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subject:"Schätztheorie"
source:"econis"
~person:"King, Maxwell L."
~person:"Kohn, Robert"
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Schätztheorie
Theorie
110
Theory
110
Estimation theory
51
Bayes-Statistik
25
Bayesian inference
25
Time series analysis
24
Zeitreihenanalyse
24
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19
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19
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15
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15
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15
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15
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King, Maxwell L.
Kohn, Robert
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lee, Lung-fei
20
Lütkepohl, Helmut
20
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Working paper series
16
Journal of econometrics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric reviews
4
Economics letters
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Discussion paper / School of Economics, The University of New South Wales
2
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2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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1
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1
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1
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ECONIS (ZBW)
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1
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51
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1
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
2
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:
3
Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
-
1999
Persistent link: https://www.econbiz.de/10000998602
Saved in:
4
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
Saved in:
5
Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988065
Saved in:
6
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988094
Saved in:
7
Nonparametric seemingly unrelated regression
Smith, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000988095
Saved in:
8
Model selection when a key parameter is constrained to be in an interval
Hossain, Md. Zakir
-
1998
Persistent link: https://www.econbiz.de/10000995965
Saved in:
9
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000995978
Saved in:
10
A Bayesian approach to robust binary nonparametric regression
Wood, Sally
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957960
Saved in:
11
A Bayesian approach to nonparametric bivariate regression
Smith, Michael S.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000957963
Saved in:
12
Diagnostics for time series analysis
Gerlach, Richard
;
Carter, Chris K.
;
Kohn, Robert
-
1997
Persistent link: https://www.econbiz.de/10000965127
Saved in:
13
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000983137
Saved in:
14
An iterative approach to variable selection based on the Kullback-Leibler information
Hughes, Anthony W.
;
King, Maxwell L.
-
1997
Persistent link: https://www.econbiz.de/10000970016
Saved in:
15
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
Saved in:
16
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
Saved in:
17
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
18
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
Saved in:
19
Finite sample performance of robust Bayesian regression
Smith, Michael S.
;
Sheather, Simon J.
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000942995
Saved in:
20
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
21
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
22
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
23
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
24
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
25
Small-sample power of tests for inequality restrictions : the case of quarter-dependent regression errors
Wu, Ping X.
- In:
Economics letters
52
(
1996
)
2
,
pp. 121-127
Persistent link: https://www.econbiz.de/10001208415
Saved in:
26
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.
;
Kohn, Robert
-
1995
Persistent link: https://www.econbiz.de/10000912047
Saved in:
27
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
Saved in:
28
Parameter orthogonality and likelihood functions
Laskar, Mizan R.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 253-289)
.
1995
Persistent link: https://www.econbiz.de/10001294219
Saved in:
29
A small disturbance justification for least squares tests of coefficient restrictions in dynamic simultaneous equations
Edwards, Phillip M.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 107-120)
.
1995
Persistent link: https://www.econbiz.de/10001294224
Saved in:
30
Marginal likelihood based tests of a subvector of the parameter vector of linear regression disturbances
Ara, Ismat
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 69-106)
.
1995
Persistent link: https://www.econbiz.de/10001294225
Saved in:
31
Robust nonparametric regression with automatic data transformation and variable selection
Smith, Michael S.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000900988
Saved in:
32
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
Saved in:
33
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
Saved in:
34
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000887142
Saved in:
35
A Bayesian approach to estimating and forecasting additive nonparametric autoregressive models
Wong, Chi-ming
;
Kohn, Robert
-
1993
Persistent link: https://www.econbiz.de/10000875902
Saved in:
36
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
Saved in:
37
Locally optimal testing when a nuisance parameter is present only under the alternative
King, Maxwell L.
- In:
The review of economics and statistics
75
(
1993
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001142346
Saved in:
38
Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul
- In:
Journal of forecasting
12
(
1993
)
6
,
pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
Saved in:
39
Nonnested testing for autocorrelation in the linear regression model
Silvapulle, Paramsothy
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10001149103
Saved in:
40
A Bayesian analysis of integrated moving average models
Barnett, Glen
;
Kohn, Robert
;
Sheather, Simon J.
-
1993
Persistent link: https://www.econbiz.de/10000867508
Saved in:
41
Nonparametric spline regression with prior information
Ansley, Craig F.
;
Kohn, Robert
;
Wong, Chi-ming
-
1992
Persistent link: https://www.econbiz.de/10000846930
Saved in:
42
Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.
;
Kohn, Robert
;
Shively, Thomas S.
-
1991
Persistent link: https://www.econbiz.de/10000846932
Saved in:
43
Computing p-values for the generalized Durbin-Watson statistic and residual autocorrelations in regression
Kohn, Robert
;
Shively, Thomas S.
;
Ansley, Craig F.
-
1991
Persistent link: https://www.econbiz.de/10000846935
Saved in:
44
The locally unbiased two-sided Durbin-Watson test
Grose, Simone D.
- In:
Economics letters
35
(
1991
)
4
,
pp. 401-407
Persistent link: https://www.econbiz.de/10001105637
Saved in:
45
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Saved in:
46
The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters
Kohn, Robert
;
Ansley, Craig F.
;
Tharm, David
-
1990
Persistent link: https://www.econbiz.de/10000847226
Saved in:
47
The estimation of residual standard deviation in spline regression
Ansley, Craig F.
;
Kohn, Robert
;
Tharm, David
-
1990
Persistent link: https://www.econbiz.de/10000847252
Saved in:
48
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
King, Maxwell L.
- In:
Journal of econometrics
3
(
1989
),
pp. 285-301
Persistent link: https://www.econbiz.de/10001063364
Saved in:
49
Towards a theory of point optimal testing
King, Maxwell L.
- In:
Econometric reviews
6
(
1987
)
2
,
pp. 169-218
Persistent link: https://www.econbiz.de/10001052108
Saved in:
50
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
Saved in:
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