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subject:"Schätztheorie"
subject:"Germany"
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Schätztheorie
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Theorie
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568
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131
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131
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131
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72
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Bera, Anil K.
3
King, Maxwell L.
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Chu, Chia-shang James
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2
Hendry, David F.
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2
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1
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1
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1
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466
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403
Economics letters
396
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374
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284
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244
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221
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157
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138
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ECONIS (ZBW)
134
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1
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
Saved in:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
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:
33
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:
34
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:
35
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:
36
An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk
;
White, Halbert
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
Saved in:
37
Partially adaptive estimation of nonlinear models via a normal mixture
Phillips, Robert F.
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10001371094
Saved in:
38
Testing autocorrelation in a system perspective
Edgerton, David L.
;
Shukur, Ghazi
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 343-386
Persistent link: https://www.econbiz.de/10001413466
Saved in:
39
A test of normality using nonparametric residuals
Whang, Yoon-jae
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
Saved in:
40
Selection of regressors in econometrics : parametric and nonparametric methods
Lavergne, Pascal
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 227-273
Persistent link: https://www.econbiz.de/10001247698
Saved in:
41
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 387-413
Persistent link: https://www.econbiz.de/10001250283
Saved in:
42
Count data models with selectivity
Winkelmann, Rainer
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 339-359
Persistent link: https://www.econbiz.de/10001250285
Saved in:
43
A Tobit model with GARCH errors
Calzolari, Giorgio
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
Saved in:
44
Testing for serial correlation in the presence of dynamic heteroscedasticity
Silvapulle, Paramsothy
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10001237559
Saved in:
45
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
Saved in:
46
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
Saved in:
47
Estimating mixtures of normal distributions via empirical characteristic function
Tran, Kien C.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10001240675
Saved in:
48
Estimating partially linear panel data models with one-way error components
Li, Qi
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001240679
Saved in:
49
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
Saved in:
50
Exact testing in multivariate regression
Stewart, Kenneth G.
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 321-352
Persistent link: https://www.econbiz.de/10001225568
Saved in:
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