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subject:"Theorie"
subject:"Prognoseverfahren"
~isPartOf:"Oxford bulletin of economics and statistics"
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Prognoseverfahren
Estimation theory
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Oxford bulletin of economics and statistics
Journal of econometrics
437
Economics letters
403
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293
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
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85
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83
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83
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79
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77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
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60
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59
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57
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39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Report / Econometric Institute, Erasmus University Rotterdam
39
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
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2
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
Saved in:
3
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
4
Quantile aggregation of density forecasts
Busetti, Fabio
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10011772036
Saved in:
5
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
6
Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 112-138
Persistent link: https://www.econbiz.de/10010439610
Saved in:
7
Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji
;
Stewart, Mark B.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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8
Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin
;
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
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9
Correcting standard errors in two-stage estimation procedures with generated regressands
Dumont, Michel
;
Rayp, Glenn
;
Thas, Olivier
;
Willemé, Peter
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
3
,
pp. 421-433
Persistent link: https://www.econbiz.de/10002845689
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10
Forecast encompassing and parameter estimation
Harvey, David I.
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
suppl
,
pp. 815-835
Persistent link: https://www.econbiz.de/10003229053
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11
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
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12
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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13
Inference of seasonal cointegration : Gaussian reduced rank estimation and tests for various types of cointegration
Ahn, Sung K.
;
Cho, Sinsup
;
Seong, B. Chan
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
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14
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
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15
Weak identification of forward-looking models in monetary economics
Mavroeidis, Sophocles
- In:
Oxford bulletin of economics and statistics
66
(
2004
),
pp. 609-635
Persistent link: https://www.econbiz.de/10002243085
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16
Forecast bias and MSFE encompassing
Marcellino, Massimiliano
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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17
A method to calculate the jackknife variance estimator for the Gini coefficient
Karagiannis, Elias
;
Kovacevic, Milorad
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 119-122
Persistent link: https://www.econbiz.de/10001481873
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18
A convenient method of computing the Gini index and its standard error
Ogwang, Tomson
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 123-129
Persistent link: https://www.econbiz.de/10001481881
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19
Fertility and the human capital loss of non-participation
Belzil, Christian
;
Hergel, Philip
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001407298
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20
Diagnostics for IV regressions
Pesaran, M. Hashem
;
Taylor, Larry W.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 255-281
Persistent link: https://www.econbiz.de/10001407321
Saved in:
21
Near observational equivalence and fractionally integrated processes
Mármol, Francesc
;
Reboredo, Juan Carlos
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 283-290
Persistent link: https://www.econbiz.de/10001407326
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22
A new test for structural stability based on recursive residuals
Wright, Jonathan H.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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23
Practitioners corner: a note on the performance of simple specification tests for the Tobit model
Ericson, Peter
;
Hansen, Jörgen
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
1
,
pp. 121-127
Persistent link: https://www.econbiz.de/10001371597
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24
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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25
Estimating nested count data models
Saha, Atanu
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
3
,
pp. 423-430
Persistent link: https://www.econbiz.de/10001223686
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26
The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown
Wright, Jonathan H.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10001223697
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27
Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure
Campbell, Bryan
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10001223699
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28
Structural breaks in error correction models
Heinesen, Eskil
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 187-192
Persistent link: https://www.econbiz.de/10001223723
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29
Orthogonality tests in linear models
Ahn, Seung Chan
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 183-186
Persistent link: https://www.econbiz.de/10001223724
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30
A reduced rank regression approach to tests of asset pricing
Costa, Michele
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001223725
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31
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
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32
Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
Saved in:
33
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
34
Frequency domain tests for residual serial correlation in cointegration
Choi, In
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 549-562
Persistent link: https://www.econbiz.de/10001234613
Saved in:
35
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 737-763
Persistent link: https://www.econbiz.de/10001334927
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36
Multi-step estimation for forecasting
Clements, Michael P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
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37
A double length regression computation method for the 2SGLS estimator of rational expectations models
Ma, Yue
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10001201673
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38
Structural VAR estimation with exogeneity restrictions
Dias, Francisco C.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 417-422
Persistent link: https://www.econbiz.de/10001201674
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39
Triangular representation and error correction mechanism in cointegrated systems
Cappuccio, Nunzio
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 409-415
Persistent link: https://www.econbiz.de/10001201675
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40
Bootstrapping the trace statistic in VAR models : Monte Carlo results and applications
Giersbergen, Noud P. A. van
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001201676
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41
Some reparameterizations of lag polynomials for dynamic analysis
Burke, Simon P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10001201678
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42
Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
Saved in:
43
Specification tests for the competing risks duration model : an application to unemployment duration and sectoral movement
Pudney, Stephen E.
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 323-347
Persistent link: https://www.econbiz.de/10001183776
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44
Galtonian regression across countries and the convergence of productivity
Hart, Peter Edward
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 287-293
Persistent link: https://www.econbiz.de/10001183791
Saved in:
45
Easy estimation methods for discrete-time duration models
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
1
,
pp. 129-138
Persistent link: https://www.econbiz.de/10001178347
Saved in:
46
Testing for the presence of time-varying risk premium using a mean-conditional-variance optimization model
Ngama, Yerima Lawan
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10001161696
Saved in:
47
Critical values for the cusumsq statistic in medium and large sized samples
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
3
,
pp. 355-365
Persistent link: https://www.econbiz.de/10001165108
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48
Cointegrated time series : a guide to estimation and hypothesis testing
Dickey, David A.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
3
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001165109
Saved in:
49
Identifying cointegrating regressions by the rank condition
Davidson, James E. H.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 105-110
Persistent link: https://www.econbiz.de/10001154033
Saved in:
50
A simple test for cointegration
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
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