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subject:"Theory"
isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
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Estimation theory
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Giles, David E. A.
6
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4
Trenkler, Götz
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Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
383
Journal of econometrics
368
Econometric theory
284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
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198
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
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136
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131
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122
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101
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86
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83
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83
Discussion paper / Center for Economic Research, Tilburg University
82
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79
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75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
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57
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53
American journal of agricultural economics
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49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
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45
Europäische Hochschulschriften / 5
44
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
38
Cowles Foundation discussion paper
37
Journal of economic dynamics & control
36
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
International economic journal
35
The Indian economic journal
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ECONIS (ZBW)
138
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1
Risk function of Zellner's extended melo estimators and some Monte Carlo results
Ghosh, Sukesh K.
;
Wirjanto, Tony S.
- In:
Journal of quantitative economics : official journal of …
16
(
2000
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001622462
Saved in:
2
Feasible resampling for nonparametric Kernel estimators
Racine, Jeffrey
- In:
Journal of quantitative economics : official journal of …
16
(
2000
)
2
,
pp. 19-30
Persistent link: https://www.econbiz.de/10001622465
Saved in:
3
A note on the instrumental variable estimators in the non-linear models
Popli, Gurleen K.
- In:
Journal of quantitative economics : official journal of …
16
(
2000
)
2
,
pp. 31-36
Persistent link: https://www.econbiz.de/10001622467
Saved in:
4
Two results on the efficiency of the almon lag technique
Trenkler, Götz
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 17-22
Persistent link: https://www.econbiz.de/10001444691
Saved in:
5
A generalized logistic Tobit model
Fry, Tim R. L.
;
Orme, Chris D.
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001444722
Saved in:
6
On the duble [double] k-class estimators in linear regression
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10001444735
Saved in:
7
Testing for heterogeneous technology : a Rao's score test
Kim, Chong-bŏm
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10001444738
Saved in:
8
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert
;
Fry, Tim R. L.
;
Harris, Mark N.
- In:
Journal of quantitative economics : official journal of …
14
(
1998
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001444749
Saved in:
9
A modified Hannan inefficient procedure for causal systems
Nachane, D. M.
- In:
Journal of quantitative economics : official journal of …
13
(
1997
)
2
,
pp. 63-80
Persistent link: https://www.econbiz.de/10001351673
Saved in:
10
On efficient forecasting in linear regression models
Shalabh, ...
- In:
Journal of quantitative economics : official journal of …
13
(
1997
)
2
,
pp. 133-140
Persistent link: https://www.econbiz.de/10001351694
Saved in:
11
A new test for overidentification
Kakwani, Nanak
;
Sowey, Eric R.
- In:
Journal of quantitative economics : official journal of …
13
(
1997
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001351837
Saved in:
12
A simple test for a parametric single index model
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
13
(
1997
)
1
,
pp. 95-103
Persistent link: https://www.econbiz.de/10001237598
Saved in:
13
Modelling the dynamics of macroeconomic activity : new evidence from a developing economy
Masih, Abdul Mansur M.
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
2
,
pp. 85-105
Persistent link: https://www.econbiz.de/10001227441
Saved in:
14
Estimation of structural change in linear regression models
Tiwari, Ramji
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
2
,
pp. 57-65
Persistent link: https://www.econbiz.de/10001227447
Saved in:
15
Empirical Bayes approximations to MELO estimators for ratios of multiple regression coefficients
Singh, Radhey S.
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
2
,
pp. 43-56
Persistent link: https://www.econbiz.de/10001227448
Saved in:
16
Prediction and the choice between two restricted regression models
Grob, J.
