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subject:"Schätztheorie"
source:"econis"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~isPartOf:"Econometric reviews"
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Schätztheorie
Theorie
661
Theory
661
Estimation theory
188
Time series analysis
132
Zeitreihenanalyse
132
Statistical test
75
Statistischer Test
75
Estimation
72
Schätzung
72
Stochastic process
57
Stochastischer Prozess
57
Statistical theory
52
Statistische Methodenlehre
52
Volatility
51
Volatilität
51
Panel
49
Panel study
49
Regression analysis
47
Regressionsanalyse
47
Bayes-Statistik
44
Bayesian inference
44
Einheitswurzeltest
42
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Unit root test
42
Econometrics
40
Forecasting model
40
Prognoseverfahren
40
Ökonometrie
40
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39
Stichprobenerhebung
39
Cointegration
38
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38
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36
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36
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35
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35
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188
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Bera, Anil K.
3
King, Maxwell L.
3
Mukhopadhyay, Nitis
3
Srivastava, Virendra K.
3
Ahmed, S. E.
2
Arcos Cebrián, A.
2
Baltagi, Badi H.
2
Chattopadhyay, Saibal
2
Chaudhuri, Arijit
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Hendry, David F.
2
Jensen, Mark J.
2
Knight, John L.
2
Lütkepohl, Helmut
2
McAleer, Michael
2
Müller, Christine H.
2
Ohtani, Kazuhiro
2
Pázman, Andrej
2
Rueda García, M.
2
Schmidt, Peter
2
Shalabh, ...
2
Solanky, Tumulesh K. S.
2
Spanos, Aris
2
Srivastava, Anil K.
2
Steel, Mark F. J.
2
Steinebach, Josef
2
Toutenburg, Helge
2
Ullah, Aman
2
Wooldridge, Jeffrey M.
2
Adhikary, Arun Kumar
1
Adkins, Lee Chester
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Aly, Emad-Eldin A. A.
1
Andrews, Donald W. K.
1
Armah, Nii Ayi
1
Arslan, O.
1
Artés Rodríguez, E.
1
Ashley, Richard A.
1
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Metrika : international journal for theoretical and applied statistics
Econometric reviews
Economics letters
383
Journal of econometrics
368
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
The review of economics and statistics
123
Oxford bulletin of economics and statistics
101
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Center for Economic Research, Tilburg University
82
Statistical papers
79
CORE discussion paper : DP
77
Discussion paper / Tinbergen Institute
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Technical working paper / National Bureau of Economic Research
53
American journal of agricultural economics
50
Discussion paper series / IZA
50
Working paper series
50
Applied economics
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of forecasting
45
Europäische Hochschulschriften / 5
44
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
38
Cowles Foundation discussion paper
37
Journal of economic dynamics & control
36
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
International economic journal
35
The Indian economic journal
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ECONIS (ZBW)
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1
Centered-residuals-based moment estimators and test for stochastic frontier models
Chen, Yi-ting
;
Wang, Hung-jen
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 625-653
Persistent link: https://www.econbiz.de/10009539652
Saved in:
2
Estimation of dynamic discrete choice models using artificial neural network approximations
Norets, Andriy
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 84-106
Persistent link: https://www.econbiz.de/10009515971
Saved in:
3
Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
Saved in:
4
Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
Saved in:
5
Marginal changes in random parameters ordered response models with interaction terms
Drichoutis, Andreas C.
;
Nayga, Rodolfo M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 565-576
Persistent link: https://www.econbiz.de/10009130207
Saved in:
6
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
Saved in:
7
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
8
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
9
The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin
;
Hlouskova, Jaroslava
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
Saved in:
10
Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
Saved in:
11
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
12
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Saved in:
13
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
14
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Saved in:
15
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz
;
Khanna, Neha
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Saved in:
16
Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
Saved in:
17
Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard
;
Frederiksen, Per Houmann
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
Saved in:
18
A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
Saved in:
19
Likelihood estimation for censored random vectors
Schnedler, Wendelin
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 195-217
Persistent link: https://www.econbiz.de/10003002309
Saved in:
20
Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik
;
Hahn, Jinyong
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
Saved in:
21
Estimating long and short run effects in static panel models
Egger, Peter
;
Pfaffermayr, Michael
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
Saved in:
22
Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François
;
Lechner, Michael
- In:
Econometric reviews
22
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001749173
Saved in:
23
Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G.
- In:
Econometric reviews
22
(
2003
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10001749175
Saved in:
24
Some recent developments in econometric inference
Zellner, Arnold
- In:
Econometric reviews
22
(
2003
)
2
,
pp. 203-215
Persistent link: https://www.econbiz.de/10001761655
Saved in:
25
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
Saved in:
26
On the use of the Stein variance estimator in the double k-class estimator in regression
Ohtani, Kazuhiro
;
Wan, Alan T. K.
