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subject:"Wahrscheinlichkeitsrechnung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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~isPartOf:"Insurance / Mathematics & economics"
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Wahrscheinlichkeitsrechnung
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Estimation theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
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56
The review of economics and statistics
44
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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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
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
3
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:
4
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:
5
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
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6
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
7
Dispersion modelling of outstanding claims with double Poisson regression models
Gao, Guangyuan
;
Meng, Shengwang
;
Shi, Yanlin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 572-586
Persistent link: https://www.econbiz.de/10012793953
Saved in:
8
Predictive compound risk models with dependence
Jeong, Himchan
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 182-195
Persistent link: https://www.econbiz.de/10012419204
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9
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
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10
Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution
Bolancé, Catalina
;
Vernic, Raluca
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 89-103
Persistent link: https://www.econbiz.de/10011990617
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11
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
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12
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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13
Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd
;
Ling, Chengxiu
;
Peng, Zuoxiang
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
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14
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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15
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
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16
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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17
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
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18
Nonparametric estimation of labor supply and demand factors
Okumura, Tsunao
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10009159090
Saved in:
19
Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib
;
Klüppelberg, Claudia
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
Saved in:
20
Estimating panel models with internal and external habit formation
Korniotis, George M.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 145-158
Persistent link: https://www.econbiz.de/10003992821
Saved in:
21
A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Bester, C. Alan
;
Hansen, Christian Bailey
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003885737
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22
Efficient estimation of average treatment effects with mixed categorical and continuous data
Li, Qi
;
Racine, Jeffrey
;
Wooldridge, Jeffrey M.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 206-223
Persistent link: https://www.econbiz.de/10003885782
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23
Identification of marginal effects in a nonparametric correlated random effects model
Bester, C. Alan
;
Hansen, Christian Bailey
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 235-250
Persistent link: https://www.econbiz.de/10003885786
Saved in:
24
Estimation of fractional dependent variables in dynamic panel data models with an application to firm dividend policy
Loudermilk, Margaret S.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 462-472
Persistent link: https://www.econbiz.de/10003566061
Saved in:
25
Kernel estimation of average derivatives and differences
Coppejans, Mark
;
Sieg, Holger
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10002781697
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26
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
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27
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
28
Structural estimates of the US sacrifice ratio
Cecchetti, Stephen G.
;
Rich, Robert W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 416-427
Persistent link: https://www.econbiz.de/10001646355
Saved in:
29
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
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30
Estimating Coke's and Pepsi's price and advertising strategies
Golan, Amos
;
Karp, Larry S.
;
Perloff, Jeffrey M.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 398-409
Persistent link: https://www.econbiz.de/10001521485
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31
Semiparametric ARCH models : an estimating function approach
Li, David
;
Turtle, H. J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 174-186
Persistent link: https://www.econbiz.de/10001469578
Saved in:
32
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:
33
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
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34
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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35
A new measure of fit for equations with dichotomous dependent variables
Estrella, Arturo
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 198-205
Persistent link: https://www.econbiz.de/10001244006
Saved in:
36
Estimation of autocorrelations of survey errors with application to trend estimation in small areas
Pfeffermann, Danny
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 339-348
Persistent link: https://www.econbiz.de/10001246506
Saved in:
37
Why do investment Euler equations fail?
Whited, Toni Marion
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 479-488
Persistent link: https://www.econbiz.de/10001251797
Saved in:
38
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:
39
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:
40
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:
41
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:
42
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:
43
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:
44
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
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45
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
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46
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:
47
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
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48
Prediction of the US employment links : an application of an empirical Bayes procedure
Wang, Wenyu
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 243-250
Persistent link: https://www.econbiz.de/10001203164
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49
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
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50
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
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