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subject:"Wahrscheinlichkeitsrechnung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Statistische Methodenlehre"
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Wahrscheinlichkeitsrechnung
Statistische Methodenlehre
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
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129
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
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Regression analysis
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Kapitaleinkommen
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Statistical theory
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Bootstrap approach
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Bootstrap-Verfahren
26
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Akgiray, Vedat
2
Gregory, Allan W.
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Hansen, Bruce E.
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Qin, Jing
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Vanhonacker, Wilfried R.
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1
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Harbo, Ingrid
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of econometrics
55
Econometric reviews
37
Economics letters
37
Econometric theory
31
Discussion paper / Tinbergen Institute
27
Discussion paper / Center for Economic Research, Tilburg University
18
NBER Working Paper
17
Statistics in transition : an international journal of the Polish Statistical Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Technical working paper / National Bureau of Economic Research
16
CORE discussion paper : DP
14
Report / Econometric Institute, Erasmus University Rotterdam
13
Europäische Hochschulschriften / 5
12
International economic review
12
NBER technical working paper series
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Oxford bulletin of economics and statistics
12
European journal of operational research : EJOR
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
Working papers in economics and econometrics
11
Discussion paper
10
Insurance / Mathematics & economics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
American journal of agricultural economics
9
International journal of forecasting
9
The review of economic studies
9
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Statistical papers
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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Annales d'économie et de statistique
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Jahrbücher für Nationalökonomie und Statistik
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Journal of the American Statistical Association : JASA
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The econometrics journal
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1
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
2
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
3
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
Saved in:
4
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
5
Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun
;
Jales, Hugo
;
Yu, Zhengfei
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
Saved in:
6
Testing missing at random using instrumental variables
Breunig, Christoph
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
Saved in:
7
Testing conditional mean independence under symmetry
Chen, Tao
;
Ji, Yuanyuan
;
Zhou, Yahong
;
Zhu, Pingfang
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 615-627
Persistent link: https://www.econbiz.de/10012249219
Saved in:
8
Efficient augmented inverse probability weighted estimation in missing data problems
Qin, Jing
;
Zhang, Biao
;
Leung, Denis H. Y.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10011704109
Saved in:
9
Maximum-entropy prior uncertainty and correlation of statistical economic data
Rodrigues, João
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 357-367
Persistent link: https://www.econbiz.de/10011691637
Saved in:
10
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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11
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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12
Testing the unconfoundedness assumption via inverse probability weighted estimators of (L)ATT
Donald, Stephen G.
;
Hsu, Yu-Chin
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010488493
Saved in:
13
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
14
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
Saved in:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
Contested tender offers : an estimate of the hazard function
Jaggia, Sanjiv
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10001177097
Saved in:
30
Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
Saved in:
31
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Saved in:
32
Using meta-analysis results in Bayesian updating : the empty-cell problem
Vanhonacker, Wilfried R.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
4
,
pp. 427-435
Persistent link: https://www.econbiz.de/10001132721
Saved in:
33
Chow-type tests under heteroscedasticity
Koschat, Martin A.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001124463
Saved in:
34
Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001126531
Saved in:
35
The privacy bootstrap
Bowden, Roger J.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 337-345
Persistent link: https://www.econbiz.de/10001126532
Saved in:
36
Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
Saved in:
37
A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
Saved in:
38
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Saved in:
39
Measurement errors and tests for rationality
Jeong, Jinook
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 431-439
Persistent link: https://www.econbiz.de/10001113384
Saved in:
40
Bootstrapping p values and power in the first-order autoregression : a Monte Carlo investigation
Rayner, Robert K.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 251-263
Persistent link: https://www.econbiz.de/10001086682
Saved in:
41
Cross-validation, the Bayes theorem, and small-sample bias
Allenby, Greg M.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 171-178
Persistent link: https://www.econbiz.de/10001086816
Saved in:
42
Combining related and sparse data in linear regression models
Vanhonacker, Wilfried R.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
3
,
pp. 327-335
Persistent link: https://www.econbiz.de/10001089540
Saved in:
43
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
Saved in:
44
Estimation of stable-law parameters : a comparative study
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10001090240
Saved in:
45
Variance estimators of the Gini coefficient : probability sampling
Sandström, Arne
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 113-119
Persistent link: https://www.econbiz.de/10001044764
Saved in:
46
The stable-law model of stock returns
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
6
(
1988
)
1
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001044771
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