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 125-131
Persistent link: https://www.econbiz.de/10001220326
Saved in:
17
Improved estimation in the restricted regression model with non-spherical disturbances
Chaturvedi, Anoop
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 115-123
Persistent link: https://www.econbiz.de/10001220330
Saved in:
18
An adjusted least squares estimator for models with risk term
Tengesdal, Mark
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 105-113
Persistent link: https://www.econbiz.de/10001220331
Saved in:
19
Old-age security and gender preference hypotheses : a duration analysis of Malaysian family life survey data
Raut, Lakshmi Kanta
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 81-104
Persistent link: https://www.econbiz.de/10001220332
Saved in:
20
Two stage least squares estimators for a structural equation involving both exogenous and endogenous stochastic coefficients
Bandyopadhyay, Taradas
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10001220333
Saved in:
21
How to measure goodness of fit in a simultaneous equation model
Kakwani, Nanak
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10001220368
Saved in:
22
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
23
Orthogonal regression models and the distribution of non-nested tests
Michelis, Leo
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001220371
Saved in:
24
A note on the application of entropies in the estimation of production function from pooled samples
Kumar, Sandwip
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001208304
Saved in:
25
A note on aggregation error in input-output analysis
Mythili, G.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 149-156
Persistent link: https://www.econbiz.de/10001208307
Saved in:
26
Fractional differencing and purchasing power parity
Nachane, Dilip M.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 123-136
Persistent link: https://www.econbiz.de/10001208310
Saved in:
27
Mean square error comparisons for estimators of the variance of the structural disturbances in simultaneous equations models
Smith, Murray D.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001208323
Saved in:
28
The L1-norm consistency under weaker conditions of nonparametric regression and heteroskedasticity estimators
Singh, Radhey S.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001208333
Saved in:
29
A note on R 2 in the instrumental variables model
Windmeijer, Frank
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001196281
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30
A note on convergence when the root is greater than unity
Vinod, Hrishikesh D.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 251-256
Persistent link: https://www.econbiz.de/10001196282
Saved in:
31
Budget deficits, interest rates and causality : an application of error correction models
Mutairi, Naief Hamad al-
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 241-249
Persistent link: https://www.econbiz.de/10001196283
Saved in:
32
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
Saved in:
33
Nonparametric recursive estimation of a regression function with mixing sequences of observations
Ngerng, M. H. Anthony
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 213-228
Persistent link: https://www.econbiz.de/10001196285
Saved in:
34
A nonparametric test for functional form
Wang, Sejong
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001196286
Saved in:
35
Comparing parametric and nonparametric measures of efficiency : a reexamination of the Christensen-Greene data
Ray, Subhash C.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 155-168
Persistent link: https://www.econbiz.de/10001196289
Saved in:
36
Cointegration and error correction models : a historical and methodological perspective
Kumar, T. Krishna
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001196290
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37
Inference for a superimposed autoregressive time series
Chandra, K. S.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001196292
Saved in:
38
Inadmissibility of restricted estimators in linear regression models
Tracy, Derrick S.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 127-133
Persistent link: https://www.econbiz.de/10001196294
Saved in:
39
Asymptotic properties of the two-stage bivariate probit estimator in the presence of partial observability
Mohanty, Madhu Sudan
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10001196295
Saved in:
40
Time varying coefficients in predictive stock return regressions : a parametric and nonparametric analysis
Zhou, Zong-guo
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10001196297
Saved in:
41
Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
Saved in:
42
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
43
Testing and estimation with seasonal autoregressive mis-specification
Small, John P.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 21-33
Persistent link: https://www.econbiz.de/10001196310
Saved in:
44
Separability of monetary assets : some evidence from approximation analysis for India
Ramachandran, Marudarajan
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
2
,
pp. 337-350
Persistent link: https://www.econbiz.de/10001181353
Saved in:
45
Women's labour supply : methodological issues and sensitivity analysis
Duraisamy, Malathy
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
2
,
pp. 273-292
Persistent link: https://www.econbiz.de/10001181357
Saved in:
46
A note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Dastoor, Naorayex K.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 247-252
Persistent link: https://www.econbiz.de/10001177280
Saved in:
47
On the information loss of the Cochrane-Orcutt estimation procedure
Stemann, Dietmar
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 227-234
Persistent link: https://www.econbiz.de/10001177282
Saved in:
48
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
49
An empirical derivation of the industry wage equation
Mason, Patrick L.
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10001177291
Saved in:
50
Quasi-maximum likelihood estimation and testing in a two-limit probit model with serial correlation
Sapra, Sunil K.
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001177297
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