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subject:"Estimation theory"
isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~isPartOf:"Journal of econometrics"
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Estimation theory
Theorie
1,790
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1,790
Schätztheorie
415
Time series analysis
352
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352
Estimation
176
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176
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5
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4
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Journal of econometrics
Economics letters
383
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
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131
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123
Oxford bulletin of economics and statistics
101
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86
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83
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83
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82
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79
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77
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75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
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60
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59
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57
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57
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53
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44
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41
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39
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38
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37
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36
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36
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ECONIS (ZBW)
415
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151
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
152
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Saved in:
153
Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
Saved in:
154
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
155
Convenient estimators for the panel probit model
Bertschek, Irene
;
Lechner, Michael
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 329-371
Persistent link: https://www.econbiz.de/10001246642
Saved in:
156
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
157
Misclassification of the dependent variable in a discrete-response setting
Hausman, Jerry A.
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001246646
Saved in:
158
Testing serial correlation in semiparametric panel data models
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 207-237
Persistent link: https://www.econbiz.de/10001246647
Saved in:
159
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
160
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
161
A simple consistent bootstrap test for a parametric regression function
Li, Qi
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10001248303
Saved in:
162
Structural relations, cointegration and identification : some simple results and their application
Davidson, James E. H.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 87-113
Persistent link: https://www.econbiz.de/10001248305
Saved in:
163
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
164
Simulated latent variable estimation of models with ordered categorical data
Breslaw, Jon A.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001248307
Saved in:
165
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
166
Volatilitätsanalyse mit dem Augmented GARCH-Modell
Specht, Katja
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10001254557
Saved in:
167
Regressionsbäume
Schlittgen, Rainer
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001254559
Saved in:
168
The asymptotic relative efficiency of contrast tests
Neuhäuser, Markus
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
3
,
pp. 243-251
Persistent link: https://www.econbiz.de/10001254560
Saved in:
169
Low-pass filtered least squares estimators of cointegrating vectors
Li, Yikang
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 289-316
Persistent link: https://www.econbiz.de/10001240190
Saved in:
170
Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
Saved in:
171
Approximate bias correction in econometrics
MacKinnon, James G.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 205-230
Persistent link: https://www.econbiz.de/10001240196
Saved in:
172
Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 155-188
Persistent link: https://www.econbiz.de/10001240377
Saved in:
173
Business cycle durations
Filardo, Andrew J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
Saved in:
174
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
175
Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001240383
Saved in:
176
Parametric tests for static and dynamic equilibrium
Atkinson, Scott Estes
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10001240384
Saved in:
177
The estimation of systems of joint differential-difference equations
Chambers, Marcus J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001240386
Saved in:
178
Estimation of censored linear errors-in-variables models
Wang, Liqun
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10001241541
Saved in:
179
Rank estimators for monotonic index models
Cavanagh, Christopher Lorne
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 351-381
Persistent link: https://www.econbiz.de/10001241542
Saved in:
180
The union non-union wage differential : an application of semi-parametric methods
Lanot, Gauthier
;
Walker, Ian
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 327-349
Persistent link: https://www.econbiz.de/10001241543
Saved in:
181
Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
Saved in:
182
Stochastic panel frontiers : a semiparametric approach
Park, Byeong U.
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 273-301
Persistent link: https://www.econbiz.de/10001241546
Saved in:
183
On the use of sampling weights when estimating regression models with survey data
Magee, Lonnie
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 251-271
Persistent link: https://www.econbiz.de/10001241547
Saved in:
184
Spurious regression theory with nonstationary fractionally integrated processes
Mármol, Francesc
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10001241548
Saved in:
185
Estimation in choice-based sampling with measurement error and bootstrap analysis
Wang, C. Y.
- In:
Journal of econometrics
77
(
1997
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10001335091
Saved in:
186
Job search theory, labour supply and unemployment duration
Bloemen, Hans G.
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001335926
Saved in:
187
Bayes WESML : posterior inference from choice-based samples
Lancaster, Tony
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 291-303
Persistent link: https://www.econbiz.de/10001335928
Saved in:
188
A count data model with unobserved heterogeneity
Gouriéroux, Christian
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
Saved in:
189
Association measures for durations in bivariate hazard rate models
Berg, Gerard J. van den
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 221-245
Persistent link: https://www.econbiz.de/10001335931
Saved in:
190
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
Saved in:
191
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
192
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
193
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
Saved in:
194
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
195
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
196
Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
Saved in:
197
Nonlinear stochastic trends
Granger, C. W. J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
Saved in:
198
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
199
Statistical inference in the multinomial multiperiod probit model
Geweke, John
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 125-165
Persistent link: https://www.econbiz.de/10001223461
Saved in:
200
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
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