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 121-134
Persistent link: https://www.econbiz.de/10001660021
Saved in:
27
Algorithms to compute CM- and S-estimates for regression
Arslan, O.
;
Edlund, O.
;
Ekblom, H.
- In:
Metrika : international journal for theoretical and …
55
(
2002
)
1/2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001673563
Saved in:
28
On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates
He, Xuming
;
Kim, Mi-Ok
- In:
Metrika : international journal for theoretical and …
55
(
2002
)
1/2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10001673571
Saved in:
29
Robust estimators for estimating discontinuous functions
Müller, Christine H.
- In:
Metrika : international journal for theoretical and …
55
(
2002
)
1/2
,
pp. 99-109
Persistent link: https://www.econbiz.de/10001673574
Saved in:
30
A robust Hotelling test
Willems, G.
;
Pison, G.
;
Rousseeuw, P.J.
- In:
Metrika : international journal for theoretical and …
55
(
2002
)
1/2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10001673575
Saved in:
31
Robust portfolio optimization
Lauprete, G.J.
;
Samarov, A.M.
;
Welsch, R.E.
- In:
Metrika : international journal for theoretical and …
55
(
2002
)
1/2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001673577
Saved in:
32
Is adaptive estimation useful for panel models with heteroskedasticity in the individual specific error component? : Some Monte Carlo evidence
Roy, Nilanjana
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 189-203
Persistent link: https://www.econbiz.de/10001704798
Saved in:
33
Use of minimum risk approach in the estimation of regression models with missing observations
Toutenburg, Helge
;
Shalabh, ...
- In:
Metrika : international journal for theoretical and …
54
(
2001
)
3
,
pp. 247-259
Persistent link: https://www.econbiz.de/10001648259
Saved in:
34
Variance estimation in the change analysis of a linear regression model
Riedle, M.
;
Steinebach, Josef
- In:
Metrika : international journal for theoretical and …
54
(
2001
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001648266
Saved in:
35
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio
;
Lubian, Diego
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
Saved in:
36
A modified average derivatives estimator
Ai, Chunrong
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10001582465
Saved in:
37
Maxbias curves of robust scale estimators based on subranges
Croux, Christophe
;
Haesbroeck, Gentiane
- In:
Metrika : international journal for theoretical and …
53
(
2001
)
2
,
pp. 101-122
Persistent link: https://www.econbiz.de/10001626383
Saved in:
38
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
Saved in:
39
Consistent estimation through weighted harmonic mean of inconsistent estimators in replicated measurement error models
Shalabh, ...
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 507-510
Persistent link: https://www.econbiz.de/10001620911
Saved in:
40
A consistent estimator in general functional errors-in-variables models
Baran, Sándor
- In:
Metrika : international journal for theoretical and …
51
(
2000
)
2
,
pp. 117-132
Persistent link: https://www.econbiz.de/10001521181
Saved in:
41
Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities
Liu, Shuangzhe
- In:
Metrika : international journal for theoretical and …
51
(
2000
)
2
,
pp. 145-155
Persistent link: https://www.econbiz.de/10001521194
Saved in:
42
On universal admissibility of scale parameter estimators
Kourouklis, Stavros
- In:
Metrika : international journal for theoretical and …
51
(
2000
)
2
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001521201
Saved in:
43
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
44
Extension of the Wald statistic to models with dependent observations
Morales, D.
(
contributor
)
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
2
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001572555
Saved in:
45
Mean square error estimation in multi-stage sampling
Chaudhuri, Arijit
;
Adhikary, Arun Kumar
;
Dihidar, Shankar
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
2
,
pp. 115-131
Persistent link: https://www.econbiz.de/10001572571
Saved in:
46
Sequential point estimation of normal mean under LINEX loss function
Takada, Yoshikazu
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
2
,
pp. 163-171
Persistent link: https://www.econbiz.de/10001572574
Saved in:
47
The use of studentized diagnostics in regression
Jensen, D. R.
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
3
,
pp. 213-223
Persistent link: https://www.econbiz.de/10001572582
Saved in:
48
Sequential estimation of a linear function of normal means under asymmetric loss function
Chattopadhyay, Saibal
;
Chaturvedi, Ajit
;
Sengupta, …
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
3
,
pp. 225-235
Persistent link: https://www.econbiz.de/10001572599
Saved in:
49
Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored
Childs, Aaron
;
Balakrishnan, Narayanaswamy
- In:
Metrika : international journal for theoretical and …
52
(
2000
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001572613
Saved in:
50
Estimation of ratio of population means in survey sampling when some observations are missing
Toutenburg, Helge
;
Srivastava, Virendra K.
- In:
Metrika : international journal for theoretical and …
48
(
1999
)
3
,
pp. 177-187
Persistent link: https://www.econbiz.de/10001407961
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