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subject:"Theorie"
isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Theorie
Estimation theory
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Journal of the Royal Statistical Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
383
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368
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284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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63
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ECONIS (ZBW)
239
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51
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:
52
A structured VAR for Denmark under changing monetary regimes
Jusélius, Katarina
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 400-411
Persistent link: https://www.econbiz.de/10001251805
Saved in:
53
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:
54
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:
55
When do long-run indentifying restrictions give reliable results?
Faust, Jon
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 345-353
Persistent link: https://www.econbiz.de/10001222714
Saved in:
56
A Bayesian analysis of autoregressive time series panel data
Nandram, Balgobin
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 328-334
Persistent link: https://www.econbiz.de/10001222716
Saved in:
57
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:
58
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
Saved in:
59
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:
60
Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators
Maddala, Gangadharrao S.
;
Trost, Robert P.
;
Li, Hongyi
; …
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 90-100
Persistent link: https://www.econbiz.de/10001214281
Saved in:
61
GMM estimation of count-panel-data models with fixed effects and predetermined instruments
García Montalvo, José
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 82-89
Persistent link: https://www.econbiz.de/10001214293
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62
Measuring tail thickness to estimate the stable index a : a critique
McCulloch, J. Huston
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 74-81
Persistent link: https://www.econbiz.de/10001214302
Saved in:
63
Approximate asymptotic P values for structural-change tests
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 60-67
Persistent link: https://www.econbiz.de/10001214309
Saved in:
64
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:
65
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:
66
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:
67
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:
68
Structural estimation in applied microeconomics : special issue
In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
2
,
pp. 111-292
Persistent link: https://www.econbiz.de/10001216020
Saved in:
69
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
70
Small-sample properties of estimators of nonlinear models of covariance structure
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001334390
Saved in:
71
Small-sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 353-366
Persistent link: https://www.econbiz.de/10001334391
Saved in:
72
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
73
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Saved in:
74
Small-sample properties of GMM-based wald tests
Burnside, Craig
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 294-308
Persistent link: https://www.econbiz.de/10001334394
Saved in:
75
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
Saved in:
76
Finite-sample properties of some alternative GMM estimators
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-280
Persistent link: https://www.econbiz.de/10001334396
Saved in:
77
Special section on small-sample properties of generalized method of moments (GMM)
In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-386
Persistent link: https://www.econbiz.de/10001203157
Saved in:
78
R-squared measures for count data regression models with applications to health-care utilization
Cameron, Adrian Colin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 209-220
Persistent link: https://www.econbiz.de/10001203165
Saved in:
79
The persistence of shocks to macroeconomic time series : some evidence from economic theory
Cushing, Matthew Jonathan
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 179-187
Persistent link: https://www.econbiz.de/10001203170
Saved in:
80
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:
81
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 161-168
Persistent link: https://www.econbiz.de/10001203172
Saved in:
82
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:
83
Shifts in the interest-rate response to money announcements : what can we say about when they occur?
Roley, Vernon Vance
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 135-138
Persistent link: https://www.econbiz.de/10001203174
Saved in:
84
Permanent income, current income, and consumption : evidence from two panel data sets
Lusardi, Annamaria
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 81-90
Persistent link: https://www.econbiz.de/10001203176
Saved in:
85
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:
86
Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
Saved in:
87
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:
88
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:
89
On using linear regressions in welfare economics
Yitzhaki, Shlomo
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 478-486
Persistent link: https://www.econbiz.de/10001209338
Saved in:
90
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:
91
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:
92
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
93
Bayesian estimation of stochastic discount factors
Gordon, Stephen F.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 412-420
Persistent link: https://www.econbiz.de/10001209350
Saved in:
94
Natural and quasi-experiments in economics
Meyer, Bruce D.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
2
,
pp. 151-161
Persistent link: https://www.econbiz.de/10001333057
Saved in:
95
Censored regression estimation under unovserved heterogeneity : a stochastic parameter approach
Ioannatos, Petros E.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
3
,
pp. 327-335
Persistent link: https://www.econbiz.de/10001182366
Saved in:
96
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:
97
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:
98
Some specification tests for probit models estimated on panel data
Lechner, Michael
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 475-488
Persistent link: https://www.econbiz.de/10001190254
Saved in:
99
Uncertainty about the persistence of economic shocks
Miller, John P.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 435-440
Persistent link: https://www.econbiz.de/10001190283
Saved in:
100
Revealed preference of the Federal Reserve : using inverse-control theory to interpret the policy equation of a vector autogregression
Salemi, Michael K.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 419-433
Persistent link: https://www.econbiz.de/10001190291
Saved in:
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