//--> //--> //--> //-->
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:"Theorie"
isPartOf:"Journal of the Royal Statistical Society"
~subject:"Messung"
~isPartOf:"Econometric reviews"
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
Theorie
Messung
Estimation theory
483
Schätztheorie
483
Theory
172
Time series analysis
94
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
35
Statistical theory
31
Statistische Methodenlehre
31
Autocorrelation
29
Autokorrelation
29
Bootstrap approach
24
Bootstrap-Verfahren
24
Cointegration
24
Kointegration
23
Modellierung
22
Scientific modelling
22
Simulation
22
Volatility
22
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
Stochastic process
16
more ...
less ...
Type of publication
All
Article
173
Type of publication (narrower categories)
All
Article in journal
173
Aufsatz in Zeitschrift
173
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
173
Author
All
Carroll, Raymond J.
4
Bera, Anil K.
3
King, Maxwell L.
3
Baltagi, Badi H.
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Hall, Peter
2
Hendry, David F.
2
Jensen, Mark J.
2
Knight, John L.
2
Lütkepohl, Helmut
2
McAleer, Michael
2
Ohtani, Kazuhiro
2
Poskitt, Donald Stephen
2
Schmidt, Peter
2
Spanos, Aris
2
Srivastava, Anil K.
2
Srivastava, Virendra K.
2
Steel, Mark F. J.
2
Ullah, Aman
2
Wooldridge, Jeffrey M.
2
Adkins, Lee Chester
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Albert, A.
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Atkinson, Anthony C.
1
Barndorff-Nielsen, Ole E.
1
Bartels, Robert
1
Benkwitz, Alexander
1
Berman, Mark
1
Berndt, Ernst R.
1
Bewley, Ronald A.
1
Bhansali, R. J.
1
Bierens, Herman J.
1
Bolduc, Denis
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
more ...
less ...
Published in...
All
Journal of the Royal Statistical Society
Econometric reviews
Economics letters
386
Journal of econometrics
376
Econometric theory
287
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Journal of applied econometrics
138
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Center for Economic Research, Tilburg University
82
Statistical papers
79
Discussion paper / Tinbergen Institute
78
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Discussion paper series / IZA
54
Technical working paper / National Bureau of Economic Research
53
Working paper series
51
American journal of agricultural economics
50
Applied economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of forecasting
45
Europäische Hochschulschriften / 5
44
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
SFB 649 discussion paper
38
Cowles Foundation discussion paper
37
Report / Econometric Institute, Erasmus University Rotterdam
36
Working paper
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
International economic journal
35
more ...
less ...
Source
All
ECONIS (ZBW)
173
Showing
1
-
50
of
173
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Centered-residuals-based moment estimators and test for stochastic frontier models
Chen, Yi-ting
;
Wang, Hung-jen
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 625-653
Persistent link: https://www.econbiz.de/10009539652
Saved in:
2
Estimation of dynamic discrete choice models using artificial neural network approximations
Norets, Andriy
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 84-106
Persistent link: https://www.econbiz.de/10009515971
Saved in:
3
Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
Saved in:
4
Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
Saved in:
5
Marginal changes in random parameters ordered response models with interaction terms
Drichoutis, Andreas C.
;
Nayga, Rodolfo M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 565-576
Persistent link: https://www.econbiz.de/10009130207
Saved in:
6
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
Saved in:
7
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
8
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
9
The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin
;
Hlouskova, Jaroslava
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
Saved in:
10
Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
Saved in:
11
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
12
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
13
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
14
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Saved in:
15
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz
;
Khanna, Neha
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Saved in:
16
Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
Saved in:
17
Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard
;
Frederiksen, Per Houmann
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
Saved in:
18
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
Saved in:
19
Likelihood estimation for censored random vectors
Schnedler, Wendelin
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 195-217
Persistent link: https://www.econbiz.de/10003002309
Saved in:
20
Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik
;
Hahn, Jinyong
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
Saved in:
21
Estimating long and short run effects in static panel models
Egger, Peter
;
Pfaffermayr, Michael
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
Saved in:
22
Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François
;
Lechner, Michael
- In:
Econometric reviews
22
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001749173
Saved in:
23
Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G.
- In:
Econometric reviews
22
(
2003
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10001749175
Saved in:
24
Some recent developments in econometric inference
Zellner, Arnold
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 203-215
Persistent link: https://www.econbiz.de/10001761655
Saved in:
25
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
Saved in:
26
On the use of the Stein variance estimator in the double k-class estimator in regression
Ohtani, Kazuhiro
;
Wan, Alan T. K.
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 121-134
Persistent link: https://www.econbiz.de/10001660021
Saved in:
27
Is adaptive estimation useful for panel models with heteroskedasticity in the individual specific error component? : Some Monte Carlo evidence
Roy, Nilanjana
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 189-203
Persistent link: https://www.econbiz.de/10001704798
Saved in:
28
Modelling the data measurement process for the index of production
Patterson, Kerry D.
- In:
Journal of the Royal Statistical Society
165
(
2002
)
2
,
pp. 279-296
Persistent link: https://www.econbiz.de/10001706840
Saved in:
29
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio
;
Lubian, Diego
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
Saved in:
30
A modified average derivatives estimator
Ai, Chunrong
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001582465
Saved in:
31
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
Saved in:
32
Consistent estimation through weighted harmonic mean of inconsistent estimators in replicated measurement error models
Shalabh, ...
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 507-510
Persistent link: https://www.econbiz.de/10001620911
Saved in:
33
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
34
An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk
;
White, Halbert
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
Saved in:
35
Partially adaptive estimation of nonlinear models via a normal mixture
Phillips, Robert F.
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10001371094
Saved in:
36
Testing autocorrelation in a system perspective
Edgerton, David L.
;
Shukur, Ghazi
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 343-386
Persistent link: https://www.econbiz.de/10001413466
Saved in:
37
A test of normality using nonparametric residuals
Whang, Yoon-jae
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
Saved in:
38
Selection of regressors in econometrics : parametric and nonparametric methods
Lavergne, Pascal
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 227-273
Persistent link: https://www.econbiz.de/10001247698
Saved in:
39
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 387-413
Persistent link: https://www.econbiz.de/10001250283
Saved in:
40
Count data models with selectivity
Winkelmann, Rainer
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 339-359
Persistent link: https://www.econbiz.de/10001250285
Saved in:
41
A Tobit model with GARCH errors
Calzolari, Giorgio
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
Saved in:
42
Testing for serial correlation in the presence of dynamic heteroscedasticity
Silvapulle, Paramsothy
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10001237559
Saved in:
43
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
Saved in:
44
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
Saved in:
45
Estimating mixtures of normal distributions via empirical characteristic function
Tran, Kien C.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10001240675
Saved in:
46
Estimating partially linear panel data models with one-way error components
Li, Qi
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
Saved in:
47
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
Saved in:
48
Exact testing in multivariate regression
Stewart, Kenneth G.
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 321-352
Persistent link: https://www.econbiz.de/10001225568
Saved in:
49
A hierarchy of Lorenz curves based on the generalized Tukey's Lambda distribution
Sarabia Alzaga, José Maria
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 305-320
Persistent link: https://www.econbiz.de/10001225569
Saved in:
50
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Penm, Jammie H.
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10001225570
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->