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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of econometrics"
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Estimation theory
Statistische Methodenlehre
Theorie
1,607
Theory
1,607
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
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125
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125
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114
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81
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75
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72
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72
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71
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Chib, Siddhartha
7
Lee, Lung-fei
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6
Granger, C. W. J.
6
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6
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6
Magnus, Jan R.
6
Phillips, Peter C. B.
6
Kohn, Robert
5
Baltagi, Badi H.
4
Chen, Songnian
4
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4
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3
Ali, Mukhtar M.
3
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3
Banerjee, Anurag Narayan
3
Bierens, Herman J.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Shively, Thomas S.
3
Slottje, Daniel Jonathan
3
Snell, Andy
3
Spanos, Aris
3
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3
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Journal of econometrics
Economics letters
429
Econometric theory
303
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Série des documents de travail / Centre de Recherche en Économie et Statistique
191
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
145
Journal of applied econometrics
143
The review of economics and statistics
130
CORE discussion paper : DP
109
Oxford bulletin of economics and statistics
109
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
104
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
Working paper / National Bureau of Economic Research, Inc.
94
Discussion paper / Center for Economic Research, Tilburg University
93
Statistical papers
87
Discussion paper / Tinbergen Institute
86
International economic review
72
Technical working paper / National Bureau of Economic Research
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Annales d'économie et de statistique
65
The review of economic studies
65
Europäische Hochschulschriften / 5
63
Journal of the Royal Statistical Society
61
Metrika : international journal for theoretical and applied statistics
60
American journal of agricultural economics
56
Journal of forecasting
54
Lehrbuch
54
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
52
Working paper series
51
Applied economics
50
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50
Journal of economic dynamics & control
45
Cowles Foundation discussion paper
41
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41
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41
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40
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ECONIS (ZBW)
410
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151
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:
152
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:
153
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:
154
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:
155
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:
156
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:
157
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:
158
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:
159
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:
160
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:
161
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:
162
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:
163
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
164
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:
165
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:
166
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:
167
Contracting in space : an application of spatial statistics to discrete-choice models
Pinkse, Joris
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 125-154
Persistent link: https://www.econbiz.de/10001240379
Saved in:
168
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:
169
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:
170
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:
171
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:
172
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:
173
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:
174
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:
175
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:
176
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:
177
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:
178
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:
179
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:
180
A consistent nonparametric test for serial independence
Pinkse, Joris
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
Saved in:
181
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:
182
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:
183
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:
184
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:
185
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:
186
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:
187
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:
188
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:
189
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:
190
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:
191
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:
192
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:
193
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:
194
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
Saved in:
195
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:
196
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:
197
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:
198
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
199
Semiparametric estimation of the Type-3 Tobit model
Chen, Songnian
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001223465
Saved in:
200
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Saved in:
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