applications in stochastic processes
Lele, Subhash
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001115421
Saved in:
91
Existence of maximum likelihood estimates for interval-censored data from some three-parameter models with a shifted origin
Nakamura, Takafusa
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 211-220
Persistent link: https://www.econbiz.de/10001115423
Saved in:
92
Approximate interval probabilities
Barndorff-Nielsen, Ole E.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 485-496
Persistent link: https://www.econbiz.de/10001095381
Saved in:
93
Alternative smoothed bootstraps
Young, G. Alastair
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 477-484
Persistent link: https://www.econbiz.de/10001095382
Saved in:
94
On likelihood ratio tests for threshold autoregression
Chan, K. S.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 469-476
Persistent link: https://www.econbiz.de/10001095383
Saved in:
95
On use of the EM algorithm for penalized likelihood estimation
Green, Peter J.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 443-452
Persistent link: https://www.econbiz.de/10001095387
Saved in:
96
Models for exceedances over high thresholds
Davison, Anthony C.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 393-442
Persistent link: https://www.econbiz.de/10001095388
Saved in:
97
Score tests in generalized linear measurement error models
Stefanski, Leonard A.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001085324
Saved in:
98
A simple method for the adjustment of profile likelihoods
MacCullagh, Peter
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10001085327
Saved in:
99
Continuum regression : cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression
Stone, Mervyn
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 237-269
Persistent link: https://www.econbiz.de/10001085329
Saved in:
100
Jackknifing weighted least squares estimators
Shao, Jun
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 139-156
Persistent link: https://www.econbiz.de/10001094886
Saved in:
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