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subject:"Estimation theory"
subject:"Welt"
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Estimation theory
Welt
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1,607
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368
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326
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326
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166
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3
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2
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Journal of econometrics
Economics letters
463
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422
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402
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366
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287
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
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146
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143
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143
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140
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137
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136
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ECONIS (ZBW)
379
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1
A solution to the global identification problem in DSGE models
Kocięcki, Andrzej
;
Kolasa, Marcin
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
Saved in:
2
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Saved in:
3
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
4
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
Saved in:
5
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
6
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
7
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
8
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008661866
Saved in:
9
Robust confidence sets in the presence of weak instruments
Mikusheva, Anna
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 236-247
Persistent link: https://www.econbiz.de/10008663035
Saved in:
10
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
11
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
12
The structure of US food demand
LaFrance, Jeffrey T.
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 336-349
Persistent link: https://www.econbiz.de/10003809369
Saved in:
13
Explaining individual response using aggregated data
Dijk, Bram van
;
Paap, Richard
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003778181
Saved in:
14
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
15
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
16
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
17
Estimation and inference in the case of compting sets of estimating equations
Judge, George G.
;
Mittelhammer, Ron C.
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 513-531
Persistent link: https://www.econbiz.de/10003464297
Saved in:
18
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
19
A method of estimating the average derivative
Banerjee, Anurag Narayan
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 65-88
Persistent link: https://www.econbiz.de/10003401643
Saved in:
20
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
Saved in:
21
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
22
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Saved in:
23
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
24
Instrumental quantile regression inference for structural and treatment effect models
Chernozhukov, Victor
;
Hansen, Christian Bailey
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 491-525
Persistent link: https://www.econbiz.de/10003348786
Saved in:
25
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
26
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
27
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav
;
Tsurumi, Hiroki
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
Saved in:
28
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
29
Experimental and non-experimental evaluation of economic policy and models
Ham, John C.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002526525
Saved in:
30
Correcting for selective compliance in a re-employment bonus experiment
Bijwaard, Govert
;
Ridder, Geert
- In:
Journal of econometrics
125
(
2005
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10002526665
Saved in:
31
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
32
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
33
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
34
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
35
Identification an sequential estimation of panel data models with insufficient exclusion restrictions
Das, Mitali
- In:
Journal of econometrics
114
(
2003
)
2
,
pp. 297-328
Persistent link: https://www.econbiz.de/10001750810
Saved in:
36
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
37
Econometric models of asymmetric ascending auctions
Hong, Han
;
Shum, Matthew
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 327-358
Persistent link: https://www.econbiz.de/10001731322
Saved in:
38
Semiparametric instrumental variables estimation
Park, Sangin
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 381-399
Persistent link: https://www.econbiz.de/10001731324
Saved in:
39
Semiparametric instrumental variable estimation of treatment response models
Abadie, Alberto
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 231-263
Persistent link: https://www.econbiz.de/10001738895
Saved in:
40
Bayesian and classical approaches to instrumental variable regression
Kleibergen, Frank
;
Zivot, Eric
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 29-72
Persistent link: https://www.econbiz.de/10001738916
Saved in:
41
Estimating worklife expectancy : an econometric approach
Millimet, Daniel L.
;
Nieswiadomy, Michael L.
;
Ryu, Hang-keun
- In:
Journal of econometrics
113
(
2003
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001739285
Saved in:
42
Estimation of Lorenz curves : a Bayesian nonparametric approach
Hasegawa, Hikaru
;
Kozumi, Hideo
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 277-291
Persistent link: https://www.econbiz.de/10001768305
Saved in:
43
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
44
Exact inference for the linear model with groupwise heteroscedastic spherical disturbances
Bekker, Paul A.
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001715749
Saved in:
45
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
46
Confidence intervals in generalized method of moments model
Imbens, Guido
;
Spady, Richard Henry
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10001651263
Saved in:
47
Limited information likelihood and Bayesian analysis
Kim, Chae-yŏng
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 175-193
Persistent link: https://www.econbiz.de/10001651273
Saved in:
48
Comparison of maximum entropy and higher-order entropy estimators
Golan, Amos
;
Perloff, Jeffrey M.
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10001651279
Saved in:
49
Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
Saved in:
50
A note on the double k-class estimator in simultaneous equations
Gao, Chuanming
;
Lahiri, Kajal
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001656586
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